SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Tolga Omay · Study

Home/Author

Tolga Omay

22 works· latest 2021· 4 institutionscluster: provisionalORCID 0000-0003-0263-2258

h-index20

i1022

Citations1,055

Works here22

08

09

10

11

12

14

15

16

17

18

20

21

Most cited in this library

Testing for unit root in nonlinear heterogeneous panels2009 · 194 citations
Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing2015 · 155 citations
Re-examining the threshold effects in the inflation–growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies2010 · 123 citations
Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test2014 · 66 citations
Global risk aversion and emerging market return comovements2018 · 51 citations

Works

22 shown

Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19

Advances in Difference Equations·2021·2 authors·Open access

37citations

Smooth Break Detection and De-Trending in Unit Root Testing

Mathematics·2021·4 authors·Open access

18citations

Using Double Frequency in Fourier Dickey–Fuller Unit Root Test

Computational Economics·2021·2 authors

24citations

Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments

Applied Economics·2020·3 authors

29citations

Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach

Journal of Asian Economics·2018·2 authors

30citations

Global risk aversion and emerging market return comovements

Economics Letters·2018·4 authors·Open access

51

citations

Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition

Applied Economics·2017·3 authors·Open access

44citations

Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model

Empirical Economics·2017·3 authors

20citations

Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors

Computational Economics·2017·3 authors

27citations

The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition

Computational Economics·2016·2 authors

19citations

Real interest rates: nonlinearity and structural breaks

Empirical Economics·2016·3 authors

31citations

Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence

Empirica·2015·3 authors

23citations

Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing

Economics Letters·2015·1 author

155citations

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Journal of International Financial Markets Institutions and Money·2015·2 authors·Open access

20citations

Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test

Economic Modelling·2014·2 authors

66citations

Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests

Central Bank Review·2012·2 authors

36citations

The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries

Emerging Markets Finance and Trade·2011·2 authors

30citations

Re-examining the threshold effects in the inflation–growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies

Economic Modelling·2010·2 authors

123citations

Testing for unit root in nonlinear heterogeneous panels

Economics Letters·2009·2 authors

194citations

The effects of inflation uncertainty on interest rates: a nonlinear approach

Applied Economics·2008·2 authors

20citations

Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets

Applied Economics·2008·2 authors

32citations

Monetary policy rules in practice: Re-examining the case of Turkey

Physica A Statistical Mechanics and its Applications·2008·2 authors

26citations