Omay, Tolga

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Profile URL
https://hdl.handle.net/20.500.14411/7237
Name Variants
T.,Omay
Omay, Tolga
O., Tolga
Tolga, Omay
Omay,T.
O.,Tolga
T., Omay
Omay T.
Job Title
Profesor Doktor
Email Address
tolga.omay@atilim.edu.tr
Main Affiliation
Economics
Status
Website
ORCID ID
Scopus Author ID
23978235900
Turkish CoHE Profile ID
Google Scholar ID
WoS Researcher ID
GDI-4259-2022

Sustainable Development Goals

2

ZERO HUNGER
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0

Research Products

14

LIFE BELOW WATER
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2

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17

PARTNERSHIPS FOR THE GOALS
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7

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5

GENDER EQUALITY
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0

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16

PEACE, JUSTICE AND STRONG INSTITUTIONS
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0

Research Products

8

DECENT WORK AND ECONOMIC GROWTH
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11

Research Products

4

QUALITY EDUCATION
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0

Research Products

6

CLEAN WATER AND SANITATION
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0

Research Products

7

AFFORDABLE AND CLEAN ENERGY
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3

Research Products

10

REDUCED INEQUALITIES
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2

Research Products

11

SUSTAINABLE CITIES AND COMMUNITIES
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1

Research Products

9

INDUSTRY, INNOVATION AND INFRASTRUCTURE
INDUSTRY, INNOVATION AND INFRASTRUCTURE Logo

3

Research Products

1

NO POVERTY
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0

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3

GOOD HEALTH AND WELL-BEING
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2

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12

RESPONSIBLE CONSUMPTION AND PRODUCTION
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1

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13

CLIMATE ACTION
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7

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15

LIFE ON LAND
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1

Research Products
Documents

80

Citations

1218

h-index

20

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Documents

74

Citations

1075

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Scholarly Output

65

Articles

55

Views / Downloads

19/0

Supervised MSc Theses

4

Supervised PhD Theses

2

WoS Citation Count

435

Scopus Citation Count

503

WoS h-index

13

Scopus h-index

13

Patents

0

Projects

0

WoS Citations per Publication

6.69

Scopus Citations per Publication

7.74

Open Access Source

32

Supervised Theses

6

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JournalCount
Applied Economics5
Computational Economics5
Springer Proceedings in Business and Economics -- 4th International Conference on Banking and Fice Perspectives, ICBFP 2019 -- 2 May 2019 through 3 May 2019 -- Famagusta -- 2737293
Mathematics3
Environmental Science and Pollution Research2
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Author: Abioglu, Vasif

Scholarly Output Search Results

Now showing 1 - 2 of 2
  • Thumbnail Image
    Article
    Citation - WoS: 2
    Citation - Scopus: 2
    Re-Examining the Real Interest Rate Parity Hypothesis Under Temporary Gradual Breaks and Nonlinear Convergence
    (Springer Heidelberg, 2023) Hasanov, Mubariz; Omay, Tolga; Abioglu, Vasif
    This paper investigates the real interest parity hypothesis by testing stationarity of real interest rate differentials for 52 countries with respect to the USA. Taking account of the fact that both asymmetric adjustment and gradual temporary breaks may better characterize the dynamics of real interest rate differentials, we propose a new test that allows for two temporary shifts together with asymmetric adjustment towards the equilibrium. We employ the newly proposed test procedure along with the conventional ADF test as well as nonlinear KSS and OSH tests to examine stationarity of real interest rate differentials. Among the main results, we find that the newly proposed unit root test procedure highly outperforms the existing unit root tests in terms of rejecting the null hypothesis of unit root. Our results suggest that real interest rate differentials can be characterized by a stationary process with asymmetric adjustment around gradual and temporary shifts of mean.
  • Thumbnail Image
    Article
    Real Interest Rate Parity in Latin American Countries: Evidence from New Panel Unit Root Tests
    (Wiley, 2026) Omay, Tolga; Abioglu, Vasif; Hasanli, Mubariz
    In this study, we test the empirical validity of the real interest rate parity hypothesis for 15 Latin American countries over the period 2005-2023. To this end, we employ a battery of panel unit root tests to examine stochastic properties of the real interest rate differentials (RIDs) of the countries under consideration. The panel unit root tests that allow for both the cross-sectional dependence and the nonlinearities in the adjustment process do not reject the null of unit root for the most of these countries, suggesting that the real interest rate parity hypothesis does not hold for these countries. On the other hand, the panel unit root test that allows for smooth structural changes produces results consistent with the real interest rate parity hypothesis for 12 out of 15 Latin American countries. These findings imply that various shocks, including political, economic, and financial upheavals, can cause significant structural shifts in the RIDs of Latin American countries.