Çamalan, Özge

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Profile URL
https://hdl.handle.net/20.500.14411/7178
Name Variants
Ç., Özge
Camalan, Ozge
C., Ozge
Ö.,Çamalan
Özge, Çamalan
C.,Ozge
Ozge, Camalan
Camalan,O.
Çamalan, Özge
O.,Camalan
Ç.,Özge
Çamalan,Ö.
O., Camalan
Ö., Çamalan
Job Title
Araştırma Görevlisi
Email Address
ozge.camalan@atilim.edu.tr
Main Affiliation
Economics
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WoS Researcher ID

Sustainable Development Goals

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

6

Articles

5

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21/0

Supervised MSc Theses

1

Supervised PhD Theses

0

WoS Citation Count

6

Scopus Citation Count

8

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0

WoS Citations per Publication

1.00

Scopus Citations per Publication

1.33

Open Access Source

5

Supervised Theses

1

JournalCount
Ankara Hacı Bayram Veli Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi (Online)1
Computational Economics1
İşletme Araştırmaları Dergisi1
Sustainability1
World Journal of Applied Economics1
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Author: Hasdemir, EsraSubject: C40

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    Article
    Citation - WoS: 3
    Citation - Scopus: 3
    Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: a New Bootstrap Algorithm
    (Springer, 2024) Camalan, Ozge; Hasdemir, Esra; Omay, Tolga; Kucuker, Mustafa Can
    Structural breaks are considered as permanent changes in the series mainly because of shocks, policy changes, and global crises. Hence, making estimations by ignoring the presence of structural breaks may cause the biased parameter value. In this context, it is vital to identify the presence of the structural breaks and the break dates in the series to prevent misleading results. Accordingly, the first aim of this study is to compare the performance of unit root with structural break tests allowing a single break and multiple structural breaks. For this purpose, firstly, a Monte Carlo simulation study has been conducted through using a generated homoscedastic and stationary series in different sample sizes to evaluate the performances of these tests. As a result of the simulation study, Zivot and Andrews (J Bus Econ Stat 20(1):25-44, 1992) are the best-performing tests in capturing a single break. The most powerful tests for the multiple break setting are those developed by Kapetanios (J Time Ser Anal 26(1):123-133, 2005) and Perron (Palgrave Handb Econom 1:278-352, 2006). A new Bootstrap algorithm has been proposed along with the study's primary aim. This newly proposed Bootstrap algorithm calculates the optimal number of statistically significant structural breaks under more general assumptions. Therefore, it guarantees finding an accurate number of optimal breaks in real-world data. In the empirical part, structural breaks in the real interest rate data of the US and Australia resulting from policy changes have been examined. The results concluded that the bootstrap sequential break test is the best-performing approach due to the general assumption made to cover real-world data.