Costas Milas : Citation Profile

Are you Costas Milas?

University of Liverpool (95% share)
Rimini Centre for Economic Analysis (RCEA) (5% share)

14

H index

25

i10 index

636

Citations

RESEARCH PRODUCTION:

49

Articles

66

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 26
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 31 (4.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2024-01-16    RAS profile: 2022-06-24    
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Relations with other researchers

Works with:

Panagiotidis, Theodore (9)

Dergiades, Theologos (7)

Panagiotidis, Theodore (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Costas Milas.

Is cited by:

Naraidoo, Ruthira (20)

Piergallini, Alessandro (12)

Ubilava, David (9)

Bastianin, Andrea (9)

Manera, Matteo (9)

Mallick, Sushanta (7)

Paya, Ivan (7)

Sousa, Ricardo (7)

GUPTA, RANGAN (7)

Guidolin, Massimo (6)

van Roye, Björn (6)

Cites to:

Teräsvirta, Timo (58)

Gertler, Mark (35)

Galí, Jordi (33)

Svensson, Lars (32)

Franses, Philip Hans (29)

van Dijk, Dick (27)

Afonso, Antonio (27)

Pesaran, Mohammad (21)

Martin, Christopher (19)

Rogoff, Kenneth (19)

Johansen, Soren (17)

Main data

Where Costas Milas has published?

Journals with more than one article published# docs
Economic Modelling4
Journal of International Money and Finance3
Journal of Financial Stability3
Oxford Economic Papers3
International Journal of Forecasting3
Studies in Nonlinear Dynamics & Econometrics3
Economics Letters3
Economic Inquiry2
Journal of Futures Markets2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis24
Department of Economics Working Papers / University of Bath, Department of Economics5
Discussion Paper Series / Department of Economics, University of Macedonia5
CESifo Working Paper Series / CESifo4
Borradores de Investigación / Universidad del Rosario4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Discussion Paper Series / Department of Economics, Loughborough University2
Economic Research Papers / University of Warwick - Department of Economics2
Econometrics / University Library of Munich, Germany2

Recent works citing Costas Milas (2024 and 2023)

YearTitle of citing document
2023.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Determinants of the Degree of Fiscal Sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10225.

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2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

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2023The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan. (2023). Bolganbayev, Artur ; Lukhmanova, Gulnar ; Kuralbayev, Almas ; Balapanova, Elmira ; Niyetalina, Gaukhar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-2.

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2023The Shocks of Climate Change on Bank Loans. (2023). Trisilia, Mustika Septiyas ; Puspani, Ni Nyoman ; Sugiarto, Agus. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-54.

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2023Financial inclusion and economic uncertainty in developing countries: The role of digitalisation. (2023). Law, Siong Hook ; Trinugroho, Irwan ; Mohamad, M S ; Rahim, Abd. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:786-806.

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2023Subnational governments and COVID management. (2023). Kabiraj, Sujana ; Bandyopadhyay, Simanti ; Majumder, Subrata. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001116.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2023The shocks of natural disasters on NPLs: Global evidence. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Chen, Xia. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001121.

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2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

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2023Political institutions, economic uncertainty and sovereign credit ratings. (2023). Ramírez-Rondán, Nelson R. ; Villavicencio, Julio A ; Rojas-Rojas, Renato M ; Ramirez-Rondan, Nelson R. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000302.

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2023SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x.

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2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

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2023Chronological changes of government sectors’ fiscal policies and fiscal sustainability in Japan. (2023). Yoshida, Motonori. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s092214252300004x.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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2023Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405.

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2023Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105.

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2023Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405.

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2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

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2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

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2023An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655.

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2023Country Risk and Financial Stability: A Focus on Commercial Banks in Africa. (2023). Muzindutsi, Paul-Francois ; Oyetade, Damilola. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:198-:d:1279954.

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2023Determinants of the degree of fiscal sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02552023.

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2023Empirická verifikace vztahu mezi saldem hospoda?ení sektoru vládních institucí a b?žného ú?tu platební bilance: P?ípad zemí Evropské unie. (2023). Imova, Kateina. In: Politická ekonomie. RePEc:prg:jnlpol:v:2023:y:2023:i:2:id:1381:p:153-176.

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2023Debt Limit, Fiscal Space and Fiscal Fatigue in the Central and Eastern European Countries of EU. (2023). Olteanu, Dan ; Iancu, Aurel. In: Working Papers of National Institute for Economic Research. RePEc:ror:wpince:230629.

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2023Efficiency of government policy during the COVID-19 pandemic. (2023). Tasiou, Menelaos ; Iosifidi, Maria ; Delis, Manthos D. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05364-9.

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2023Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks. (2023). Bulut, Umit. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00095-4.

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2023An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8.

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2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

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2023Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145.

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2023The impact of COVID?19 on unemployment rate: An intelligent based unemployment rate prediction in selected countries of Europe. (2023). Abbas, Syed Zaheer ; Haider, Syed Jawad ; Jiang, Chong Hui ; Khan, Yousaf Ali ; Ahmad, Muneeb. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:528-543.

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2023Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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2023.

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2023Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181.

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Works by Costas Milas:

YearTitleTypeCited
1998MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers.
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1998Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 1		paper
1999IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers.
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1999Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
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2001Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper3
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2000) In: Borradores de Investigación.
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2003Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling.
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2009UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry.
[Full Text][Citation analysis]		article10
2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
[Full Text][Citation analysis]		article14
2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
[Full Text][Citation analysis]		article2
2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
[Full Text][Citation analysis]		article21
2006Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper.
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2010THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy.
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2007The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series.
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2006Non-linear Real Exchange Rate Effects in the UK Labour Market In: Studies in Nonlinear Dynamics & Econometrics.
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2004Non-linear real exchange rate effects in the UK labour market.(2004) In: International Finance.
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2005Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics.
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2011Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
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2009Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series.
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2010Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers.
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2002On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach In: Studies in Nonlinear Dynamics & Econometrics.
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2001On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach.(2001) In: Borradores de Investigación.
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2010Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series.
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2011Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series.
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2011Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series.
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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series.
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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS.(2012) In: Working Paper series.
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2013Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper26
2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters.
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2013Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds.(2013) In: Working Paper series.
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2001Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación.
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2004Forecasting the spot prices of various coffee types using linear and non-linear error correction models.(2004) In: International Journal of Finance & Economics.
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2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación.
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2012Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2015Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper24
2017An assessment of the inflation targeting experience In: Bank of Estonia Working Papers.
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2012Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2022Unemployment claims during COVID-19 and economic support measures in the U.S. In: Economic Modelling.
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2022Unemployment Claims During COVID-19 and Economic Support Measures in the U.S..(2022) In: Working Paper series.
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1998Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling.
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2001Modelling the spot prices of various coffee types In: Economic Modelling.
[Full Text][Citation analysis]		article14
2015Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters.
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2015Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone.(2015) In: Discussion Paper Series.
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2015Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone.(2015) In: Working Paper series.
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2020A mixed frequency approach for stock returns and valuation ratios In: Economics Letters.
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2019A Mixed Frequency Approach for Stock Returns and Valuation Ratios..(2019) In: Discussion Paper Series.
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2009Price dynamics in European petroleum markets In: Energy Economics.
[Full Text][Citation analysis]		article20
2019Non-performing loans and sovereign credit ratings In: International Review of Financial Analysis.
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2019Non-performing loans and sovereign credit ratings.(2019) In: Working Paper series.
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2005The price-dividend relationship in inflationary and deflationary regimes In: Finance Research Letters.
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2005THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics.
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This paper has nother version. Agregated cites: 5		paper
2015Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications In: Journal of Financial Stability.
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2019Global liquidity, money growth and UK inflation In: Journal of Financial Stability.
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2014Global liquidity, money growth and UK inflation.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 1		paper
2013Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability.
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2011Financial Crises and Monetary Policy: Evidence from the UK.(2011) In: Working Paper series.
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2006Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series Advanced Texts in Econometrics Oxford University Press, O In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2007Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series.
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2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
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2004Time-varying excess returns on UK government bonds: A non-linear approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR In: Journal of International Money and Finance.
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2016Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR.(2016) In: Working Paper series.
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2017Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone In: Journal of International Money and Finance.
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2017Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone.(2017) In: Working Paper series.
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1999Labor Market Decisions and Greek Manufacturing Competitiveness In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article1
2021On the economic impact of aggregate liquidity shocks: The case of the UK In: The Quarterly Review of Economics and Finance.
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2013Tweets, Google trends and sovereign spreads in the GIIPS In: LSE Research Online Documents on Economics.
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2013Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2013) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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2014Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2014) In: Discussion Paper Series.
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2015Tweets, Google trends, and sovereign spreads in the GIIPS.(2015) In: Oxford Economic Papers.
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2009Causes of the Financial Crisis: An Assessment using UK Data In: Department of Economics Working Papers.
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2009Causes of the Financial Crisis: an Assessment Using UK Data.(2009) In: Working Paper series.
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2010Financial Stability and Monetary Policy In: Department of Economics Working Papers.
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2010Financial Stability and Monetary Policy.(2010) In: Working Paper series.
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2012Quantitative Easing: a Sceptical Survey In: Department of Economics Working Papers.
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2012Quantitative easing: a sceptical survey.(2012) In: Oxford Review of Economic Policy.
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2012Quantitative Easing: A Sceptical Survey.(2012) In: Working Paper series.
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2014The Policy Window: The Impact of Financial Stress in the UK In: Department of Economics Working Papers.
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2009The Sub-Prime Crisis and UK Monetary Policy In: Department of Economics Working Papers.
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2010The Sub-Prime Crisis and UK Monetary Policy.(2010) In: International Journal of Central Banking.
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2008The Sub-Prime Crisis and UK Monetary Policy.(2008) In: Working Paper series.
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2007Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models In: Journal of Forecasting.
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2006Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models..(2006) In: Discussion Paper Series.
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2002The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth In: International Tax and Public Finance.
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2005On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models. In: Discussion Paper Series.
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2004Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2004Uncertainty and UK Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2007The Complex Response of Monetary Policy to Asset Prices In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2009Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model In: Oxford Economic Papers.
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2014Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication In: DEM Working Papers Series.
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2014Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013 In: Working Paper series.
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2018Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets In: Working Paper series.
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2007Monetary Policy and the Hybrid Phillips Curve In: Working Paper series.
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2011Price Transmission in the EU Wholesale Petroleum Markets In: Journal of Business & Economic Statistics.
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2001Identifying the Factors that Affect Interest?Rate Swap Spreads: Some Evidence from the United States and the United Kingdom In: Journal of Futures Markets.
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2004Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach In: Journal of Futures Markets.
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