Access Statistics for Menelaos Karanasos

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback	0	0	1	432	1	1	3	1,547
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution	0	0	0	1	0	0	0	1,562
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution	0	0	0	0	0	0	0	541
Alternative GARCH in Mean Models: An Application to the Korean Stock Market	0	0	2	975	0	2	7	2,554
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities	0	0	1	26	0	0	1	65
Cross-Sectional Aggregation and Persistence in Conditional Variance	0	0	0	195	0	0	1	823
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000	0	1	1	74	0	1	1	218
Inflation, inflation uncertainty, and a common European Monetary Policy	0	0	0	144	0	0	0	388
Moments of the ARMA-EGARCH Model	0	1	3	974	0	1	7	2,729
Prediction in ARMA models with GARCH in Mean Effects	0	0	0	1,321	0	0	0	3,997
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models	0	0	0	388	0	0	2	1,347
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model	0	0	0	0	0	0	1	694
The Covariance Structure of Component and Multivariate Garch Models	0	0	0	977	0	0	1	2,643
The Covariance Structure of Mixed ARMA Models	0	0	0	343	0	0	1	1,515
The Covariance Structure of Mixed ARMA Models	0	0	0	476	0	0	4	2,094
Total Working Papers	0	2	8	6,326	1	5	29	22,717

2 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A re-examination of the asymmetric power ARCH model	0	0	1	68	0	0	2	242
Inflation and output growth uncertainty and their relationship with inflation and output growth	0	0	0	86	0	0	1	222
Inflation, Inflation Uncertainty and a Common European Monetary Policy	0	0	0	131	0	2	4	396
Moments of the ARMA--EGARCH model	0	0	0	262	0	2	5	863
On the Autocorrelation Properties of Long‐Memory GARCH Processes	0	0	0	46	0	0	1	137
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach	0	0	0	86	1	1	9	311
On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data	0	0	0	23	0	0	5	97
Output Variability and Economic Growth: the Japanese Case	0	0	0	80	0	0	1	369
The impulse response function of the long memory GARCH process	1	1	1	59	1	2	4	172
The real exchange rate and the Purchasing Power Parity puzzle: further evidence	0	0	0	59	0	0	0	241
The second moment and the autocovariance function of the squared errors of the GARCH model	0	0	1	85	1	3	4	389
Total Journal Articles	1	1	3	985	3	10	36	3,439

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Statistics updated 2025-08-05