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Hasanov, Mübariz and Omay, Tolga (2010): The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries. Forthcoming in: Emerging Markets and Finance and Trade , Vol. -, No. - (2011)

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Omay, Tolga (2010): A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia.

Omay, Tolga and Hasanov, Mubariz and Ucar, Nuri (2012): Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests.

Omay, Tolga and Takay Araz, Bahar and Ilalan, Deniz (2011): The effects of terrorist activities on foreign direct investment: nonlinear Evidence.