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Browsing Bankacılık ve Sigortacılık Yayın Koleksiyonu by Author "Çankaya Üniversitesi, Meslek Yüksek Okulu"

Now showing items 1-6 of 6

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

Omay, Tolga; Hasanov, Mübariz (Routledge Taylor&Francis Group, 2008)

Recent developments in time series analysis allow proper modelling of nonlinearities in economic and financial variables. A growing body of research was dedicated to investigation of potential nonlinearities in conditional ...
Re-examining the threshold effects in the inflation-growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies

Omay, Tolga; Kan, Elif Öznur (Elsevier Science Bv, 2010-09)

This paper analyzes the empirical relationship between inflation and output growth using a novel panel data estimation technique, Panel Smooth Transition Regression (PSTR) model, which takes account of the non-linearities ...
Testing for unit root in nonlinear heterogeneous panels

Uçar, Nuri; Omay, Tolga (Elsevier Science S A, 2009-07)

We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an exponential smooth transition (ESTAR) model, and provide their small sample properties. We apply our tests for investigating ...
The effects of inflation uncertainty on interest rates: a nonlinear approach

Omay, Tolga; Hasanov, Mübariz (Routledge Taylor&Francis Group, 2010-09)

In this article, we investigate the effects of inflation variability on short-term interest rates within a nonlinear smooth transition regression framework. The test results suggest that only the conditional mean of the ...
The endogenous and non-linear relationship between terrorism and economic performance: Turkish evidence

Arın, K. Peren; Omay, Tolga; Araz, Bahar (Taylor&Francis INC, 2009)

This paper investigates the macroeconomic effects of terror by using a novel data set from Turkey for the period of 1987:1 to 2004:4. This research contributes to the literature by controlling for the possible non-linear ...
The relationship between inflation, output growth, and their uncertainties: evidence from selected CEE countries

Hasanov, Mübariz; Omay, Tolga (M E Sharpe Inc, 2011-07)

In this paper, we examine causal relationships between inflation rate, output growth rate, inflation uncertainty, and output uncertainty for ten Central and Eastern European transition countries. For this purpose, we ...

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Browsing Bankacılık ve Sigortacılık Yayın Koleksiyonu by Author "Çankaya Üniversitesi, Meslek Yüksek Okulu"

Browsing Bankacılık ve Sigortacılık Yayın Koleksiyonu by Author "Çankaya Üniversitesi, Meslek Yüksek Okulu"

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