Costas Milas : Citation Profile

Are you Costas Milas?

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

14

H index

24

i10 index

664

Citations

RESEARCH PRODUCTION:

50

Articles

71

Papers

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 26
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 30 (4.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2024-12-03    RAS profile: 2024-04-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Panagiotidis, Theodore (11)

Dergiades, Theologos (9)

Panagiotidis, Theodore (2)

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

Is cited by:

Naraidoo, Ruthira (20)

Piergallini, Alessandro (12)

Bastianin, Andrea (9)

Manera, Matteo (9)

González-Fernández, Marcos (9)

Ubilava, David (9)

GUPTA, RANGAN (7)

Paya, Ivan (7)

Flamini, Alessandro (6)

SAHIN, Afsin (6)

Guidolin, Massimo (6)

Cites to:

Teräsvirta, Timo (59)

Gertler, Mark (36)

Galí, Jordi (33)

Svensson, Lars (32)

Franses, Philip Hans (28)

Afonso, Antonio (27)

van Dijk, Dick (26)

Pesaran, Mohammad (25)

Martin, Christopher (20)

Johansen, Soren (20)

Rogoff, Kenneth (19)

Main data

Where Costas Milas has published?

Journals with more than one article published# docs
Oxford Economic Papers4
Economic Modelling4
Journal of Financial Stability3
Economics Letters3
Journal of International Money and Finance3
Studies in Nonlinear Dynamics & Econometrics3
Applied Economics2
Economic Inquiry2
The European Journal of Finance2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis24
Department of Economics Working Papers / University of Bath, Department of Economics5
Discussion Paper Series / Department of Economics, University of Macedonia5
Borradores de Investigacin / Universidad del Rosario4
CESifo Working Paper Series / CESifo4
Working Papers / Department of Economics, City University London4
Discussion Paper Series / Department of Economics, Loughborough University2
Economic Research Papers / University of Warwick - Department of Economics2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Econometrics / University Library of Munich, Germany2

Recent works citing Costas Milas (2024 and 2023)

YearTitle of citing document
2023.

Full description at Econpapers || Download paper

2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Determinants of the Degree of Fiscal Sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10225.

Full description at Econpapers || Download paper

2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

Full description at Econpapers || Download paper

2023The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan. (2023). Bolganbayev, Artur ; Lukhmanova, Gulnar ; Kuralbayev, Almas ; Balapanova, Elmira ; Niyetalina, Gaukhar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-2.

Full description at Econpapers || Download paper

2023The Shocks of Climate Change on Bank Loans. (2023). Puspani, Ni Nyoman ; Sugiarto, Agus ; Trisilia, Mustika Septiyas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-54.

Full description at Econpapers || Download paper

2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

Full description at Econpapers || Download paper

2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

Full description at Econpapers || Download paper

2023Financial inclusion and economic uncertainty in developing countries: The role of digitalisation. (2023). Law, Siong Hook ; Trinugroho, Irwan ; Mohamad, M S ; Rahim, Abd. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:786-806.

Full description at Econpapers || Download paper

2023Subnational governments and COVID management. (2023). Kabiraj, Sujana ; Bandyopadhyay, Simanti ; Majumder, Subrata. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001116.

Full description at Econpapers || Download paper

2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

Full description at Econpapers || Download paper

2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

Full description at Econpapers || Download paper

2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

Full description at Econpapers || Download paper

2024Will voters polarize over pandemic restrictions? Theory and evidence from COVID-19. (2024). Stankov, Petar. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001056.

Full description at Econpapers || Download paper

2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

Full description at Econpapers || Download paper

2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

Full description at Econpapers || Download paper

2023The shocks of natural disasters on NPLs: Global evidence. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Chen, Xia. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001121.

Full description at Econpapers || Download paper

2024Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?. (2024). Koaik, Vojtch ; Paki, Daniel ; Kuerova, Zuzana. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924.

Full description at Econpapers || Download paper

2024Assessing the effectiveness of international government responses to the COVID-19 pandemic. (2024). González-Álvarez, María A. ; Gonzalez-Alvarez, Maria A ; Lopez-Mendoza, Hector ; Montaes, Antonio. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x24000054.

Full description at Econpapers || Download paper

2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

Full description at Econpapers || Download paper

2023Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA). (2023). Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish ; Umar, Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300337x.

Full description at Econpapers || Download paper

2023Behavioral implications of sovereign ceiling doctrine for the access to credit by firms. (2023). faff, robert ; Riaz, Yasir ; Shahab, Yasir ; Shehzad, Choudhry Tanveer. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812.

Full description at Econpapers || Download paper

2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

Full description at Econpapers || Download paper

2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

Full description at Econpapers || Download paper

2023Political institutions, economic uncertainty and sovereign credit ratings. (2023). Ramírez-Rondán, Nelson R. ; Villavicencio, Julio A ; Rojas-Rojas, Renato M ; Ramirez-Rondan, Nelson R. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000302.

Full description at Econpapers || Download paper

2023SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x.

Full description at Econpapers || Download paper

2023Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371.

Full description at Econpapers || Download paper

2024Fixed vs. adjustable-rate mortgages and attention. (2024). Gonzalez-Velasco, Carmen ; Saez, Francisco Jose ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001806.

Full description at Econpapers || Download paper

2023Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks. (2023). Phan, Hoa ; Huynh, Nhan ; Thu, Phuong Thi ; Hoang, Hanh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000987.

Full description at Econpapers || Download paper

2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

Full description at Econpapers || Download paper

2023Chronological changes of government sectors’ fiscal policies and fiscal sustainability in Japan. (2023). Yoshida, Motonori. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s092214252300004x.

Full description at Econpapers || Download paper

2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

Full description at Econpapers || Download paper

2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

Full description at Econpapers || Download paper

2023Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405.

Full description at Econpapers || Download paper

2023Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105.

Full description at Econpapers || Download paper

2023Dying together: A convergence analysis of fatalities during COVID-19. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000270.

Full description at Econpapers || Download paper

2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

Full description at Econpapers || Download paper

2023Analysing financial stability reports as crisis predictors with the use of text-mining. (2023). Smaga, Pawe ; Kurowski, Ukasz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000348.

Full description at Econpapers || Download paper

2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

Full description at Econpapers || Download paper

2024“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132.

Full description at Econpapers || Download paper

2023Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405.

Full description at Econpapers || Download paper

2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

Full description at Econpapers || Download paper

2024Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103.

Full description at Econpapers || Download paper

2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

Full description at Econpapers || Download paper

2023An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655.

Full description at Econpapers || Download paper

2023Country Risk and Financial Stability: A Focus on Commercial Banks in Africa. (2023). Muzindutsi, Paul-Francois ; Oyetade, Damilola. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:198-:d:1279954.

Full description at Econpapers || Download paper

2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

Full description at Econpapers || Download paper

2023Determinants of the degree of fiscal sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02552023.

Full description at Econpapers || Download paper

2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

Full description at Econpapers || Download paper

2023Debt Limit, Fiscal Space and Fiscal Fatigue in the Central and Eastern European Countries of EU. (2023). Olteanu, Dan ; Iancu, Aurel. In: Working Papers of National Institute for Economic Research. RePEc:ror:wpince:230629.

Full description at Econpapers || Download paper

2023Efficiency of government policy during the COVID-19 pandemic. (2023). Tasiou, Menelaos ; Iosifidi, Maria ; Delis, Manthos D. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05364-9.

Full description at Econpapers || Download paper

2023Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks. (2023). Bulut, Umit. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00095-4.

Full description at Econpapers || Download paper

2023An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8.

Full description at Econpapers || Download paper

2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

Full description at Econpapers || Download paper

2023Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145.

Full description at Econpapers || Download paper

2023A state?dependent linear recurrent formula with application to time series with structural breaks. (2022). Fay, Damien ; Rahmani, Donya. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:43-63.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181.

Full description at Econpapers || Download paper

2024How effective quantitative tightening can be with a higher-for-longer pledge?. (2024). Kortelainen, Mika. In: BoF Economics Review. RePEc:zbw:bofecr:284721.

Full description at Econpapers || Download paper

Works by Costas Milas:

YearTitleTypeCited
1998MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers.
[Full Text][Citation analysis]		paper1
1998Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1999IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1999Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2001Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper3
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2000) In: Borradores de Investigación.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2003Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2009UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry.
[Full Text][Citation analysis]		article10
2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
[Full Text][Citation analysis]		article14
2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
[Full Text][Citation analysis]		article2
2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
[Full Text][Citation analysis]		article21
2006Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article6
2007The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2006Non-linear Real Exchange Rate Effects in the UK Labour Market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
2004Non-linear real exchange rate effects in the UK labour market.(2004) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2005Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2011Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2009Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2010Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2002On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article8
2001On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach.(2001) In: Borradores de Investigación.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2010Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2011Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2011Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2013Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2001Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación.
[Full Text][Citation analysis]		paper14
2004Forecasting the spot prices of various coffee types using linear and non-linear error correction models.(2004) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación.
[Full Text][Citation analysis]		paper0
2003The price-dividend relationship in inflationary and deflationary regimes In: Working Papers.
[Full Text][Citation analysis]		paper5
2005The price-dividend relationship in inflationary and deflationary regimes.(2005) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2005THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2003Non-linear multivariate adjustment of the UK real exchange rate In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Uncertainty and UK Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper3
2004Uncertainty and UK Monetary Policy.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2004Non-linear adjustments in fiscal policy In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2015Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper24
2017An assessment of the inflation targeting experience In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper1
2012Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2022Unemployment claims during COVID-19 and economic support measures in the U.S. In: Economic Modelling.
[Full Text][Citation analysis]		article6
2022Unemployment Claims During COVID-19 and Economic Support Measures in the U.S..(2022) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1998Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling.
[Full Text][Citation analysis]		article1
2001Modelling the spot prices of various coffee types In: Economic Modelling.
[Full Text][Citation analysis]		article14
2015Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters.
[Full Text][Citation analysis]		article16
2015Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone.(2015) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2015Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2020A mixed frequency approach for stock returns and valuation ratios In: Economics Letters.
[Full Text][Citation analysis]		article4
2019A Mixed Frequency Approach for Stock Returns and Valuation Ratios..(2019) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Price dynamics in European petroleum markets In: Energy Economics.
[Full Text][Citation analysis]		article20
2019Non-performing loans and sovereign credit ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article18
2019Non-performing loans and sovereign credit ratings.(2019) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2015Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications In: Journal of Financial Stability.
[Full Text][Citation analysis]		article3
2019Global liquidity, money growth and UK inflation In: Journal of Financial Stability.
[Full Text][Citation analysis]		article5
2014Global liquidity, money growth and UK inflation.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability.
[Full Text][Citation analysis]		article41
2011Financial Crises and Monetary Policy: Evidence from the UK.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2007Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2004Time-varying excess returns on UK government bonds: A non-linear approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article17
2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article8
2016Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR.(2016) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2017Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article37
2017Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone.(2017) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
1999Labor Market Decisions and Greek Manufacturing Competitiveness In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article1
2021On the economic impact of aggregate liquidity shocks: The case of the UK In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2023COVID-19 anti-contagion policies and economic support measures in the USA In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2023COVID-19 anti-contagion policies and economic support measures in the USA.(2023) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2013Tweets, Google trends and sovereign spreads in the GIIPS In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper62
2013Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2013) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2014Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2014) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
2015Tweets, Google trends, and sovereign spreads in the GIIPS.(2015) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		article
2009Causes of the Financial Crisis: An Assessment using UK Data In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2009Causes of the Financial Crisis: an Assessment Using UK Data.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010Financial Stability and Monetary Policy In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper15
2010Financial Stability and Monetary Policy.(2010) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Quantitative Easing: a Sceptical Survey In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper57
2012Quantitative easing: a sceptical survey.(2012) In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		article
2012Quantitative Easing: A Sceptical Survey.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2014The Policy Window: The Impact of Financial Stress in the UK In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper1
2009The Sub-Prime Crisis and UK Monetary Policy In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper15
2010The Sub-Prime Crisis and UK Monetary Policy.(2010) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2008The Sub-Prime Crisis and UK Monetary Policy.(2008) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2006Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models..(2006) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2002The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth In: International Tax and Public Finance.
[Full Text][Citation analysis]		article9
2005On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models. In: Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2021Does it Matter where you Search? Twitter versus Traditional News Media In: Discussion Paper Series.
[Full Text][Citation analysis]		paper6
2021Does It Matter Where You Search? Twitter versus Traditional News Media.(2021) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2021Effectiveness of Government Policies in Response to the COVID-19 Outbreak In: Discussion Paper Series.
[Full Text][Citation analysis]		paper10
2004Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper1
2007The Complex Response of Monetary Policy to Asset Prices In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
2005Non-linear inflationary dynamics: evidence from the UK In: Oxford Economic Papers.
[Full Text][Citation analysis]		article11
2009Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model In: Oxford Economic Papers.
[Full Text][Citation analysis]		article7
2007Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		article3
2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment In: Working Papers.
[Citation analysis]		paper4
2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009A Non-linear Analysis on the Sustainability of the Governments Intertemporal Budget Constraint In: 2009 Meeting Papers.
[Citation analysis]		paper0
2008Smooth Transition Models in Price Transmission In: Working Paper series.
[Full Text][Citation analysis]		paper2
2014Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013 In: Working Paper series.
[Full Text][Citation analysis]		paper0
2018Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets In: Working Paper series.
[Full Text][Citation analysis]		paper3
2007Monetary Policy and the Hybrid Phillips Curve In: Working Paper series.
[Full Text][Citation analysis]		paper0
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series.
[Full Text][Citation analysis]		paper0
2002A Multivariate Approach to the Growth of Governments In: Public Finance Review.
[Full Text][Citation analysis]		article3
2002Smooth transition vector error correction models for the spot prices of coffee In: Applied Economics Letters.
[Full Text][Citation analysis]		article10
1998Demand for Greek imports using multivariate cointegration techniques In: Applied Economics.
[Full Text][Citation analysis]		article6
2000Employment, output and political business cycle effects in the Greek non-tradable sector In: Applied Economics.
[Full Text][Citation analysis]		article11
2023Brexit and coronavirus: financial perspectives and future prospects In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2023Of votes and viruses: the UK economy and economic policy uncertainty In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2011Price Transmission in the EU Wholesale Petroleum Markets In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2004Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article5
2005Multivariate STAR Unemployment Rate Forecasts In: Econometrics.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team