Tolga Omay : Citation Profile


Are you Tolga Omay?

Atılım Üniversitesi (99% share)

9

H index

9

i10 index

261

Citations

RESEARCH PRODUCTION:

37

Articles

21

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 18
   Journals where Tolga Omay has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 32 (10.92 %)

EXPERT IN:

   General
   Econometrics
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Panel Data Models; Spatio-temporal Models
   Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pom19
   Updated: 2020-05-23    RAS profile: 2020-04-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (9)

Emirmahmutoglu, Furkan (9)

Miller, Stephen (5)

Hasanov, Mübariz (3)

Çorakcı Eruygur, Aysegul (3)

Canarella, Giorgio (2)

van Eyden, Renee (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tolga Omay.

Is cited by:

Phiri, Andrew (19)

Chang, Tsangyao (19)

GUPTA, RANGAN (18)

Shahbaz, Muhammad (9)

Hasanov, Mübariz (8)

Demirer, Riza (6)

Karadagli, Ece (6)

Holmes, Mark (5)

Jude, Cristina (5)

Tiwari, Aviral (5)

Roubaud, David (5)

Cites to:

Pesaran, M (54)

Teräsvirta, Timo (32)

Hasanov, Mübariz (28)

Enders, Walter (28)

shin, yongcheol (25)

Perron, Pierre (20)

Ucar, Nuri (18)

Lee, Junsoo (16)

snell, andy (16)

Yamagata, Takashi (16)

Sollis, Robert (15)

Main data


Where Tolga Omay has published?


Journals with more than one article published# docs
Economics Letters4
Applied Economics4
Economics Bulletin3
Empirical Economics2
Economic Modelling2
Computational Economics2
Journal of Reviews on Global Economics2
Econometrics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany12
Working Papers / University of Pretoria, Department of Economics4
Hacettepe University Department of Economics Working Papers / Hacettepe University, Department of Economics2

Recent works citing Tolga Omay (2020 and 2019)


YearTitle of citing document
2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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2019Inflation Aversion and the Growth-Inflation Relationship. (2019). GUPTA, RANGAN ; Makena, Philton. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:guptamakena.

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2019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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2019The asymmetric linkage between energy use and economic growth in selected African countries: Evidence from a nonlinear panel autoregressive distributed lag model. (2019). Kouton, Jeffrey. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:475-490.

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2019Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework. (2019). Ling, Pui Kiew ; Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Furuoka, Fumitaka. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:51-63.

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2019The implications of heterogeneous habit in consumer beverage purchases on soda and sin taxes. (2019). Li, Wenying ; Dorfman, Jeffrey H. In: Food Policy. RePEc:eee:jfpoli:v:84:y:2019:i:c:p:111-120.

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2019Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy. (2019). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:277-287.

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2019Modeling the nexus between resources abundance and economic growth: An overview from the PSTR model. (2019). Tiba, Sofien. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304210.

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2019Growth volatility and inequality in the U.S.: A wavelet analysis. (2019). Miller, Stephen ; GUPTA, RANGAN ; Wohar, Mark E ; Chang, Shinhye. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:48-73.

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2020The impacts of terrorism on Turkish equity market: An investigation using intraday data. (2020). Gok, Ibrahim Yasar ; Topuz, Sefa ; Demirdogen, Yavuz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119319454.

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2019Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis. (2019). Hall, Stephen ; Harb, Nermeen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:192-204.

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2019Renewable and fossil energy, terrorism, economic growth, and trade: Evidence from France. (2019). Ben Youssef, Slim ; ben Jebli, Mehdi ; Mohamed, Hassen . In: Renewable Energy. RePEc:eee:renene:v:139:y:2019:i:c:p:459-467.

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2019Spatial structure convergence of Chinas transportation system. (2019). Liu, Tie-Ying. In: Research in Transportation Economics. RePEc:eee:retrec:v:78:y:2019:i:c:s073988591930280x.

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2019Do stock markets follow a random walk? New evidence for an old question. (2019). KOK, Dundar ; Ispir, Serdar M ; Durusu-Ciftci, Dilek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:165-175.

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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2019Macroeconomic Uncertainty and Investment Relationship for Turkey. (2019). Guney, Pelin Oge . In: Working Papers. RePEc:erg:wpaper:1332.

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2019Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul. (2019). Aliyev, Fuzuli. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:27-:d:237146.

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2019Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests. (2019). Demirer, Riza ; Wong, Wing-Keung ; Lv, Zhihui ; Gupta, Rangan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:351-:d:196929.

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2019Investigation of the Validity of Purchasing Power Parity Hypothesis with Fourier Unit Root Tests: The Case of Turkey. (2019). Aydın, Mücahit. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:30:y:2019:i:0:p:35-48.

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2019Energy based estimation of the Shadow Economy: The role of Governance Quality.. (2019). Dergiades, Theologos ; Missiou, Olympia ; Psychoyios, Dimitrios. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_07.

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2019Towards resolving the Purchasing Power Parity (PPP) ‘puzzle’ in Newly Industrialized Countries (NIC’s). (2019). Phiri, Andrew ; de Villiers, David. In: Working Papers. RePEc:mnd:wpaper:1908.

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2020Macroprudential Policies and Current Account Balance. (2020). Ekinci, Mehmet. In: MPRA Paper. RePEc:pra:mprapa:99445.

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2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:201908.

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2020Institutional quality and the relationship between inflation and economic growth. (2020). Hanif, Waqas ; Khan, Muhammad. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1479-7.

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2020Shock and awe? Fiscal consequences of terrorism. (2020). Cevik, Serhan ; Ricco, John. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1543-3.

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Works by Tolga Omay:


YearTitleTypeCited
2020Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence In: Bulletin of Economic Research.
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2014Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2014) In: Working Papers.
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2015Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2015) In: Working papers.
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2016Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence.(2016) In: Working papers.
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2014Nonlinearity and Smooth Breaks in Unit Root Testing In: Econometrics Letters.
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article4
2013Nonlinearity and Smooth Breaks in Unit Root Testing.(2013) In: MPRA Paper.
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2014A Survey about Smooth Transition Panel Data Analysis In: Econometrics Letters.
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article1
2010Türkiye için Reaksiyon Fonksiyonunun Doğrusal Olmayan Modelle Tahmin Edilmesi In: Journal of Humanities and Social Sciences.
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2011The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence In: Economics Bulletin.
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article5
2017PPP hypothesis and temporary structural breaks In: Economics Bulletin.
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2019Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework In: Economics Bulletin.
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2019Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach In: Journal of Asian Economics.
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article1
2010Re-examining the threshold effects in the inflation-growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies In: Economic Modelling.
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article42
2014Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test In: Economic Modelling.
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article16
2009Testing for unit root in nonlinear heterogeneous panels In: Economics Letters.
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article64
2015Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing In: Economics Letters.
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2017Nonlinear error correction based cointegration test in panel data In: Economics Letters.
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2018Global risk aversion and emerging market return comovements In: Economics Letters.
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article6
2015An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration In: Journal of International Financial Markets, Institutions and Money.
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article2
2008Monetary policy rules in practice: Re-examining the case of Turkey In: Physica A: Statistical Mechanics and its Applications.
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article10
2019A tale of two taxes: State-dependency of tax policy In: CAMA Working Papers.
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2012The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries In: Hacettepe University Department of Economics Working Papers.
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2011The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries.(2011) In: Emerging Markets Finance and Trade.
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2010The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries.(2010) In: MPRA Paper.
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2012Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests In: Hacettepe University Department of Economics Working Papers.
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paper10
2012Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
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2014Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests.(2014) In: Applied Econometrics.
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2017The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition In: Computational Economics.
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article4
2018Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors In: Computational Economics.
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article1
2017Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence In: Empirica.
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article3
2014A Note on the Efficiency Effects of Agglomeration Economies: Turkish Evidence In: Journal of Reviews on Global Economics.
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2014Terrorism and the Stock Market: A Case Study for Turkey Using STR Models In: Journal of Reviews on Global Economics.
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article2
2013The Effects of Terrorist Activities on Foreign Direct Investment: Nonlinear Evidence from Turkey In: Review of Economics.
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2009The relationship between output growth and inflation: Evidence from Turkey In: MPRA Paper.
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paper2
2010THE RELATIONSHIP BETWEEN OUTPUT GROWTH AND INFLATION: EVIDENCE FROM TURKEY.(2010) In: Journal of Applied Economic Sciences.
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2006Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi In: MPRA Paper.
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2010A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia In: MPRA Paper.
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2008The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey In: MPRA Paper.
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2011The effects of terrorist activities on foreign direct investment: nonlinear Evidence In: MPRA Paper.
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2012The comparison of optimization algorithms on unit root testing with smooth transition In: MPRA Paper.
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2014Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition In: MPRA Paper.
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2019Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward In: MPRA Paper.
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2019Current Account and Credit Growth: The Role of Household Credit and Financial Depth In: MPRA Paper.
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2015Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model In: Working Papers.
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2015The US Real GNP is Trend-Stationary After All In: Working Papers.
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2019Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective In: Working Papers.
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2016A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break In: Journal for Economic Forecasting.
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2017Real interest rates: nonlinearity and structural breaks In: Empirical Economics.
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2018Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model In: Empirical Economics.
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2017The US real GNP is trend-stationary after all In: Applied Economics Letters.
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2008Nonlinearities in emerging stock markets: evidence from Europes two largest emerging markets In: Applied Economics.
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2010The effects of inflation uncertainty on interest rates: a nonlinear approach In: Applied Economics.
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2018Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition In: Applied Economics.
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2020Does real U.K. GDP have a unit root? Evidence from a multi-century perspective In: Applied Economics.
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2009THE ENDOGENOUS AND NON-LINEAR RELATIONSHIP BETWEEN TERRORISM AND ECONOMIC PERFORMANCE: TURKISH EVIDENCE In: Defence and Peace Economics.
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2019Market development and market efficiency: evidence based on nonlinear panel unit root tests In: The European Journal of Finance.
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2007Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests In: Central Bank Review.
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2015ENERGY CONSUMPTION AND GROWTH: NEW EVIDENCE FROM A NON-LINEAR PANEL AND A SAMPLE OF DEVELOPING COUNTRIES In: The Singapore Economic Review (SER).
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