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Multivariate stochastic volatility with large and moderate shocks

Izzeldin, Marwan; Tsionas, Mike G.; Michaelides, … - In: Journal of the Royal Statistical Society: Series A … 182 (2019) 3, pp. 887-917

Persistent link: https://www.econbiz.de/10012097200

Modelling sectoral spillovers in the USA (1992–2015)

Konstantakis, Konstantinos N.; Michaelides, Panayotis G.; … - In: Journal of Economic Studies 47 (2020) 3, pp. 561-595

Purpose: This research paper uses a novel methodological approach to investigate the spillover effects among the key sectors of the US economy. Design/methodology/approach: The paper links the US sectors via a node theoretic scheme based on a general equilibrium framework, whereas it estimates...

Persistent link: https://www.econbiz.de/10012277730

Bank deposits and Google searches in a crisis economy : Bayesian non‐linear evidence for Greece (2009–2015)

Konstantakis, Konstantinos N.; Paraskeuopoulou, Despoina; … - In: International Journal of Finance & Economics 26 (2020) 4, pp. 5408-5424

Persistent link: https://www.econbiz.de/10012406968

The euro to dollar exchange rate in the Covid‐19 era : Evidence from spectral causality and <scp>Markov‐switching</scp> estimation

Konstantakis, Konstantinos N.; Melissaropoulos, Ioannis G. - In: International Journal of Finance & Economics (2021)

Persistent link: https://www.econbiz.de/10012535441

Crisis and the Chinese miracle : A network—GVAR model

Konstantakis, Konstantinos N.; Michaelides, Panayotis G.; … - In: Bulletin of Economic Research 74 (2021) 3, pp. 900-921

Persistent link: https://www.econbiz.de/10012809338

Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML

Vouldis, Angelos T.; Michaelides, Panayotis G.; … - In: Economic modelling 27 (2010) 3, pp. 697-704

Persistent link: https://www.econbiz.de/10003995578

Tarde's influence on Schumpeter : technology and social evolution

Michaelides, Panayotis G.; Theologu, Kōstas - In: International journal of social economics 37 (2010) 5/6, pp. 361-373

Persistent link: https://www.econbiz.de/10003981308

Globally flexible functional forms : the neural distance function

Michaelides, Panayotis G.; Vouldis, Angelos T.; … - In: European journal of operational research : EJOR 206 (2010) 2, pp. 456-469

Persistent link: https://www.econbiz.de/10003983707

Returns to scale, productivity and efficiency in us banking (1989 - 2000) : the neural distance function revisited

Michaelides, Panayotis G.; Vouldis, Angelos T.; … - 2011

Persistent link: https://www.econbiz.de/10009153008

Business cycles and economic crisis in Greece : 1960 - 2011 ; a long run equilibrium analysis in the Eurozone

Michaelides, Panayotis G.; Papageorgiou, Theofanis; … - In: Economic modelling 31 (2013), pp. 804-813

Persistent link: https://www.econbiz.de/10009732857