Omay, Tolga

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https://hdl.handle.net/20.500.14411/7237
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Omay, Tolga
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Omay T.
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Profesor Doktor
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tolga.omay@atilim.edu.tr
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Economics
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23978235900
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GDI-4259-2022

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11
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INDUSTRY, INNOVATION AND INFRASTRUCTURE9
INDUSTRY, INNOVATION AND INFRASTRUCTURE
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439

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511

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6.27

Scopus Citations per Publication

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34

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Computational Economics6
Applied Economics5
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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
Environmental Modeling & Assessment2
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Author: Shin, YongcheolSubject: Cross-section dependence

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    Article
    Citation - WoS: 21
    Citation - Scopus: 21
    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.