13
H index
14
i10 index
525
Citations
Menelaos Karanasos : Citation Profile
| RESEARCH PRODUCTION: 11 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1996 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Menelaos Karanasos. | Is cited by:
| Cites to:
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Main data
Where Menelaos Karanasos has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section | 2 |
Recent works citing Menelaos Karanasos (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2025 | Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models. (2025). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2546. Full description at Econpapers || Download paper |
| 2025 | Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. (2025). Briseo, Regina ; Arango-Castillo, Lenin ; Orraca, Mara Jos. In: Working Papers. RePEc:bdm:wpaper:2025-13. Full description at Econpapers || Download paper |
| 2026 | Inflation volatility under rational inattention: A semi-parametric model and the directional volatility ratio. (2026). Garcia-Hiernaux, Alfredo ; Gonzalez-Perez, Maria T ; Guerrero, David E. In: Economic Modelling. RePEc:eee:ecmode:v:157:y:2026:i:c:s0264999326000453. Full description at Econpapers || Download paper |
| 2026 | Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe. (2026). Chikhi, Mohammed ; Benhmad, Franois. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001809. Full description at Econpapers || Download paper |
| 2026 | Understanding non-normality in business, finance, and accounting research. (2026). Blank, Brian ; Templeton, Gary F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:66:y:2026:i:2:d:10.1007_s11156-025-01412-6. Full description at Econpapers || Download paper |
| 2025 | The finance-growth nexus and public-private ownership of banks in Brazil since 1870. (2025). Koutroumpis, Panagiotis ; Campos, Nauro ; Karanasos, Menelaos ; Glebkina, Ekaterina. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-024-05924-7. Full description at Econpapers || Download paper |
| 2024 | Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study. (2024). Chowdhury, Kushal Banik. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02473-z. Full description at Econpapers || Download paper |
| 2024 | Measuring economic country-specific uncertainty in Türkiye. (2024). Balli, Faruk ; Kilic, Ilhan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02594-z. Full description at Econpapers || Download paper |
| 2025 | Interactional Impact of Defence Expenditure and Political Instability on Economic Growth in Nigeria: Revisited. (2025). Emmanouilidis, Kyriakos ; Dimitraki, Ourania. In: Defence and Peace Economics. RePEc:taf:defpea:v:36:y:2025:i:4:p:533-554. Full description at Econpapers || Download paper |
Works by Menelaos Karanasos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution In: Archive Discussion Papers. [Citation analysis] | paper | 0 |
| 2004 | Output Variability and Economic Growth: the Japanese Case In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 38 |
| 2004 | On the Autocorrelation Properties of Long‐Memory GARCH Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 34 |
| 2004 | Inflation, Inflation Uncertainty and a Common European Monetary Policy In: Manchester School. [Full Text][Citation analysis] | article | 83 |
| 2004 | Inflation, inflation uncertainty, and a common European Monetary Policy.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
| 2017 | Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2026 | Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Moments of the ARMA--EGARCH model In: Econometrics Journal. [Full Text][Citation analysis] | article | 19 |
| 2000 | Moments of the ARMA-EGARCH Model.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2002 | Inflation and output growth uncertainty and their relationship with inflation and output growth In: Economics Letters. [Full Text][Citation analysis] | article | 71 |
| 2006 | The impulse response function of the long memory GARCH process In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 2006 | On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data In: Economics Letters. [Full Text][Citation analysis] | article | 35 |
| 1999 | The second moment and the autocovariance function of the squared errors of the GARCH model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2006 | A re-examination of the asymmetric power ARCH model In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 37 |
| 2005 | On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach In: Japan and the World Economy. [Full Text][Citation analysis] | article | 77 |
| 2007 | Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 32 |
| 2000 | A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Modelling the Yield Curve: A Two Components Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The real exchange rate and the Purchasing Power Parity puzzle: further evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2000 | Cross-Sectional Aggregation and Persistence in Conditional Variance In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2000 | The Covariance Structure of Mixed ARMA Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2000 | The Covariance Structure of Mixed ARMA Models.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2000 | Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback In: Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2000 | Alternative GARCH in Mean Models: An Application to the Korean Stock Market In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1999 | Prediction in ARMA models with GARCH in Mean Effects In: Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 1999 | The Covariance Structure of Component and Multivariate Garch Models In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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