Omay, Tolga

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https://hdl.handle.net/20.500.14411/7237
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T.,Omay
Omay, Tolga
O., Tolga
Tolga, Omay
Omay,T.
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Omay T.
Job Title
Profesor Doktor
Email Address
tolga.omay@atilim.edu.tr
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Economics
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Scopus Author ID
23978235900
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WoS Researcher ID
GDI-4259-2022

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2

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0

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14

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2

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17

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7

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5

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16

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8

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11

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4

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6

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7

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3

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10

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2

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11

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1

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9

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1

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Documents

80

Citations

1218

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20

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Documents

74

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1075

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Scholarly Output

65

Articles

55

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19/0

Supervised MSc Theses

4

Supervised PhD Theses

2

WoS Citation Count

435

Scopus Citation Count

503

WoS h-index

13

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13

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0

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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: Hasanov, MubarizEnd date: 2019

Scholarly Output Search Results

Now showing 1 - 2 of 2
  • Thumbnail Image
    Article
    Citation - WoS: 20
    Citation - Scopus: 20
    Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors
    (Springer, 2018) Omay, Tolga; Hasanov, Mubariz; Shin, Yongcheol
    We develop the extended unit root testing procedure for dynamic panels characterised by slowly moving trends (SMT) and cross-section dependence (CSD). We allow SMT to follow the smooth logistic transition function and the components error terms to contain the unobserved common factors. We propose the two panel unit root test statistics, one derived by the extended common correlated effects (CCE) estimator and the other based on the Sieve bootstrap. We have conducted extensive simulation exercises and document that the failure to take into account SMT and CSD may lead to misleading inference. On the other hand, we find that both bootstrap and CCE-based tests maintain good power properties in small samples in the presence SMT and CSD. We apply our proposed tests to real interest rates for 17 OECD countries and find overwhelming evidence in favour of the Fisher hypothesis.
  • Thumbnail Image
    Article
    Citation - WoS: 37
    Citation - Scopus: 38
    Structural Break, Nonlinearity and Asymmetry: a Re-Examination of Ppp Proposition
    (Routledge Journals, Taylor & Francis Ltd, 2018) Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mubariz
    In this study, we examine the validity of the PPP proposition for 28 European countries. For this purpose, we propose a new unit root test procedure that allows for both gradual structural breaks and asymmetric nonlinear adjustment towards the equilibrium level. Small-sample properties of the new tests are examined through Monte-Carlo simulations. The simulation results suggest that the new tests have satisfactory size and power properties. We then apply these new tests along with other unit root tests to examine stationarity properties of real exchange rate series of the sample countries. Our tests reject the null of unit root in more cases when compared to alternative tests. Overall, we find that the PPP proposition holds in majority of the European countries examined in this article.