Costas Milas : Citation Profile


Are you Costas Milas?

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

11

H index

17

i10 index

437

Citations

RESEARCH PRODUCTION:

44

Articles

67

Papers

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 20
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 31 (6.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2020-08-01    RAS profile: 2020-05-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Panagiotidis, Theodore (12)

Panagiotidis, Theodore (10)

Dergiades, Theologos (5)

Legrenzi, Gabriella (4)

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 (18)

Piergallini, Alessandro (13)

Ubilava, David (8)

Paya, Ivan (7)

Mallick, Sushanta (7)

Caporale, Guglielmo Maria (6)

tansel, aysıt (6)

van Roye, Björn (6)

SAHIN, Afsin (6)

Sousa, Ricardo (5)

Raputsoane, Leroi (5)

Cites to:

Teräsvirta, Timo (56)

Gertler, Mark (34)

Franses, Philip Hans (30)

van Dijk, Dick (27)

Gali, Jordi (26)

Svensson, Lars (26)

Rogoff, Kenneth (25)

Reinhart, Carmen (24)

Afonso, Antonio (19)

Hamilton, James (17)

Martin, Christopher (16)

Main data


Where Costas Milas has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3
International Journal of Forecasting3
Journal of International Money and Finance3
Oxford Economic Papers3
Economic Modelling3
Economics Letters3
Journal of Financial Stability3
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 Analysis23
Department of Economics Working Papers / University of Bath, Department of Economics5
Working Papers / Department of Economics, City University London4
CESifo Working Paper Series / CESifo4
Borradores de Investigacin / Universidad del Rosario4
Discussion Paper Series / Department of Economics, University of Macedonia3
Discussion Paper Series / Department of Economics, Loughborough University2
Econometrics / University Library of Munich, Germany2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Economic Research Papers / University of Warwick - Department of Economics2

Recent works citing Costas Milas (2020 and 2019)


YearTitle of citing document
2018Transition from the Taylor rule to the zero lower bound. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Johnson, Nicholas ; Hurn, Stan ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-31.

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

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2017HAVE FINANCIAL STABILITY CONCERNS CHANGED THE PRIORITY OF THE CENTRAL BANK OF THE REPUBLIC OF TURKEY?. (2017). koçak, emrah ; Emrah, Kocak ; Umit, Bulut ; Ekrem, Erdem . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:2:p:35-45.

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2019Monetary policy shocks and peer-to-peer lending in China. (2019). Funke, Michael ; Tsang, Andrew ; Li, Xiang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_023.

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2020Cashless Economies, Data Analysis, and Research-Based Teaching: The Versatility of the Velocity of Money for Teaching Macroeconomics. (2020). Hickson, Stephen ; Gunby, Philip. In: Working Papers in Economics. RePEc:cbt:econwp:20/07.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019On the Credit and Exchange Rate Channels of Central Bank Asset Purchases in a Monetary Union. (2019). Papadopoulou, Niki ; DARRACQ PARIES, Matthieu. In: Working Papers. RePEc:cyb:wpaper:2019-2.

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2017Fiscal reaction function and fiscal fatigue: evidence for the euro area. (2017). Checherita Westphal, Cristina ; Arek, Vaclav ; Checherita-Westphal, Cristina . In: Working Paper Series. RePEc:ecb:ecbwps:20172036.

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2017Threshold effects of financial stress on monetary policy rules: a panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: Working Paper Series. RePEc:ecb:ecbwps:20172042.

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2019Medium term treatment and side effects of quantitative easing: international evidence. (2019). Stracca, Livio ; Duca, Ioana A ; Beck, Roland. In: Working Paper Series. RePEc:ecb:ecbwps:20192229.

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2019On the credit and exchange rate channels of central bank asset purchases in a monetary union. (2019). DARRACQ PARIES, Matthieu ; Papadopoulou, Niki. In: Working Paper Series. RePEc:ecb:ecbwps:20192259.

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2018Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach. (2018). Arguello, Ricardo ; Ramirez, Manuel ; Oviedo, Juan Daniel ; Otero, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:190-201.

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2019How can a strong currency or drop in oil prices raise inflation and the black-market premium?. (2019). Cerra, Valerie. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:1-13.

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2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2019Interest rate convergence across maturities: Evidence from bank data in an emerging market economy. (2019). Holmes, Mark ; Iregui, Ana Maria ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:57-70.

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2020Monetary policy, financial uncertainty, and secular stagnation. (2020). Funashima, Yoshito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302717.

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2020The determinants of austerity in the European Union 2010–16. (2020). Tamborini, Roberto ; Tomaselli, Matteo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081930244x.

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2018Financial market activity under capital controls: Lessons from extreme events. (2018). Gkillas (Gillas), Konstantinos ; Longin, Franois . In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:10-13.

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2019Skill Scores and modified Lorenz domination in default forecasts. (2019). Krämer, Walter ; Neumarker, Simon ; Kramer, Walter. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:61-64.

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2019El Niño, La Niña, and a cup of Joe. (2019). Sephton, Peter. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841.

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2017Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97.

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2017Sovereign credit rating determinants: A comparison before and after the European debt crisis. (2017). Reusens, Peter ; Croux, Christophe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:108-121.

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2020Monetary policy and food inflation in South Africa: A quantile regression analysis. (2020). Alagidede, Imhotep Paul ; Iddrisu, Abdul-Aziz . In: Food Policy. RePEc:eee:jfpoli:v:91:y:2020:i:c:s0306919219306384.

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2017Forecast uncertainty and the Taylor rule. (2017). Neuenkirch, Matthias ; Bauer, Christian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:99-116.

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2019The effectiveness of unconventional monetary policy announcements in the euro area: An event and econometric study. (2019). Rumler, Fabio ; Ambler, Steve. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:48-61.

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2018Public debt sustainability: An empirical study on OECD countries. (2018). Beqiraj, Elton ; Forte, Francesco ; Fedeli, Silvia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:238-248.

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2019A panel data analysis of the fiscal sustainability of G-7 countries. (2019). Magazzino, Cosimo ; Forte, Francesco ; Brady, Gordon L. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300660.

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2020Corporate events, return synchronicity and price efficiency. (2020). Petsas, Iordanis ; Li, Fengyun ; Cai, Jinghan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300751.

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2020Financial Crisis and Sustainability of US Fiscal Deficit: Indicators or Tests?. (2020). Piergallini, Alessandro ; Canofari, Paolo ; Marini, Giancarlo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:192-204.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2019Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?. (2019). Nechi, Salem ; Smaoui, Houcem Eddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:75-84.

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2017Threshold effects of financial stress on monetary policy rules: A panel data analysis. (2017). van Roye, Björn ; Floro, Danvee. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:599-620.

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2017Multicointegração e sustentabilidade da política fiscal no Brasil com regime de quebras estruturais (1997-2015). (2017). Triches, Divanildo ; Sleimann, Luis Antonio. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:71:y:2017:i:3:a:66468.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2019Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach. (2019). Olayungbo, D O. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:43-:d:213354.

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2018Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model. (2018). Wang, Man ; Cheng, Chao ; Luo, Qin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1691-:d:148435.

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2018Interaction between Industrial Policy and Stock Price Volatility: Evidence from China’s Power Market Reform. (2018). Fan, YE ; Yin, Haitao ; Zhao, Xiaoli ; Zhang, Zhicheng. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1719-:d:148836.

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2017Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models. (2017). Buncic, Daniel. In: Working Paper Series. RePEc:hhs:rbnkwp:0344.

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2019The Nonlinear Relationship Between Public Debt and Sovereign Credit Ratings. (2019). Hadzi-Vaskov, Metodij ; Ricci, Luca A. In: IMF Working Papers. RePEc:imf:imfwpa:19/162.

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2019Identifying Networks in Social Media: The case of #Grexit. (2019). Magkonis, Georgios ; Jackson, Karen. In: Networks and Spatial Economics. RePEc:kap:netspa:v:19:y:2019:i:1:d:10.1007_s11067-018-9399-9.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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2017U.K. Monetary Policy under Inflation Targeting. (2017). Nguyen, Anh ; Minh, Anh Dinh . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:41.

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2017Asymmetric Exchange Rate Policy in Inflation Targeting Developing Countries. (2017). Cömert, Hasan ; Comert, Hasan ; Benlialper, Ahmet ; Ocal, Nadir. In: ERC Working Papers. RePEc:met:wpaper:1702.

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2017Fiscal Consolidation: What Are the Breakeven Fiscal Multipliers?. (2017). Mourougane, Annabelle ; Botev, Jarmila. In: CESifo Economic Studies. RePEc:oup:cesifo:v:63:y:2017:i:3:p:295-316..

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2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

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2018Nonlinear Policy Behavior, Multiple Equilibria and Debt-Deflation Attractors. (2018). Piergallini, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:88336.

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2019Epidemiology of Inflation Expectations and Internet Search- An Analysis for India. (2019). Chattopadhyay, Siddhartha ; Sahu, Sohini ; Jha, Saakshi . In: MPRA Paper. RePEc:pra:mprapa:92666.

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2019Short-term forecasting of the US unemployment rate. (2019). Maas, Benedikt. In: MPRA Paper. RePEc:pra:mprapa:94066.

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2019Insolvency Regimes and Firms Default Risk Under Economic Uncertainty and Shocks. (2019). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: MPRA Paper. RePEc:pra:mprapa:96283.

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2019Forecasting Unemployment Rates with International Factors. (2019). Pincheira, Pablo ; Hernandez, Ana Maria. In: MPRA Paper. RePEc:pra:mprapa:97855.

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2019Monetary Policy Reaction to Uncertainty in Japan: Evidence from a Quantile-on-Quantile Interest Rate Rule. (2019). Naraidoo, Ruthira ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201929.

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2018Actual and Expected Inflation in the U.S.: A Time-Frequency View. (2018). Xu, Yingying ; Ortiz, Jaime ; Liu, Zhixin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:42-62.

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2020.

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2020Epidemiology of inflation expectations and internet search: an analysis for India. (2020). Sahu, Sohini ; Chattopadhyay, Siddhartha. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00255-4.

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2019Nonlinear policy behavior, multiple equilibria and debt-deflation attractors. (2019). Piergallini, Alessandro. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:2:d:10.1007_s00191-018-0562-8.

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2019The determinants of austerity in the European Union 2010-16. (2019). Tamborini, Roberto ; Tomaselli, Matteo . In: DEM Working Papers. RePEc:trn:utwprg:2019/06.

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2018Country-specific fiscal reaction functions: what lessons for EMU ?. (2018). BARBIER-GAUCHARD, Amélie ; Mazuy, Nicolas. In: Working Papers of BETA. RePEc:ulp:sbbeta:2018-28.

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2017Asymmetric exchange rate policy in inflation targeting developing countries. (2017). Cömert, Hasan ; Ocal, Nadir ; Comert, Hasan ; Benlialper, Ahmet . In: IPE Working Papers. RePEc:zbw:ipewps:862017.

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2019Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, İshak ; Yildirim-Karaman, Secil ; Eroglu, Burak A. In: LEAF Working Paper Series. RePEc:zbw:leafwp:1906.

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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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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.
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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.
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article8
2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
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2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
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article1
2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
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article19
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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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo 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.
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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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20031 In: Working Papers.
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20031.(2003) In: Working Papers.
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20041.(2004) In: Working Papers.
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20041.(2004) In: Working Papers.
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2012Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin.
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2015Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds In: Working Paper Series.
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2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
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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.
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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.
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article10
2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds 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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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.
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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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