10
H index
11
i10 index
683
Citations
Athens University of Economics and Business (AUEB) | 10 H index 11 i10 index 683 Citations RESEARCH PRODUCTION: 43 Articles 50 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elias Tzavalis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Econometric Reviews | 4 |
Journal of Empirical Finance | 4 |
Economic Modelling | 3 |
Economics Letters | 3 |
Journal of Economic Dynamics and Control | 2 |
Econometrica | 2 |
Computational Statistics & Data Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Discussion Papers / University of Exeter, Department of Economics | 12 |
MPRA Paper / University Library of Munich, Germany | 3 |
Working Papers / Bank of Greece | 2 |
Year | Title of citing document |
---|---|
2017 | A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15. Full description at Econpapers || Download paper |
2017 | ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/045. Full description at Econpapers || Download paper |
2017 | A Reassessment of Product Aggregation Bias in Demand Analysis: An Application to the U.S. Meat Market. (2017). Li, Wenying ; Zhen, Chen. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258197. Full description at Econpapers || Download paper |
2018 | Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672. Full description at Econpapers || Download paper |
2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper |
2018 | Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109. Full description at Econpapers || Download paper |
2017 | Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401. Full description at Econpapers || Download paper |
2017 | Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11. Full description at Econpapers || Download paper |
2018 | Has International Aid Promoted Economic Growth in Africa?. (2018). Cai, Jinyang ; Shao, Qianqian ; Pray, Carl E ; Hu, Ruifa ; Zheng, Zuting. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:239-251. Full description at Econpapers || Download paper |
2018 | Economic Reform and Corruption: Evidence from Panel Data. (2018). Kamal, Mustafa ; Rana, Ebney Ayaj. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:92-106. Full description at Econpapers || Download paper |
2017 | Bank Market Power and Loan Contracts: Empirical Evidence. (2017). HASAN, IFTEKHAR ; Zhen, Xinting ; Wang, Haizhi ; Liu, Liuling ; Vacca, Valerio ; Rossi, Paola ; Pagnini, Marcello . In: Economic Notes. RePEc:bla:ecnote:v:46:y:2017:i:3:p:649-676. Full description at Econpapers || Download paper |
2018 | Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity. (2018). Arvanitis, Stelios ; Magdalinos, Tassos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:892-908. Full description at Econpapers || Download paper |
2018 | Estimating a Bilateral J‐curve between the UK and the Euro Area. (2018). Michail, Nektarios A. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:757-769. Full description at Econpapers || Download paper |
2018 | The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach. (2018). Reed, W. ; Das, Kuntal K ; Qiu, Bin. In: Working Papers in Economics. RePEc:cbt:econwp:18/14. Full description at Econpapers || Download paper |
2017 | The Consumption Response to Minimum Wages: Evidence from Chinese Households. (2017). Dautovic, Ernest ; Huang, YI ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12057. Full description at Econpapers || Download paper |
2017 | Has cultural heritage monetary value an impact on visits? An assessment using Italian official data. (2017). Rizzo, Ilde ; Mignosa, Anna ; Lisi, Domenico ; Guccio, Calogero. In: ACEI Working Paper Series. RePEc:cue:wpaper:awp-02-2017. Full description at Econpapers || Download paper |
2017 | The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021. Full description at Econpapers || Download paper |
2017 | Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569. Full description at Econpapers || Download paper |
2017 | Analyzing Current Account Sustainability through the Saving-Investment Correlation. (2017). Dash, Santosh Kumar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00810. Full description at Econpapers || Download paper |
2017 | Determinants of FDI inflows in advanced economies: Does the quality of economic structures matter?. (2017). Sondermann, David ; Vansteenkiste, Isabel ; Dellis, Konstantinos . In: Working Paper Series. RePEc:ecb:ecbwps:20172066. Full description at Econpapers || Download paper |
2017 | Analyze the Determinants of Capital Structure for Vietnamese Real Estate Listed Companies. (2017). Phuong, Nguyen Thi ; Thu, Dang Thi ; Lien, Nguyen Phuong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-36. Full description at Econpapers || Download paper |
2018 | Linkages of Global Financial Crisis and Trade Direction in an Oil Based Economy. (2018). Al-Shammari, Nayef ; Al-Obaid, Shaha. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-31. Full description at Econpapers || Download paper |
2018 | Profit Persistence in Energy Industry: A Comparison Between Listed and Unlisted Companies. (2018). Iskenderoglu, Omer ; Haykir, Ozkan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-36. Full description at Econpapers || Download paper |
2018 | News and expected returns in East Asian equity markets: The RV-GARCHM model. (2018). Yao, Wenying ; Tang, Chrismin ; Martin, Vance L. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:36-52. Full description at Econpapers || Download paper |
2017 | The behaviour of SMEs capital structure determinants in different macroeconomic states. (2017). Balios, Dimitrios ; Daskalakis, Nikolaos ; Dalla, Violetta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:248-260. Full description at Econpapers || Download paper |
2017 | Does the design of a fiscal rule matter for welfare?. (2017). Smith, Constance ; Landon, Stuart. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:226-237. Full description at Econpapers || Download paper |
2017 | Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271. Full description at Econpapers || Download paper |
2018 | Can private domestic investment lead Chinese technological progress?. (2018). Chen, Hong ; Singh, Baljeet ; Wang, XI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:186-193. Full description at Econpapers || Download paper |
2018 | The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304. Full description at Econpapers || Download paper |
2018 | Modelling stock price–exchange rate nexus in OECD countries: A new perspective. (2018). Salisu, Afees ; Ndako, Umar. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:105-123. Full description at Econpapers || Download paper |
2018 | Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185. Full description at Econpapers || Download paper |
2018 | The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195. Full description at Econpapers || Download paper |
2018 | Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach. (2018). Ãlvarez, Inmaculada ; Romero-Jordan, Desiderio ; Kao, Chihwa ; Alvarez-Ayuso, Inmaculada C. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:93-104. Full description at Econpapers || Download paper |
2018 | On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56. Full description at Econpapers || Download paper |
2018 | The Distributional and Multi-Sectoral Impacts of Rainfall Shocks: Evidence From Computable General Equilibrium Modelling for the Awash Basin, Ethiopia. (2018). Borgomeo, Edoardo ; Walker, Oliver ; Kebede, Seifu ; Charles, Katrina J ; Tamru, Seneshaw ; Alamirew, Tena ; Woldeyes, Firew B ; Vadheim, Bryan . In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:621-632. Full description at Econpapers || Download paper |
2018 | Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267. Full description at Econpapers || Download paper |
2017 | Rethinking cointegration and the expectation hypothesis of the term structure. (2017). Li, Jing ; Davis, George. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:177-189. Full description at Econpapers || Download paper |
2017 | Capturing the impact of shocks on the electricity sector performance in the OECD. (2017). POLEMIS, MICHAEL. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:99-107. Full description at Econpapers || Download paper |
2018 | The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620. Full description at Econpapers || Download paper |
2018 | Energy price, energy efficiency, and capital productivity: Empirical investigations and policy implications. (2018). Olani, Adugna ; Gamtessa, Samuel. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:650-666. Full description at Econpapers || Download paper |
2017 | Modelling oil price-inflation nexus: The role of asymmetries. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; Isah, Kazeem ; Akanni, Lateef. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:97-106. Full description at Econpapers || Download paper |
2018 | A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218. Full description at Econpapers || Download paper |
2017 | Do countries endowments of non-renewable energy resources matter for FDI attraction? A panel data analysis of 125 countries over the period 1995–2012. (2017). Forte, Rosa ; Assuno, Susana. In: International Economics. RePEc:eee:inteco:v:150:y:2017:i:c:p:57-71. Full description at Econpapers || Download paper |
2018 | Predictions of short-term rates and the expectations hypothesis. (2018). Guidolin, Massimo ; Thornton, Daniel L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:636-664. Full description at Econpapers || Download paper |
2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper |
2017 | Do financial reforms help stabilize inequality?. (2017). McAdam, Peter ; Christopoulos, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:45-61. Full description at Econpapers || Download paper |
2019 | The relationship between international trade and capital flow: A network perspective. (2019). Ding, Haoyuan ; Xie, Wenjing ; Liu, Ziyuan ; Jin, Yuying. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:1-11. Full description at Econpapers || Download paper |
2017 | Gas and electricity demand in Spanish manufacturing industries: An analysis using homogeneous and heterogeneous estimators. (2017). Peasco, Cristina ; Romero-Jordan, Desiderio ; del Rio, Pablo. In: Utilities Policy. RePEc:eee:juipol:v:45:y:2017:i:c:p:45-60. Full description at Econpapers || Download paper |
2017 | Exploring the relationship among CO2 emissions, real GDP, energy consumption and tourism in the EU and candidate countries: Evidence from panel models robust to heterogeneity and cross-sectional depen. (2017). Dogan, Eyup ; Aslan, Alper. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:239-245. Full description at Econpapers || Download paper |
2018 | What is better for mitigating carbon emissions – Renewable energy or nuclear energy? A panel data analysis. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:91:y:2018:i:c:p:464-471. Full description at Econpapers || Download paper |
2017 | Inflation and consumption of nontradable goods: Global implications from regional analyses. (2017). Nagayasu, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:478-491. Full description at Econpapers || Download paper |
2017 | Structural change and economic growth: Empirical evidence and policy insights from Asian economies. (2017). Vu, K M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:41:y:2017:i:c:p:64-77. Full description at Econpapers || Download paper |
2018 | A BAYESIAN INFERENCE OF MULTIPLE STRUCTURAL BREAKS IN MEAN AND ERROR VARIANCE IN PANEL AR (1) MODEL. (2018). Kumar, Jitendra ; Shangodoyin, Dahud Kehinde ; Agiwal, Varun. In: Statistics in Transition New Series. RePEc:exl:29stat:v:19:y:2018:i:1:p:7-23. Full description at Econpapers || Download paper |
2018 | Supply response of smallholder households in Ethiopia. (2018). Bachewe, Fantu Nisrane ; Taffesse, Alemayehu Seyoum. In: IFPRI book chapters. RePEc:fpr:ifpric:9780896292833_08. Full description at Econpapers || Download paper |
2017 | Testing for a Structural Break in a Spatial Panel Model. (2017). Sengupta, Aparna . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:12-:d:92290. Full description at Econpapers || Download paper |
2017 | The Impact of Foreign Direct Investment (FDI) on the Environment: Market Perspectives and Evidence from China. (2017). Sheng, Pengfei ; Zheng, Jiajia . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:8-:d:92253. Full description at Econpapers || Download paper |
2018 | Effect of Deposit Mobilization on the Financial Sustainability of Rural Saving and Credit Cooperatives: Evidence from Ethiopia. (2018). Duguma, Girma Jirata ; Han, Jiqin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3387-:d:171390. Full description at Econpapers || Download paper |
2018 | Coal Consumption and Economic Growth: Panel Cointegration and Causality Evidence from OECD and Non-OECD Countries. (2018). Jin, Taeyoung ; Kim, Jinsoo. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:660-:d:134134. Full description at Econpapers || Download paper |
2018 | Sustainable Development of China’s Industrial Economy: An Empirical Study of the Period 2001–2011. (2018). Osei, Edward ; Yu, Mark ; Zhang, Jianhua ; Li, Huijun . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:764-:d:135699. Full description at Econpapers || Download paper |
2017 | The Consumption Response to Minimum Wages: Evidence from Chinese Households. (2017). Dautovic, Ernest ; Huang, YI ; Hau, Harald. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2017. Full description at Econpapers || Download paper |
2017 | The Relationship between Labor Productivity and Economic Growth in OECD Countries. (2017). Korkmaz, Suna . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:5:p:71-76. Full description at Econpapers || Download paper |
2019 | “Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”. (2019). Cohen, Lior ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201901. Full description at Econpapers || Download paper |
2017 | A Robust Analysis of the Relationship between Natural Disasters, Electricity and Economic Growth in 41 Countries. (2017). Ben Ali, Nadia ; Saidi, Kais ; Benali, Nadia. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:3:p:89-109. Full description at Econpapers || Download paper |
2017 | Mortgage lending, banking crises, and financial stability in Asia and Europe. (2017). Morgan, Peter ; Zhang, Yan . In: Asia Europe Journal. RePEc:kap:asiaeu:v:15:y:2017:i:4:d:10.1007_s10308-017-0489-y. Full description at Econpapers || Download paper |
2018 | Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, Mübariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7. Full description at Econpapers || Download paper |
2017 | Size matters: fragmentation and vertical fiscal imbalances in Moldova. (2017). Cevik, Serhan. In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:2:d:10.1007_s10663-016-9325-7. Full description at Econpapers || Download paper |
2018 | Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2018). Bischoff, Oliver ; Buchwald, Achim. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:18:y:2018:i:1:d:10.1007_s10842-017-0250-7. Full description at Econpapers || Download paper |
2017 | ICT, conflicts in financial intermediation and financial access: evidence of synergy and threshold effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul N. In: Netnomics. RePEc:kap:netnom:v:18:y:2017:i:2:d:10.1007_s11066-017-9119-5. Full description at Econpapers || Download paper |
2017 | Implied volatility and skewness surface. (2017). Feunou, Bruno ; Tedongap, Romeo ; Fontaine, Jean-Sebastien. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x. Full description at Econpapers || Download paper |
2017 | Banking competition in the Brazilian economy [Banking competition in the Brazilian economy]. (2017). Divino, Jose Angelo ; SILVA, RENAN SAID . In: Nova Economia. RePEc:nov:artigo:v:27:y:2017:i:3:p:393-419. Full description at Econpapers || Download paper |
2017 | The effect of renewable energy use and economic growth on pollution in the EUROZONE. (2017). Fotis, Panagiotis Nikolaos ; Pekka, Victoria . In: Economics and Business Letters. RePEc:ove:journl:aid:11878. Full description at Econpapers || Download paper |
2017 | Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172. Full description at Econpapers || Download paper |
2017 | Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2017). Shilpi, Forhad ; Emran, M. Shahe ; Uddin, Helal M ; Mookherjee, Dilip. In: MPRA Paper. RePEc:pra:mprapa:79844. Full description at Econpapers || Download paper |
2017 | ICT, Conflicts in Financial Intermediation and Financial Access: Evidence of Synergy and Threshold Effects. (2017). Asongu, Simplice ; Acha-Anyi, Paul. In: MPRA Paper. RePEc:pra:mprapa:84047. Full description at Econpapers || Download paper |
2018 | A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo . In: MPRA Paper. RePEc:pra:mprapa:88623. Full description at Econpapers || Download paper |
2017 | Testing time series for the bubbles (with application to Russian data). (2017). Skrobotov, Anton ; Sinelnikova-Muryleva, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0319. Full description at Econpapers || Download paper |
2017 | P-SVAR Analysis of Stability in Sub-Saharan Africa Commercial Banks. (2017). Akande, Joseph Olorunfemi ; Kwenda, Farai. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2017:i:3:p:49-78. Full description at Econpapers || Download paper |
2018 | Spatial convergence of real wages in Russian cities. (2018). Ivanova, Vera. In: The Annals of Regional Science. RePEc:spr:anresc:v:61:y:2018:i:1:d:10.1007_s00168-017-0855-0. Full description at Econpapers || Download paper |
2018 | Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8. Full description at Econpapers || Download paper |
2018 | Firm-level investment in the extractive industry from CEE countries: the role of macroeconomic uncertainty and internal conditions. (2018). Albulescu, Claudiu ; Tmil, Matei ; Suciu, Simina Silvana ; Miclea, Erban. In: Eurasian Business Review. RePEc:spr:eurasi:v:8:y:2018:i:2:d:10.1007_s40821-017-0079-3. Full description at Econpapers || Download paper |
2017 | Fertility and Financial Development in South Asia. (2017). Shahzad, Syed Jawad Hussain ; Zakaria, Muhammad ; Hussain, Syed Jawad ; Janjua, Saquib Yousaf ; Fida, Bashir Ahmed . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1382-6. Full description at Econpapers || Download paper |
2017 | Testing economic convergence in non-stationary panel. (2017). Niang, Abdou-Aziz . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:1:d:10.1007_s10260-016-0361-z. Full description at Econpapers || Download paper |
2017 | Cumulative sum estimator for change-point in panel data. (2017). Chen, Zhuoheng ; Hu, Yijun. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0722-y. Full description at Econpapers || Download paper |
2017 | Does military spending promote social welfare? A comparative analysis of the BRICS and G7 countries. (2017). Zhang, Ying ; Wang, Rui ; Xu, Jia Xin ; Liu, Xiaoxing. In: Defence and Peace Economics. RePEc:taf:defpea:v:28:y:2017:i:6:p:686-702. Full description at Econpapers || Download paper |
2017 | Political cycles in Greece’s municipal employment. (2017). Logothetis, Vassilis ; Chortareas, Georgios ; Papandreou, Andreas A. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:20:y:2017:i:4:p:321-342. Full description at Econpapers || Download paper |
2017 | The spatial impact of employment centres on housing markets. (2017). Fuerst, Franz ; Laszkiewicz, Edyta ; Szumilo, Nikodem. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:4:p:472-491. Full description at Econpapers || Download paper |
2017 | Determinants of Industrial Production in Turkey. (2017). Ozturk, Mustafa ; Agan, Yavuz . In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0023. Full description at Econpapers || Download paper |
2017 | Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I. In: Working Papers. RePEc:use:tkiwps:1715. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|
Year | Title | Type | Cited |
---|---|---|---|
2015 | Unveiling the ECBs Monetary Policy Behaviour Under Different Inflation Regimes In: Economica. [Full Text][Citation analysis] | article | 0 |
2006 | Structural Changes in Expected Stock Returns Relationships: Evidence from ASE In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 3 |
2010 | RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
2016 | Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2011 | MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS In: Manchester School. [Full Text][Citation analysis] | article | 4 |
2000 | Inflation and Exchange Rate Regimes in Mexico. In: Review of Development Economics. [Full Text][Citation analysis] | article | 3 |
1998 | Inflation and Exchange Rate Regimes in Mexico.(1998) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2011 | Unveiling the monetary policy rule in euro area In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | On the determinants of NPLS: lessons from Greece In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2001 | Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors.(2001) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2002 | Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 4 |
2002 | Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2002 | Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2008 | Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 13 |
2018 | Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1999 | The Influence of VAR Dimensions on Estimator Biases In: Econometrica. [Citation analysis] | article | 39 |
1996 | The Influence of VAR Dimensions on Estimator Biases.(1996) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2003 | Rejoinder to Comment by Doornik, Nielsen, and Rothenberg In: Econometrica. [Full Text][Citation analysis] | article | 0 |
2012 | Detection of structural breaks in linear dynamic panel data models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 26 |
2004 | Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2004 | Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2014 | Testing for unit roots in short panels allowing for a structural break In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2010 | Modeling structural breaks in economic relationships using large shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
2015 | Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
1998 | Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
1996 | Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece..(1996) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2001 | Fiscal policy and politics: theory and evidence from Greece 1960-1997 In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2004 | The term premium and the puzzles of the expectations hypothesis of the term structure In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2016 | Forecasting economic activity from yield curve factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2014 | A fixed-T version of Breitung’s panel data unit root test In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1995 | The persistence in volatility of the US term premium 1970-1986 In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
1994 | The Persistence in Volatility of the US Term Premium 1970-1986..(1994) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2005 | Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
1999 | Inference for unit roots in dynamic panels where the time dimension is fixed In: Journal of Econometrics. [Full Text][Citation analysis] | article | 344 |
2017 | On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 1 |
2014 | Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2014 | Level shifts in stock returns driven by large shocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2015 | Real term structure forecasts of consumption growth In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
1996 | Forecasting inflation from the term structure In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 28 |
1995 | Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2015 | The EMU effects on asset market holdings and the recent financial crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2016 | A comparison of investors’ sentiments and risk premium effects on valuing shares In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2001 | A comparison of investors sentiments and risk premium effects on valuing shares.(2001) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
1994 | The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers. [Citation analysis] | paper | 1 |
1995 | The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence.(1995) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1994 | The Asymptotic Influence of VAR Dimension on Estimator Biases. In: Discussion Papers. [Citation analysis] | paper | 0 |
1995 | Regression-Based Tests for Persistence in Conditional Variances. In: Discussion Papers. [Citation analysis] | paper | 2 |
1996 | Inference for Unit Roots in Dynamic Panels. In: Discussion Papers. [Citation analysis] | paper | 8 |
1997 | Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends In: Discussion Papers. [Citation analysis] | paper | 0 |
1997 | Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure? In: Discussion Papers. [Citation analysis] | paper | 0 |
1997 | Tests of Structural Stability of Risk Premia and Returns Relationship. In: Discussion Papers. [Citation analysis] | paper | 0 |
1998 | Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors. In: Discussion Papers. [Citation analysis] | paper | 0 |
1998 | A Re-examination of the Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence from Long-Run and Short-Run Tests. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 18 |
2017 | Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
1997 | Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 63 |
2001 | The local power of fixed-T panel unit root tests allowing for serially correlated errors In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Generalized fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | The power performance of fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2002 | A fixed-T version of Breitungs panel data unit root test and its asymptotic local power In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 | |
2012 | Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2000 | Option Pricing with a Dividend General Equilibrium Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2000 | Option Pricing with a Dividend General Equilibrium Model.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2000 | Option Pricing under Discrete Shifts in Stock Returns In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2000 | Option Pricing under Discrete Shifts in Stock Returns.(2000) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2003 | Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2003 | Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary.(2003) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2004 | Is the Currency Risk Priced in Equity Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Is the Currency Risk Priced in Equity Markets?.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2004 | A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2005 | Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2005 | Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Stochastic Volatility Driven by Large Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | Stochastic Volatility Driven by Large Shocks.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2004 | The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
1999 | A common shift in real interest rates across countries In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
1999 | On regression-based tests for persistence in logarithmic volatility models In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
2004 | Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
2011 | A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2017 | Local power of panel unit root tests allowing for structural breaks In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2012 | A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
2017 | Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
1994 | Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team