Hasdemir, Esra

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Profile URL
https://hdl.handle.net/20.500.14411/7018
Name Variants
H.,Esra
Hasdemir,E.
Hasdemir, Esra
Esra, Hasdemir
H., Esra
E.,Hasdemir
E., Hasdemir
Job Title
Doktor Öğretim Üyesi
Email Address
esra.hasdemir@atilim.edu.tr
Main Affiliation
International Trade and Logistics
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Website
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Scopus Author ID
57300824900
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Sustainable Development Goals

NO POVERTY1
NO POVERTY
0
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ZERO HUNGER2
ZERO HUNGER
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GOOD HEALTH AND WELL-BEING3
GOOD HEALTH AND WELL-BEING
0
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QUALITY EDUCATION4
QUALITY EDUCATION
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GENDER EQUALITY5
GENDER EQUALITY
0
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CLEAN WATER AND SANITATION6
CLEAN WATER AND SANITATION
0
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AFFORDABLE AND CLEAN ENERGY7
AFFORDABLE AND CLEAN ENERGY
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DECENT WORK AND ECONOMIC GROWTH8
DECENT WORK AND ECONOMIC GROWTH
0
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INDUSTRY, INNOVATION AND INFRASTRUCTURE9
INDUSTRY, INNOVATION AND INFRASTRUCTURE
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REDUCED INEQUALITIES10
REDUCED INEQUALITIES
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SUSTAINABLE CITIES AND COMMUNITIES11
SUSTAINABLE CITIES AND COMMUNITIES
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RESPONSIBLE CONSUMPTION AND PRODUCTION12
RESPONSIBLE CONSUMPTION AND PRODUCTION
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CLIMATE ACTION13
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LIFE BELOW WATER14
LIFE BELOW WATER
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LIFE ON LAND15
LIFE ON LAND
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PEACE, JUSTICE AND STRONG INSTITUTIONS16
PEACE, JUSTICE AND STRONG INSTITUTIONS
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PARTNERSHIPS FOR THE GOALS17
PARTNERSHIPS FOR THE GOALS
1
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Documents

3

Citations

13

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Scholarly Output

5

Articles

3

Views / Downloads

28/338

Supervised MSc Theses

1

Supervised PhD Theses

0

WoS Citation Count

8

Scopus Citation Count

13

Patents

0

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0

WoS Citations per Publication

1.60

Scopus Citations per Publication

2.60

Open Access Source

3

Supervised Theses

1

JournalCount
Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (Online)1
Computational Economics1
Mathematics1
Springer Proceedings in Business and Economics -- 4th International Conference on Banking and Fice Perspectives, ICBFP 2019 -- 2 May 2019 through 3 May 2019 -- Famagusta -- 2737291
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Subject: ESTAR

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    Article
    Citation - WoS: 5
    Citation - Scopus: 6
    High Persistence and Nonlinear Behavior in Financial Variables: a More Powerful Unit Root Testing in the Estar Framework
    (Mdpi, 2021) Omay, Tolga; Corakci, Aysegul; Hasdemir, Esra
    In this study, we consider the hybrid nonlinear features of the Exponential Smooth Transition Autoregressive-Fractional Fourier Function (ESTAR-FFF) form unit root test. As is well known, when developing a unit root test for the ESTAR model, linearization is performed by the Taylor approximation, and thereby the nuisance parameter problem is eliminated. Although this linearization process leads to a certain amount of information loss in the unit root testing equation, it also causes the resulting test to be more accessible and consistent. The method that we propose here contributes to the literature in three important ways. First, it reduces the information loss that arises due to the Taylor expansion. Second, the research to date has tended to misinterpret the Fourier function used with the Kapetanios, Shin and Snell (2003) (KSS) unit root test and considers it to capture multiple smooth transition structural breaks. The simulation studies that we carry out in this study clearly show that the Fourier function only restores the Taylor residuals of the ESTAR type function rather than accounting forthe smooth structural break. Third, the new nonlinear unit root test developed in this paper has very strong power in the highly persistent near unit root environment that the financial data exhibit. The application of the Kapetanios Shin Snell- Fractional Fourier (KSS-FF) test to ex-post real interest rates data of 11 OECD countries for country-specific sample periods shows that the new test catches nonlinear stationarity in many more countries than the KSS test itself.