Elias Tzavalis : Citation Profile


Are you Elias Tzavalis?

Athens University of Economics and Business (AUEB)

11

H index

11

i10 index

746

Citations

RESEARCH PRODUCTION:

45

Articles

53

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 29
   Journals where Elias Tzavalis has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 39 (4.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ptz13
   Updated: 2020-04-04    RAS profile: 2020-02-20    
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Relations with other researchers


Works with:

Karavias, Yiannis (9)

McAdam, Peter (2)

Rompolis, Leonidas (2)

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

Is cited by:

Pesaran, M (13)

Baharumshah, Ahmad Zubaidi (13)

Bande, Roberto (11)

Karanassou, Marika (10)

Lau, Evan (10)

Apergis, Nicholas (9)

Christopoulos, Dimitris (9)

Tsionas, Mike (8)

Kool, Clemens (8)

Wickens, Michael (8)

Westerlund, Joakim (8)

Cites to:

Perron, Pierre (35)

Campbell, John (25)

Andrews, Donald (25)

Phillips, Peter (23)

Bai, Jushan (22)

Moon, Hyungsik (21)

Perron, Benoit (18)

Pesaran, M (17)

Kruiniger, Hugo (15)

Leybourne, Stephen (14)

Shiller, Robert (14)

Main data


Where Elias Tzavalis has published?


Journals with more than one article published# docs
Journal of Empirical Finance4
Econometric Reviews4
Economics Letters3
Economic Modelling3
Journal of Economic Dynamics and Control2
Computational Statistics & Data Analysis2
Journal of Business Finance & Accounting2
Econometrica2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Exeter, Department of Economics12
MPRA Paper / University Library of Munich, Germany3
Working Papers / Athens University Of Economics and Business, Department of Economics2
Working Paper Series / European Central Bank2
Working Papers / Bank of Greece2

Recent works citing Elias Tzavalis (2019 and 2018)


YearTitle of citing document
2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/016.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109.

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2019Capital Structure and Financial Efficiency: Evidence from Ho Chi Minh Stock Exchange of Vietnam. (2019). Cuc, Thi Thu ; Hoang, Van Hoa ; Tran, Manh Dung. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1255-1265.

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2019Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:913-925.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2018Has 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.

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2018Economic 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.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2018Mildly 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.

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2018Estimating 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.

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2019Non-performing loans in the euro area: does market power matter?. (2019). Louri, Helen ; Karadima, Maria. In: Working Papers. RePEc:bog:wpaper:271.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2018The Effect of Exchange Rates on Chinese Trade: A Dual Margin Approach. (2018). Reed, W. ; Das, Kuntal ; Qiu, Bin. In: Working Papers in Economics. RePEc:cbt:econwp:18/14.

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2020Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2020). Uddin, Helal ; Shilpi, Forhad ; Mookherjee, Dilip ; Emran, Shahe . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14272.

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2019Consumption response to minimum wages: evidence from Chinese households. (2019). Hau, Harald ; Dautovic, Ernest ; Huang, YI. In: Working Paper Series. RePEc:ecb:ecbwps:20192333.

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2018Linkages 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.

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2018Profit 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.

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2020Relationship Between Oil Revenues and Education in Gulf Cooperation Council Countries. (2020). Gedikli, Ayfer ; Ar, Durmu ; Erdoan, Seyfettin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-29.

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2018News 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.

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2018Can 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.

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2018The 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.

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2018Modelling 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.

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2018Return 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.

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2018The 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.

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2018Long run effect of public grants and tax credits on R&D investment: A non-stationary panel data approach. (2018). Álvarez, 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.

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2019Has the Feldstein-Horioka puzzle waned? Evidence from time series and dynamic panel data analysis. (2019). Dash, Santosh Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:256-269.

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2018On 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.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2018The 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.

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2018Nonparametric 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.

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2017Capturing 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.

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2018The 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.

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2018Energy 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.

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2019Does energy price affect energy efficiency? Cross-country panel evidence. (2019). Fontini, Fulvio ; Antonietti, Roberto. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:896-906.

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2019Renewable and non-renewable electricity consumption, environmental degradation and economic development: Evidence from Mediterranean countries. (2019). Zrelli, Maha Harbaoui ; Belaid, Fateh. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519305166.

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2019United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD. (2019). Salisu, Afees. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:343-347.

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2018A 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.

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2019Does international reserve accumulation crowd out domestic private investment?. (2019). Mahraddika, Wishnu. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:39-50.

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2018Predictions 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.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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2020Financial development and innovation-led growth: Is too much finance better?. (2020). Kim, Jaebeom ; Asimakopoulos, Stylianos ; Zhu, Xiaoyang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618307587.

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2017Do 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.

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2019The 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.

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2019Testing the alternative two-state options pricing models: An empirical analysis on TXO. (2019). Su, EnDer ; Wong, Kai Wen . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:101-116.

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2019The income elasticity of housing demand in New South Wales, Australia. (2019). Liu, Xiangling. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:75:y:2019:i:c:p:70-84.

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2019Competition or complementarity ? The hydropower and thermal power nexus in China. (2019). Zhang, Qian ; Zhuang, Shangwen ; Yan, Weilong ; Wang, Yongpei. In: Renewable Energy. RePEc:eee:renene:v:138:y:2019:i:c:p:531-541.

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2018What 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.

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2019Learning to live within your (water) budget: Evidence from allocation-based rates. (2019). Baerenklau, Kenneth A ; Perez-Urdiales, Maria. In: Resource and Energy Economics. RePEc:eee:resene:v:57:y:2019:i:c:p:205-221.

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2019Determinants of sector of holders international equity holdings. (2019). Balli, Hatice ; Basher, Syed ; Wang, Aihua ; Karimova, Amira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:329-338.

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2019Economic freedom and asymmetric crisis effects on FDI inflows: The case of four South European economies. (2019). Economou, Fotini. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:114-126.

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2019Collaborative patents and the mobility of knowledge workers. (2019). Miguelez, Ernest. In: Technovation. RePEc:eee:techno:v:86-87:y:2019:i::p:62-74.

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2019Greece and the euro: a Mundellian tragedy. (2019). Alogoskoufis, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102645.

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2018A 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.

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2018Supply response of smallholder households in Ethiopia. (2018). Bachewe, Fantu Nisrane ; Taffesse, Alemayehu Seyoum. In: IFPRI book chapters. RePEc:fpr:ifpric:9780896292833_08.

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2019What Factors Affect Income Inequality and Economic Growth in Middle-Income Countries?. (2019). Vo, Duc ; Nguyen, Thang ; Tran, Ngoc Phu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:40-:d:212308.

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2018Effect 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.

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2018Coal 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.

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2018Sustainable 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.

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2019The Impact of Financial Development on Carbon Emissions: A Global Perspective. (2019). Ma, Xiaoxin ; Jiang, Chun. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5241-:d:270376.

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2019Sustainable Business Practices and Firm’s Financial Performance in Islamic Banking: Under the Moderating Role of Islamic Corporate Governance. (2019). , Mehreen ; Hassan, Rohail ; Marimuthu, Maran ; Jan, Amin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6606-:d:289955.

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2019Does the Level of Environmental Uncertainty Matter in the Effect of Returnee CEO on Innovation? Evidence from Panel Threshold Analysis. (2019). Chen, Xuemeng ; Ma, Guangqi ; Huang, Weili . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2645-:d:229415.

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2020Impact of Environmental Regulations on Environmental Quality and Public Health in China: Empirical Analysis with Panel Data Approach. (2020). Jia, Pinrong ; Li, KE ; tang, liwei . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:623-:d:308849.

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2019Greece and the Euro: A Mundellian Tragedy. (2019). Alogoskoufis, George. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:136.

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2019“Has the ECB’s Monetary Policy Prompted Companies to Invest or Pay Dividends?”. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Cohen, Lior ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201901.

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2019“Re-examining the debt-growth nexus: A grouped fixed-effect approach”. (2019). Sosvilla-Rivero, Simon ; Martínez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: IREA Working Papers. RePEc:ira:wpaper:201911.

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2018Testing 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.

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2019Weather, Climate and Total Factor Productivity. (2019). Tol, Richard ; Letta, Marco. In: Environmental & Resource Economics. RePEc:kap:enreec:v:73:y:2019:i:1:d:10.1007_s10640-018-0262-8.

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2019Health care expenditures and GDP in Latin American and OECD countries: a comparison using a panel cointegration approach. (2019). Valdes, Nieves M ; Rodriguez, Alejandro F. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:19:y:2019:i:2:d:10.1007_s10754-018-9250-3.

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2020Health expenditure and gross domestic product: causality analysis by income level. (2020). Gow, Jeff ; Alam, Khorshed ; Rana, Rezwanul Hasan. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:20:y:2020:i:1:d:10.1007_s10754-019-09270-1.

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2018Horizontal 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.

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2017Implied 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.

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2019A general closed form option pricing formula. (2019). Necula, Ciprian ; Farkas, Walter ; Drimus, Gabriel . In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9144-z.

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2019Partially heterogeneous tests for Granger non-causality in panel data. (2019). Karavias, Yiannis ; Juodis, Arturas. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:59.

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2020Credit Rationing and Pass-Through in Supply Chains: Theory and Evidence from Bangladesh. (2020). Shilpi, Forhad ; Mookherjee, Dilip ; Emran, M. Shahe ; Uddin, Helal M. In: NBER Working Papers. RePEc:nbr:nberwo:26615.

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2019Does international reserve accumulation crowd out domestic private investment?. (2019). Mahraddika, Wishnu. In: Departmental Working Papers. RePEc:pas:papers:2019-02.

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2018A 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.

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2019The Mobile Phone, Information Sharing and Financial Sector Development in Africa: A Quantile Regressions Approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:94011.

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2019Trade Liberalization Policies and Renewable Energy Transition in Low and Middle-Income Countries? An Instrumental Variable Approach. (2019). Murshed, Muntasir. In: MPRA Paper. RePEc:pra:mprapa:97075.

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2019How Forward-Looking Are Local Governments? Evidence from Indonesia. (2019). Cassidy, Traviss. In: MPRA Paper. RePEc:pra:mprapa:97776.

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2017Testing time series for the bubbles (with application to Russian data). (2017). Skrobotov, Anton ; Sinelnikova-Muryleva, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0319.

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2018Spatial 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.

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2018Rank 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.

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2019Applying panel vector autoregression to institutions, human capital, and output. (2019). O'Reilly, Colin ; Oreilly, Colin ; Murphy, Ryan H. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1562-0.

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2018Firm-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.

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2019Environmental Kuznets curve for local and global pollutants: application of GMM and random coefficient panel data models. (2019). Mandal, Sabuj Kumar ; Chakravarty, Devleena. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:21:y:2019:i:2:d:10.1007_s40847-019-00081-1.

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2017Determinants of Industrial Production in Turkey. (2017). Ozturk, Mustafa ; Agan, Yavuz . In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0023.

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2019Re-examining the debt-growth nexus: A grouped fixed-effect approach. (2019). Martinez-Zarzoso, Inmaculada ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1921.

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2019Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926.

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2019Chinese competition and network effects on the extensive margin. (2019). Goya, Daniel. In: Working Papers. RePEc:ucv:wpaper:2019-01.

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2018The information content of the yield spread about future inflation in South Africa. (2018). Manqoba, Ntshakala ; Laurence, Harris. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-63.

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2019The mobile phone,information sharing and financial sector development in Africa: A quantile regressions approach. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers. RePEc:uza:wpaper:25363.

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2018Empirical analysis of price relations along the Finnish supply chain of selected meat, dairy, and egg products: A dynamic panel data approach. (2018). Rezitis, Anthony. In: Agribusiness. RePEc:wly:agribz:v:34:y:2018:i:3:p:542-561.

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2018Value‐at‐risk under market shifts through highly flexible models. (2018). Nguyen, Duc Khuong ; BenSaïda, Ahmed ; Boubaker, Sabri ; Bensaida, Ahmed ; Slim, Skander. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:8:p:790-804.

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2018INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL. (2018). Han, Xixuan ; Yang, Hailiang ; Wei, Boyu. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500140.

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2018MORTGAGE LENDING AND FINANCIAL STABILITY IN ASIA. (2018). Morgan, Peter ; Zhang, Yan . In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:63:y:2018:i:01:n:s0217590817440040.

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2019Re-examining the debt-growth nexus: A grouped fixed-effect approach. (2019). Sosvilla-Rivero, Simon ; Martínez-Zarzoso, Inmaculada ; Gómez-Puig, Marta ; Martinez-Zarzoso, Inmaculada. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:374.

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More than 100 citations found, this list is not complete...

Elias Tzavalis has edited the books:


YearTitleTypeCited

Works by Elias Tzavalis:


YearTitleTypeCited
2013Retrieving inaation expectations and risk premia e§ects from theterm structure of interest rates In: Working Papers.
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2013The power performance of fixed-T panel unit root tests allowing for structural breaks in their deterministic components In: Working Papers.
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2015Unveiling the ECBs Monetary Policy Behaviour Under Different Inflation Regimes In: Economica.
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2006Structural Changes in Expected Stock Returns Relationships: Evidence from ASE In: Journal of Business Finance & Accounting.
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article3
2006Structural Changes in Expected Stock Returns Relationships: Evidence from ASE.(2006) In: Journal of Business Finance & Accounting.
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This paper has another version. Agregated cites: 3
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2010RISK PREMIUM EFFECTS ON IMPLIED VOLATILITY REGRESSIONS In: Journal of Financial Research.
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article3
2016Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends In: Journal of Time Series Analysis.
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article3
2011MONETARY POLICY RULES AND BUSINESS CYCLE CONDITIONS In: Manchester School.
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article4
2000Inflation and Exchange Rate Regimes in Mexico. In: Review of Development Economics.
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article4
1998Inflation and Exchange Rate Regimes in Mexico.(1998) In: Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2019Generalized fixed‐T panel unit root tests In: Scandinavian Journal of Statistics.
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2011Unveiling the monetary policy rule in euro area In: Working Papers.
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paper2
2017On the determinants of NPLS: lessons from Greece In: Working Papers.
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paper1
2017Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors In: Journal of Time Series Econometrics.
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article0
2014Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2015Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2002Testing 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.
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paper4
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers.
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paper
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2008Recovering Risk Neutral Densities from Option Prices: A New Approach In: Journal of Financial and Quantitative Analysis.
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article16
2018Dealing with endogeneity in threshold models using copulas: an illustration to the foreign trade multiplier In: Working Paper Series.
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2019Exploring Okun’s law asymmetry: an endogenous threshold LSTR approach In: Working Paper Series.
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paper0
1999The Influence of VAR Dimensions on Estimator Biases In: Econometrica.
[Citation analysis]
article39
1996The Influence of VAR Dimensions on Estimator Biases.(1996) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 39
paper
2003Rejoinder to Comment by Doornik, Nielsen, and Rothenberg In: Econometrica.
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article0
2012Detection of structural breaks in linear dynamic panel data models In: Computational Statistics & Data Analysis.
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article28
2004Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 28
paper
2004Detection of Structural Breaks in Linear Dynamic Panel Data Models.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 28
paper
2014Testing for unit roots in short panels allowing for a structural break In: Computational Statistics & Data Analysis.
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article5
2010Modeling structural breaks in economic relationships using large shocks In: Journal of Economic Dynamics and Control.
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article20
2015Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control.
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article0
1998Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece In: Economic Modelling.
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article15
1996Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece..(1996) In: Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2001Fiscal policy and politics: theory and evidence from Greece 1960-1997 In: Economic Modelling.
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article8
2004The term premium and the puzzles of the expectations hypothesis of the term structure In: Economic Modelling.
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article6
2016Forecasting economic activity from yield curve factors In: The North American Journal of Economics and Finance.
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article4
2014A fixed-T version of Breitung’s panel data unit root test In: Economics Letters.
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article0
1995The persistence in volatility of the US term premium 1970-1986 In: Economics Letters.
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article14
1994The 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
2005Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models In: Economics Letters.
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article3
1999Inference for unit roots in dynamic panels where the time dimension is fixed In: Journal of Econometrics.
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article385
2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks In: Econometrics and Statistics.
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article1
2014Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance.
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article1
2014Level shifts in stock returns driven by large shocks In: Journal of Empirical Finance.
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article1
2015Real term structure forecasts of consumption growth In: Journal of Empirical Finance.
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article0
1996Forecasting inflation from the term structure In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article29
1995Forecasting Inflation from the Term Structure..(1995) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2015The EMU effects on asset market holdings and the recent financial crisis In: International Review of Financial Analysis.
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article1
2016A comparison of investors’ sentiments and risk premium effects on valuing shares In: Finance Research Letters.
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article0
2015A comparison of investors sentiments and risk premium effects on valuing shares.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2018Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance.
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article0
2018Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model In: Statistics & Probability Letters.
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article0
1994The Rational Expectations Hypothesis of the Term Structure: Reconciling the Evidence In: Discussion Papers.
[Citation analysis]
paper1
1995The 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
1994The Asymptotic Influence of VAR Dimension on Estimator Biases. In: Discussion Papers.
[Citation analysis]
paper0
1995Regression-Based Tests for Persistence in Conditional Variances. In: Discussion Papers.
[Citation analysis]
paper2
1996Inference for Unit Roots in Dynamic Panels. In: Discussion Papers.
[Citation analysis]
paper8
1997Inference for Unit Roots in Dynamic Panels in the Presence of Deterministic Trends In: Discussion Papers.
[Citation analysis]
paper0
1997Which 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]
paper0
1997Tests of Structural Stability of Risk Premia and Returns Relationship. In: Discussion Papers.
[Citation analysis]
paper0
1998Inference for Unit Roots in Dynamic Panels with Heteroscedastic and Serially Correlated Errors. In: Discussion Papers.
[Citation analysis]
paper0
1998A 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.
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article18
2017Retrieving risk neutral moments and expected quadratic variation from option prices In: Review of Quantitative Finance and Accounting.
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article1
1997Explaining 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]
article65
2012The local power of fixed-T panel unit root tests allowing for serially correlated errors In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2012Generalized fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2013The power performance of fixed-T panel unit root tests allowing for structural breaks In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2013The 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
2014A fixed-T version of Breitungs panel data unit root test and its asymptotic local power In: Discussion Papers.
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paper0
2014Testing 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]
paper0
2012Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors In: MPRA Paper.
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paper0
2000Option Pricing with a Dividend General Equilibrium Model In: Working Papers.
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2000Option Pricing with a Dividend General Equilibrium Model.(2000) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2000Option Pricing under Discrete Shifts in Stock Returns In: Working Papers.
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paper7
2000Option Pricing under Discrete Shifts in Stock Returns.(2000) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2003Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary In: Working Papers.
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2003Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2004Is the Currency Risk Priced in Equity Markets? In: Working Papers.
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paper1
2004Is the Currency Risk Priced in Equity Markets?.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2004A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models In: Working Papers.
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2004A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2005Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset In: Working Papers.
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paper1
2005Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2005Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension In: Working Papers.
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2005Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2006Stochastic Volatility Driven by Large Shocks In: Working Papers.
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2006Stochastic Volatility Driven by Large Shocks.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2004The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks In: Working Papers.
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1999A common shift in real interest rates across countries In: Applied Financial Economics.
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article3
1999On regression-based tests for persistence in logarithmic volatility models In: Econometric Reviews.
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article7
2004Testing 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.
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article3
2011A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series In: Econometric Reviews.
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article0
2017Local power of panel unit root tests allowing for structural breaks In: Econometric Reviews.
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article0
2012A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge? In: Journal of Applied Statistics.
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article2
2017Pricing and hedging contingent claims using variance and higher order moment swaps In: Quantitative Finance.
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article1
2014Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations In: Journal of Forecasting.
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article3
1994Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure In: Discussion Papers.
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