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Browsing by Author "Omay, Tolga"
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Canarella, Giorgio; Gupta, Rangan; Miller, Stephen M.; Omay, Tolga (Routledge, 2020)We employ linear and nonlinear unit-root tests to examine the stationarity of five multi-century historical U.K. series of real output compiled by the Bank of England. Three series span 1270 to 2016 and two series span ...
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Omay, Tolga; Van Eyden, Renee; Gupta, Rangan (Springer, 2018-05)This paper analyses the empirical relationship between inflation and growth using a panel data estimation technique, multiple-regime panel smooth transition regression, which takes into account the nonlinearities in the ...
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Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; Omay, Tolga (Wiley, 2020-01)This paper re‐examines the stochastic properties of U.S. state real per capita personal income, using new panel unit‐root procedures. The new developments incorporate non‐linearity, asymmetry, and cross‐sectional correlation ...
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Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni (Routledge, 2017)This article applies the Fractional Frequency Flexible Fourier Form (FFFFF) Dickey–Fuller (DF)-type unit root test on the natural logarithm of US real GNP over the quarterly period of 1875:1–2015:2, to determine whether ...
Now showing items 1-4 of 4