| On the Performance of Wavelet Based Unit Root Tests BA Eroğlu, B Soybilgen Journal of Risk and Financial Management 11 (3), 47, 2018 | 23 | 2018 |
| Time-Varying Taylor Rule Estimation for Turkey with Flexible Least Square Method B Soybilgen, BA Eroğlu Boğaziçi Journal of Economics and Administrative Studies 33 (2), 2019 | 10 | 2019 |
| Time-varying cointegration and the Kalman filter BA Eroğlu, JI Miller, T Yiğit Econometric Reviews 41 (1), 1-21, 2022 | 8 | 2022 |
| Powerful nonparametric seasonal unit root tests BA Eroğlu, KÇ Göğebakan, M Trokić Economics letters 167, 75-80, 2018 | 8 | 2018 |
| Wavelet variance ratio cointegration test and wavestrapping BA Eroğlu Journal of Multivariate Analysis 171, 298-319, 2019 | 5* | 2019 |
| Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area İ Demir, BA Eroğlu, S Yıldırım-Karaman Journal of Money, Credit and Banking 54 (5), 1425-1457, 2022 | 4* | 2022 |
| Responses of the term structure of interest rates and asset prices to monetary policy shocks: Evidence from Turkey BA Eroğlu, S Yıldırım-Karaman METU Studies in Development 45, 117-158, 2018 | 4 | 2018 |
| A nonparametric unit root test under nonstationary volatility BA Eroğlu, T Yiğit Economics letters 140, 6-10, 2016 | 4 | 2016 |
| Non-parametric seasonal unit root tests under periodic non-stationary volatility KÇ Gög̃ebakan, BA Eroglu Computational statistics 37 (5), 2581-2636, 2022 | 2 | 2022 |
| Bounded unit root processes with non-stationary volatility KÇ Göğebakan, BA Eroğlu Communications in Statistics-Simulation and Computation 52 (4), 1245-1263, 2023 | 1 | 2023 |
| Regulated seasonal unit root process BA Eroğlu, AÖ Pehlivan Studies in Nonlinear Dynamics & Econometrics 26 (3), 361-385, 2022 | 1 | 2022 |
| On the performance of the variance ratio unit root tests with flexible Fourier form BA Eroğlu, S Yıldırım Journal of Applied Statistics 48 (13-15), 1-20, 2021 | 1 | 2021 |
| Taylor rule for Turkey under multiple structural breaks B Soybilgen, BA Eroğlu, H Yener Current Issues in Turkish Economy, 2019 | 1 | 2019 |
| How Successful Are Wavelets in Detecting Jumps? BA Eroğlu, R Gençay, ME Yazgan Entropy 19 (12), 638, 2017 | 1 | 2017 |
| Improving inference in integration and cointegration tests BA Eroğlu PQDT-Global, 2016 | 1 | 2016 |
| Spurious regression problem in kalman filter estimation of time varying parameter models BA Eroğlu PQDT-Global, 2010 | 1 | 2010 |
| A mixed-frequency VAR application to studying joint dynamics of foreign investor trading and stock market returns BA Eroğlu, D İkizlerli, N Ülkü Empirical Economics, 1-27, 2024 | | 2024 |
| Revisiting Hellinger Distance Based Serial Dependence Measure R Ekinci, BA Eroğlu Available at SSRN 4736476, 2024 | | 2024 |
| Pairs trading with wavelet transform BA Eroğlu, H Yener, T Yiğit Quantitative Finance 23 (7-8), 1129-1154, 2023 | | 2023 |
| BORSA İSTANBUL 100 ENDEKSİ İÇİN DİNAMİK RİSKE MARUZ DEĞER VE BEKLENEN KAYIP ANALİZİ H YENER, BA EROĞLU Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 71-86, 2022 | | 2022 |
Baris SoybilgenSambla GroupVerified email at samblagroup.com
