Taner YiğitAssociate Professor of Economics · Bilkent University

Publications

Journal publications, listed from most recent to earliest.

Nonparametric seasonal cointegration tests

with Burak Alparslan Eroğlu
Communications in Statistics – Simulation and Computation, 1–35. Published online. 2025

Pairs trading with wavelet transform

with Burak Alparslan Eroğlu and Haluk Yener
Quantitative Finance, 23(7–8), 1129–1154. 2023

Time-varying cointegration and the Kalman filter

with Burak Alparslan Eroğlu and J. Isaac Miller
Econometric Reviews, 41(1), 1–21. 2022

A nonparametric unit root test under nonstationary volatility

with Burak Alparslan Eroğlu
Economics Letters, 140, 6–10. 2016

With a little help from our friends: The effect of USAID assistance on SME growth in a transition economy

with El-hadj Bah and Josef C. Brada
Journal of Comparative Economics, 39(2), 205–220. 2011

Inflation targeting: An indirect approach to assess the direct impact

Journal of International Money and Finance, 29(7), 1357–1368. 2010

Corruption and Economic Development in Energy-rich Economies

with Yelena Kalyuzhnova and Ali M. Kutan
Comparative Economic Studies, 51(2), 165–180. 2009

European integration, productivity growth and real convergence: Evidence from the new member states

with Ali M. Kutan
Economic Systems, 33(2), 127–137. 2009

What Fisher knew about his relation, we sometimes forget

with Neil Arnwine
Economics Letters, 101(3), 193–195. 2008

Fiscal convergence in the European Union

with Evžen Kočenda and Ali M. Kutan
The North American Journal of Economics and Finance, 19(3), 319–330. 2008

Announcements and credibility under inflation targeting

with Banu Demir
Economics Letters, 100(2), 249–253. 2008

European integration, productivity growth and real convergence

with Ali M. Kutan
European Economic Review, 51(6), 1370–1395. 2007

Pilgrims to the Eurozone: How far, how fast?

with Evžen Kočenda and Ali M. Kutan
Economic Systems, 30(4), 311–327. 2006

The effects of transition and political instability on foreign direct investment inflows: Central Europe and the Balkans

with Josef C. Brada and Ali M. Kutan
Economics of Transition, 14(4), 649–680. 2006

Real and nominal stochastic convergence: Are the new EU members ready to join the Euro zone?

with Ali M. Kutan
Journal of Comparative Economics, 33(2), 387–400. 2005

Nominal and real stochastic convergence of transition economies

with Ali M. Kutan
Journal of Comparative Economics, 32(1), 23–36. 2004

Shortfalls of panel unit root testing

with Jack Strauss
Economics Letters, 81(3), 309–313. 2003

Present value model, heteroscedasticity and parameter stability tests

with Jack Strauss
Economics Letters, 73(3), 375–378. 2001