Publications
by members of
Ekonometri Bölümü
İktisadi ve İdari Bilimler Fakültesi
Pamukkale Üniversitesi
Denizli, Turkey
(Department of Econometrics, Faculty of Economics and Administrative Sciences, Pamukkale University)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters |
Working papers
2021
- Belgin Akcay & Mert Akyuz & Çan Karul, 2021. "The Causality between Mortgage Credit and House Price: The Turkish Case," ERES eres2021_28, European Real Estate Society (ERES).
2020
- Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020.
"Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data,"
Working Papers
202006, University of Pretoria, Department of Economics.
- Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023. "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2239-2247, July.
2019
- Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019.
"Movements in International Bond Markets: The Role of Oil Prices,"
Working Papers
201935, University of Pretoria, Department of Economics.
- Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020. "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 47-58.
- Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019.
"Price and Volatility Linkages between International REITs and Oil Markets,"
Working Papers
201954, University of Pretoria, Department of Economics.
- Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
2014
- Saban Nazlioglu & Ugur Soytas & Rangan Gupta, 2014. "Volatility Spillover between Energy and Financial Markets," Working Papers 201409, University of Pretoria, Department of Economics.
- Ceyhun Can Ozcan & Ahmet Sahbaz & Ugur Ad?guzel & Saban Nazlioglu, 2014. "The Nature of Shocks to Turkish exchange rates: what panel approach says?," Proceedings of Economics and Finance Conferences 0401591, International Institute of Social and Economic Sciences.
- Saban Nazl?oglu & Muhsin Kar & Gunay Akel, 2014. "Relationship Between Exchange Rates and Stock Prices in Transition Economies Evidence from Linear and Nonlinear Causality Tests," Proceedings of Economics and Finance Conferences 0401683, International Institute of Social and Economic Sciences.
2013
- Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013.
"Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test,"
Working Papers
201384, University of Pretoria, Department of Economics.
- Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015. "Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test," Applied Economics, Taylor & Francis Journals, vol. 47(46), pages 4996-5011, October.
2008
- Ekrem Erdem & Saban Nazlioglu, 2008. "Gravity Model of Turkish Agricultural Exports to the European Union," International Trade and Finance Association Conference Papers 1126, International Trade and Finance Association.
Journal articles
2024
- Biswa Swarup Misra & Muhsin Kar & Saban Nazlioglu & Cagin Karul, 2024. "Income convergence of Indian states in the post-reform period: evidence from panel stationarity tests with smooth structural breaks," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 29(1), pages 424-441, January.
- Aygül Anavatan & Eda Yalçın Kayacan, 2024. "Investigation of femicide in Turkey: modeling time series of counts," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2013-2028, June.
2023
- James E. Payne & James W. Saunoris & Saban Nazlioglu & Cagin Karul, 2023. "Stochastic convergence analysis of US state economic freedom sub‐components: Evidence from unit root tests for bounded processes," American Journal of Economics and Sociology, Wiley Blackwell, vol. 82(4), pages 319-348, July.
- Bolat, C. Kaan & Soytas, Ugur & Akinoglu, Bulent & Nazlioglu, Saban, 2023. "Is there a macroeconomic carbon rebound effect in EU ETS?," Energy Economics, Elsevier, vol. 125(C).
- Alper Gormus & Saban Nazlioglu & Steven L. Beach, 2023. "Environmental, Social, and Governance Considerations in WTI Financialization through Energy Funds," JRFM, MDPI, vol. 16(4), pages 1-17, April.
- James E Payne & Saban Nazlioglu & Andrea Mervar, 2023. "Economic policy uncertainty and international tourist arrivals: A disaggregated analysis of the Croatian Adriatic coast," Tourism Economics, , vol. 29(4), pages 986-1004, June.
- James E Payne & Saban Nazlioglu, 2023. "The permanent or transitory nature of shocks to tourism expenditures and receipts: Evidence from new panel stationarity tests with breaks and factors," Tourism Economics, , vol. 29(6), pages 1518-1532, September.
- James E. Payne & Saban Nazlioglu & Andrea Mervar, 2023. "Regional tourism convergence: a disaggregated analysis of Croatia," Applied Economics, Taylor & Francis Journals, vol. 55(52), pages 6149-6169, November.
- Saban Nazlioglu & Junsoo Lee & Margie Tieslau & Cagin Karul & Yu You, 2023. "Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†," Econometric Reviews, Taylor & Francis Journals, vol. 42(1), pages 78-97, January.
- James E. Payne & Saban Nazlioglu & Andrea Mervar & Farhang Niroomand, 2023. "Economic Policy Uncertainty, COVID-19, and Tourist Stays in Croatia: Evidence from a Fourier Toda-Yamamoto Modeling Approach," The International Trade Journal, Taylor & Francis Journals, vol. 37(1), pages 7-26, January.
- Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023.
"Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2239-2247, July.
- Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020. "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers 202006, University of Pretoria, Department of Economics.
- James E. Payne & James W. Saunoris & Saban Nazlioglu & Cagin Karul, 2023. "The convergence dynamics of economic freedom across U.S. states," Southern Economic Journal, John Wiley & Sons, vol. 89(4), pages 1216-1241, April.
- Mert Akyuz & Ghislain Nono Gueye & Cagin Karul, 2023. "Revisiting the Long-Run Relationship Between Inward/Outward FDI and Income Inequality: New Evidence from the OECD," International Economic Journal, Taylor & Francis Journals, vol. 37(2), pages 220-244, April.
2022
- Biswa Swarup Misra & Saban Nazlioglu & Ilhan Kucukkaplan, 2022. "Sources of divergence in income in Indian states, 2001–2015," Development Policy Review, Overseas Development Institute, vol. 40(4), July.
- Razvan Pascalau & Junsoo Lee & Saban Nazlioglu & Yan (Olivia) Lu, 2022. "Johansen‐type cointegration tests with a Fourier function," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(5), pages 828-852, September.
- Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022. "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 191-203, April.
- Payne, James E. & Lee, Junsoo & Islam, Md. Towhidul & Nazlioglu, Saban, 2022. "Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure," Energy Economics, Elsevier, vol. 113(C).
- Nazlioglu, Saban & Kassouri, Yacouba & Kucukkaplan, Ilhan & Soytas, Ugur, 2022. "Convergence of oil consumption: A historical perspective with new concepts," Energy Policy, Elsevier, vol. 168(C).
- Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022. "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, vol. 62(C).
- Saban Nazlioglu & SinemPinar Gurel & Sevcan Gunes & Emre Kilic, 2022. "Asymmetric Fisher effect in inflation targeting emerging markets: evidence from quantile co-integration," Applied Economics Letters, Taylor & Francis Journals, vol. 29(21), pages 2007-2014, December.
- Saban Nazlioglu & Mehmet Altuntas & Emre Kilic, 2022. "PPP in emerging markets: evidence from Fourier non-linear quantile unit root analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 29(8), pages 731-737, May.
- S. Belgin Akçay & Cagin Karul & Mert Akyuz, 2022. "Mortgage credit and house prices: the Turkish case," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(2), pages 318-335, March.
- Mert Akyuz & Ghislain Nono Gueye & Cagin Karul, 2022. "Long-run dynamics between trade liberalization and income inequality in the European Union: a second generation approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 769-792, August.
- Saliha Çınar & Aygül Anavatan & Fatih Deyneli, 2022. "Testing Effects of the Treasury single account system on the cost of borrowing in the OECD Countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 757-770, October.
2021
- Nazlioglu, Saban & Payne, James E. & Lee, Junsoo & Rayos-Velazquez, Marco & Karul, Cagin, 2021. "Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks," Economic Modelling, Elsevier, vol. 100(C).
- Saban Nazlioglu & Mehmet Altuntas & Emre Kilic & Ilhan Kucukkkaplan, 2021. "Purchasing power parity in GIIPS countries: evidence from unit root tests with breaks and non-linearity," Applied Economic Analysis, Emerald Group Publishing Limited, vol. 30(90), pages 176-195, October.
- Mustafa Ozan Yıldırım & Cagin Karul, 2021. "Does tourism affect house prices in Turkey? Evidence from smooth structural break tests," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 15(5), pages 1033-1052, August.
2020
- Nazlioglu, Saban & Lee, Junsoo, 2020. "Response surface estimates of the LM unit root tests," Economics Letters, Elsevier, vol. 192(C).
- Durusu-Ciftci, Dilek & Soytas, Ugur & Nazlioglu, Saban, 2020. "Financial development and energy consumption in emerging markets: Smooth structural shifts and causal linkages," Energy Economics, Elsevier, vol. 87(C).
- Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020.
"Price and volatility linkages between international REITs and oil markets,"
Energy Economics, Elsevier, vol. 88(C).
- Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
- Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020.
"Movements in international bond markets: The role of oil prices,"
International Review of Economics & Finance, Elsevier, vol. 68(C), pages 47-58.
- Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
- Biswa Swarup Misra & Muhsin Kar & Saban Nazlioglu & Cagin Karul, 2020. "Income Convergence In Indian Districts: New Evidence From Panel Stationarity Test With Finite Time Dimension," Journal of International Development, John Wiley & Sons, Ltd., vol. 32(8), pages 1256-1272, November.
- Mert Akyuz & Cagin Karul & Ibrahim Demir, 2020. "Life expectancy and trade openness: causality in Latin America," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 47(10), pages 1265-1281, September.
2019
- Saban Nazlioglu & Alper Gormus & Ugur Soytas, 2019. "Oil Prices and Monetary Policy in Emerging Markets: Structural Shifts in Causal Linkages," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(1), pages 105-117, January.
- Aygül ANAVATAN & Hamdi EMEÇ, 2019. "Benzin ve Ham Petrol Fiyatları Arasındaki Asimetrik İlişkinin Araştırılması," Journal of Academic Value Studies, Journal of Academic Value Studies, vol. 4(22), pages 830-841, Month: Ja.
2018
- Gormus, Alper & Nazlioglu, Saban & Soytas, Ugur, 2018. "High-yield bond and energy markets," Energy Economics, Elsevier, vol. 69(C), pages 101-110.
- Yetkiner, Hakan & Nazlioglu, Saban, 2018. "Is there an optimal level of housing wealth in the long-run? Theory and evidence," Research in International Business and Finance, Elsevier, vol. 46(C), pages 257-267.
- Murat ASLAN & Saban NAZLIOGLU, 2018. "Do International Relative Commodity Prices Support the Prebisch-Singer Hypothesis? A Nonlinear Panel Unit Root Testing," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 76-92, December.
2017
- Ceyhun Can OZCAN & Murat ASLAN & Saban NAZLIOGLU, 2017. "Economic freedom, economic growth and international tourism for post-communist (transition) countries: A panel causality analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(611), S), pages 75-98, Summer.
- Nazlioglu, Saban & Karul, Cagin, 2017. "A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks," Economic Modelling, Elsevier, vol. 61(C), pages 181-192.
2016
- Nazlioglu, Saban & Gormus, N. Alper & Soytas, Uğur, 2016. "Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis," Energy Economics, Elsevier, vol. 60(C), pages 168-175.
2015
- Nazlioglu, Saban & Soytas, Ugur & Gupta, Rangan, 2015. "Oil prices and financial stress: A volatility spillover analysis," Energy Policy, Elsevier, vol. 82(C), pages 278-288.
- Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2015.
"Volatility transmission between Islamic and conventional equity markets: evidence from causality-in-variance test,"
Applied Economics, Taylor & Francis Journals, vol. 47(46), pages 4996-5011, October.
- Saban Nazlioglu & Shawkat Hammoudeh & Rangan Gupta, 2013. "Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test," Working Papers 201384, University of Pretoria, Department of Economics.
- Tayfur Bayat & Saban Nazlioglu & Selim Kayhan, 2015. "Exchange Rate and Oil Price Interactions in Transition Economies: Czech Republic, Hungary and Poland," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 62(3), pages 267-285.
2014
- Muhsin KAR & Saban NAZLIOGLU & Huseyin AGIR, 2014. "Trade Openness, Financial Development, and Economic Growth in Turkey: Linear and Nonlinear Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 8(1), pages 63-86.
- Menyah, Kojo & Nazlioglu, Saban & Wolde-Rufael, Yemane, 2014. "Financial development, trade openness and economic growth in African countries: New insights from a panel causality approach," Economic Modelling, Elsevier, vol. 37(C), pages 386-394.
- Gozbasi, Onur & Kucukkaplan, Ilhan & Nazlioglu, Saban, 2014. "Re-examining the Turkish stock market efficiency: Evidence from nonlinear unit root tests," Economic Modelling, Elsevier, vol. 38(C), pages 381-384.
- Adiguzel, Ugur & Sahbaz, Ahmet & Ozcan, Ceyhun Can & Nazlioglu, Saban, 2014. "The behavior of Turkish exchange rates: A panel data perspective," Economic Modelling, Elsevier, vol. 42(C), pages 177-185.
- Nazlioglu, Saban, 2014. "Trends in international commodity prices: Panel unit root analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 441-451.
2013
- Nazlioglu, Saban & Erdem, Cumhur & Soytas, Ugur, 2013. "Volatility spillover between oil and agricultural commodity markets," Energy Economics, Elsevier, vol. 36(C), pages 658-665.
- Bulent Guloglu & Saban Nazlioglu, 2013. "Impacts of Inflation on Agricultural Prices: Panel Smooth Transition Regression Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 1-20, January.
- Ugur Adiguzel & Tayfur Bayat & Selim Kayhan & Saban Nazlioglu, 2013. "Oil Prices and Exchange Rates in Brazil, India and Turkey: Time and Frequency Domain Causality Analysis," Research Journal of Politics, Economics and Management, Sakarya University, Faculty of Economics and Administrative Sciences, vol. 1(1), pages 49-73, January.
- Saban Nazlioglu, 2013. "Exchange rate volatility and Turkish industry-level export: Panel cointegration analysis," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 22(7), pages 1088-1107, October.
- Cumhur Erdem & Saban Nazlioglu, 2013. "Determinants of new vehicle registrations in EU countries: a panel cointegration analysis," Transportation Planning and Technology, Taylor & Francis Journals, vol. 36(3), pages 287-298, April.
2012
- Nazlioglu, Saban & Soytas, Ugur, 2012. "Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis," Energy Economics, Elsevier, vol. 34(4), pages 1098-1104.
2011
- Nazlioglu, Saban & Erdem, Ekrem, 2011. "Impacts of Turkey’s Integration into the European Union on Agricultural Markets and Income Distribution," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 11(1), pages 1-11, January.
- Kar, Muhsin & NazlIoglu, Saban & AgIr, Hüseyin, 2011.
"Financial development and economic growth nexus in the MENA countries: Bootstrap panel granger causality analysis,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 685-693, January.
- Kar, Muhsin & Nazlıoğlu, Şaban & Ağır, Hüseyin, 2011. "Financial development and economic growth nexus in the MENA countries: Bootstrap panel granger causality analysis," Economic Modelling, Elsevier, vol. 28(1), pages 685-693.
- Nazlioglu, Saban & Soytas, Ugur, 2011. "World oil prices and agricultural commodity prices: Evidence from an emerging market," Energy Economics, Elsevier, vol. 33(3), pages 488-496, May.
- Nazlioglu, Saban & Lebe, Fuat & Kayhan, Selim, 2011. "Nuclear energy consumption and economic growth in OECD countries: Cross-sectionally dependent heterogeneous panel causality analysis," Energy Policy, Elsevier, vol. 39(10), pages 6615-6621, October.
- Nazlioglu, Saban, 2011. "World oil and agricultural commodity prices: Evidence from nonlinear causality," Energy Policy, Elsevier, vol. 39(5), pages 2935-2943, May.
2010
- Ekrem Erdem & Saban Nazlioglu & Cumhur Erdem, 2010. "Exchange rate uncertainty and agricultural trade: panel cointegration analysis for Turkey," Agricultural Economics, International Association of Agricultural Economists, vol. 41(6), pages 537-543, November.
- Ekrem Erdem & Onur Gozbasi & M. Fatih Ilgun & Saban Nazlioglu, 2010. "Stock market and economic growth nexus in emerging markets: cointegration and causality analysis," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(3/4), pages 262-274.
- Saban Nazlioglu & Cumhur Erdem, 2010. "Exchange rate (volatility) and bilateral agricultural trade: Turkey vs. her major trading partners," International Journal of Trade and Global Markets, Inderscience Enterprises Ltd, vol. 3(3), pages 295-311.
2009
- Ali BAYRAKDAROĞLU & Şaban NAZLIOĞLU, 2009. "Hisse senedi fiyat-hacim ilişkisi: İMKB’de işlem gören bankalar için doğrusal ve doğrusal olmayan Granger nedensellik analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(277), pages 85-109.
Chapters
2022
- Eda Yalçın Kayacan & Aygül Anavatan, 2022. "Investigation of the Country-Specific Factors for URAP," Contributions to Economics, in: M. Kenan Terzioğlu (ed.), Advances in Econometrics, Operational Research, Data Science and Actuarial Studies, pages 221-234, Springer.