nikitas pittis : Citation Profile


Are you nikitas pittis?

University of Piraeus

13

H index

15

i10 index

494

Citations

RESEARCH PRODUCTION:

39

Articles

10

Papers

RESEARCH ACTIVITY:

   21 years (1990 - 2011). See details.
   Cites by year: 23
   Journals where nikitas pittis has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 5 (1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi201
   Updated: 2022-05-21    RAS profile: 2011-10-03    
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Relations with other researchers


Works with:

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

Is cited by:

Caporale, Guglielmo Maria (25)

Panopoulou, Ekaterini (17)

Bajo-Rubio, Oscar (10)

Frömmel, Michael (10)

Bahmani-Oskooee, Mohsen (10)

laopodis, nikiforos (7)

Laopodis, Nikiforos (7)

Lyócsa, Štefan (7)

Kruse, Robinson (7)

Kourogenis, Nikolaos (7)

laopodis, nikiforos (7)

Cites to:

Phillips, Peter (34)

Johansen, Soren (27)

Taylor, Mark (16)

Perron, Pierre (13)

Bollerslev, Tim (10)

Stock, James (10)

Caporale, Guglielmo Maria (10)

juselius, katarina (9)

Watson, Mark (9)

Granger, Clive (9)

Karfakis, Costas (8)

Main data


Where nikitas pittis has published?


Journals with more than one article published# docs
Economics Letters6
Journal of International Money and Finance4
Review of World Economics (Weltwirtschaftliches Archiv)3
Applied Financial Economics3
Economic Modelling2
Journal of Macroeconomics2
Applied Economics Letters2
Revista de Economía del Rosario2
Journal of Forecasting2
Journal of Policy Modeling2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies3
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth2
The Institute for International Integration Studies Discussion Paper Series / IIIS2

Recent works citing nikitas pittis (2021 and 2020)


YearTitle of citing document
2020Nonresident holdings of domestic debt in Nigeria: Internal or external driven?. (2020). Hosny, Amr. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:472-485.

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2022Policy uncertainty and income distribution: Asymmetric evidence from state?level data in the United States. (2022). Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen ; Hasanzade, Mehrnoosh. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:179-220.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2020Comparison of the Marshall-Lerner condition in OECD and Asian countries: new evidence from pooled mean group estimation. (2020). Ebadi, Esmaeil. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00060.

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2020Oil Products Consumption and Economic Growth in Cameroon Households: An Assessment Using ARDL Cointegration and Granger Causality Analysis. (2020). Tamba, Jean Gaston ; Sapnken, Flavian Emmanuel ; Koffi, Francis Djanna ; Ndjakomo, Salome Essiane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-66.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347.

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2021Influence of nonspecific factors on the interest rate of online peer-to-peer microloans in China. (2021). Liu, Xiao Jie ; Guo, Jianfeng ; Cui, Changnan. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316536.

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2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

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2020The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S. (2020). Nusair, Salah A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300921.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2020Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14.

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2020A modified BDS test. (2020). Hui, Yongchang ; Zheng, Shurong ; Bai, Zhidong ; Luo, Wenya. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220300973.

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2021Air Transportation, Economy and Causality: Remote Towns in Brazil’s Amazon Region. (2021). Caixeta, Rafael ; Ventura, Rodrigo V ; Cabo, Manoela ; Fernandes, Elton ; Pacheco, Ricardo R. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:627-:d:478303.

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2022Empirical Study on the Impact of COVID-19 on International Student Enrollment for Higher Education in China. (2022). Agyemang, Andrew Osei ; Shijian, Zou. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4185-:d:784829.

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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699.

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2020Non-Resident Holdings of Domestic Debt in Nigeria: Internal or External Driven?. (2020). Hosny, Amr. In: IMF Working Papers. RePEc:imf:imfwpa:2020/063.

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2020On the impact of exchange rate volatility on Tunisia’s trade with 16 partners: an asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Nouira, Ridha. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:3:d:10.1007_s10644-019-09250-y.

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2022On the link between Chinese currency and its inpayments from and outpayments to trading partners: an asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Xu, Jia. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09317-1.

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2021Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia. (2021). Çevik, Emrah ; Al-Eisa, Eisa Abdulrahman ; Abdallah, Atif Awad ; Dibooglu, Sel ; Cevik, Emrah Ismail . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00484-0.

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2020How the banking system is creating a two-way inflation in an economy. (2020). Nizam, Ahmed Mehedi. In: PLOS ONE. RePEc:plo:pone00:0229937.

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2020How the banking system is creating a two-way inflation in an economy. (2020). Nizam, Ahmed Mehedi. In: MPRA Paper. RePEc:pra:mprapa:99427.

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2022High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model. (2022). Ozdemir, Onur. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:1:p:45-67.

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2020.

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2020Asymmetric effect of income on the US healthcare expenditure: evidence from the nonlinear autoregressive distributed lag (ARDL) approach. (2020). Barati, Mehdi ; Fariditavana, Hadiseh. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1604-7.

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2021Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Babalos, Vassilios. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5.

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2021.

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2021To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs?. (2021). Savvakis, Georgios ; Papageorgiou, Theofanis ; Kenourgios, Dimitris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2595-2611.

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Works by nikitas pittis:


YearTitleTypeCited
2008Testing for a unit root under errors with just barely infinite variance In: Journal of Time Series Analysis.
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article9
1993On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles. In: The Manchester School of Economic & Social Studies.
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article2
2009Long?Run PPP under the Presence of Near?to?Unit Roots: The Case of the British Pound–US Dollar Rate* In: Review of International Economics.
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article0
2009Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series.
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paper1
2009Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 1
paper
1996Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials. In: Canadian Journal of Economics.
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article0
2002Exogeneity and measurement of persistence In: Revista de Economía del Rosario.
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article0
2001Persistence in macroeconomic time series: Is it a model invariant property? In: Revista de Economía del Rosario.
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article0
1990Pricing and Product Market Structure in Open Economies: An Empirical Test In: CEPR Discussion Papers.
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paper5
2002KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD In: Econometric Theory.
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article6
2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error In: Econometrics Journal.
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article65
1996Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails In: Economic Modelling.
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article5
1998Unit roots and long-run causality: investigating the relationship between output, money and interest rates In: Economic Modelling.
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article11
2010Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator In: Economics Letters.
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article1
1994Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence In: Economics Letters.
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article2
1999Forward versus reverse regression and cointegration In: Economics Letters.
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article2
2003Testing for PPP: the erratic behaviour of unit root tests In: Economics Letters.
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article13
2004Testing for Granger causality in variance in the presence of causality in mean In: Economics Letters.
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article30
2008Cointegration, variance shifts and the limiting distribution of the OLS estimator In: Economics Letters.
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article2
1995Nominal exchange rate regimes and the stochastic behavior of real variables In: Journal of International Money and Finance.
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article14
1998Cointegration and predictability of asset prices1 In: Journal of International Money and Finance.
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article17
1999Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited In: Journal of International Money and Finance.
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article52
2005The Feldstein-Horioka puzzle revisited: A Monte Carlo study In: Journal of International Money and Finance.
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article29
1994Testing for exchange rate bubbles using variance inequalities In: Journal of Macroeconomics.
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article0
1996Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS In: Journal of Macroeconomics.
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article16
1998Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns In: Journal of Policy Modeling.
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article3
2001Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan In: Journal of Policy Modeling.
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article17
1999Cointegration and joint efficiency of international commodity markets In: The Quarterly Review of Economics and Finance.
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article7
2004The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study In: Economics Series.
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paper6
2004Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence In: Economics Series.
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paper0
2004Parameter Instability and Forecasting Performance. A Monte Carlo Study In: Economics Series.
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paper0
2006Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests In: The Institute for International Integration Studies Discussion Paper Series.
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paper9
2006Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests.(2006) In: Economics Department Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2010Looking far in the past: revisiting the growth-returns nexus with non-parametric tests.(2010) In: Empirical Economics.
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article
2006The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates In: The Institute for International Integration Studies Discussion Paper Series.
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paper1
2006The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates..(2006) In: Economics Department Working Paper Series.
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paper
2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
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article51
2002Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity. In: Journal of Forecasting.
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article5
2009Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity In: Journal of Forecasting.
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article0
1993Common stochastic trends and inflation convergence in the EMS In: Review of World Economics (Weltwirtschaftliches Archiv).
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article28
1995Inflation convergence in the EMS: Some additional evidence. A reply In: Review of World Economics (Weltwirtschaftliches Archiv).
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article1
2001Parameter instability, superexogeneity, and the monetary model of the exchange rate In: Review of World Economics (Weltwirtschaftliches Archiv).
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article3
2003IGARCH models and structural breaks In: Applied Economics Letters.
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article17
1995Interest rate linkages within the European Monetary System: an alternative interpretation In: Applied Economics Letters.
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article6
2004Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market In: Applied Financial Economics.
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article13
1997Domestic and external factors in interest rate determination In: Applied Financial Economics.
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article4
1998Term structure and interest differentials as predictors of future inflation changes and inflation differentials In: Applied Financial Economics.
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article7
2004Estimator Choice and Fishers Paradox: A Monte Carlo Study In: Econometric Reviews.
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article30
2011Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences In: Econometric Reviews.
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article4

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