Access Statistics for Yiannis Karavias

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 1 1 2 14 2 4 6 45
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 1 2 43 2 3 10 144
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 0 0 2 82
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 0 45 0 2 5 40
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 15 0 0 2 120
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 58 1 3 9 86
Improved Tests for Granger Non-Causality in Panel Data 0 2 14 70 2 9 49 243
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 7 0 0 4 24
Improved tests for Granger noncausality in panel data 0 1 4 37 1 6 14 70
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 0 0 0 17 0 0 3 121
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 1 17 0 0 2 19
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 0 0 23 0 0 1 28
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 3 27 1 5 24 66
Nato expansion: An open door policy? 4 4 4 4 2 2 2 2
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 0 0 0 65
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 0 1 2 119
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 0 0 3 113
Panel Unit Root Tests with Structural Breaks 2 2 6 27 3 5 23 93
Panel Unit Root Tests with Structural Breaks 0 0 1 80 1 2 7 180
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 1 1 2 88
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 2 25 1 2 9 49
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 1 6 44 157 12 45 192 550
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 3 124 0 1 13 58
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 1 2 2 79
The impact of government size on economic growth: a threshold analysis 0 0 2 133 0 1 11 284
The impact of military spending on economic growth: A threshold regression analysis 0 0 0 0 0 0 0 0
The local power of fixed-T panel unit root tests allowing for serially correlated errors 0 0 0 7 0 0 1 44
The power performance of fixed-T panel unit root tests allowing for structural breaks 0 0 0 6 0 0 0 37
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 1 1 7 35 3 6 20 71
Total Working Papers 9 18 98 1,232 33 100 418 2,920

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of investors’ sentiments and risk premium effects on valuing shares 0 0 0 13 0 0 0 57
A fixed-T version of Breitung’s panel data unit root test 1 2 2 15 1 2 4 71
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 4 9 27 173 12 22 82 572
Almost All About Unit Roots: Foundations, Developments, and Applications, by In Choi. Published by Cambridge University Press, Cambridge, 2015. Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 9781107097339 (hardback), price: 60.00£ (US$95.00) 0 1 2 48 1 2 6 134
Generalized fixed‐T panel unit root tests 0 0 0 4 0 0 0 11
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 0 0 1 20
Improved tests for Granger noncausality in panel data 0 0 1 6 0 0 9 25
Inflation convergence in the EMU 0 2 2 15 0 2 2 61
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 0 0 3 8 1 2 6 23
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 0 1 3 41
Local power of panel unit root tests allowing for structural breaks 0 0 0 6 0 0 2 32
Missing Values in Panel Data Unit Root Tests 0 0 0 12 0 1 6 54
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 0 0 0 1 2 7 7
Optimal versus realized bank credit risk and monetary policy 0 0 0 27 0 0 2 157
Panel unit-root tests with structural breaks 0 0 1 6 0 0 9 22
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 0 1 3 41
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 1 2 7 12 8 12 24 43
Testing for unit roots in short panels allowing for a structural break 0 2 14 59 4 16 53 217
The impact of government size on economic growth: A threshold analysis 0 0 9 221 1 3 28 497
Total Journal Articles 6 18 68 652 29 66 247 2,085

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Structural Breaks in Financial Panel Data 0 0 0 1 4 7 17 79
Total Chapters 0 0 0 1 4 7 17 79

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data 2 8 24 145 13 37 139 890
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 1 5 21 214 8 23 98 1,075
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 2 7 41 300 15 34 165 1,289
Total Software Items 5 20 86 659 36 94 402 3,254

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Statistics updated 2025-07-04