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 0 0 1 13 0 1 3 41
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 0 6 42 0 3 15 141
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 1 1 2 82
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 0 45 2 2 3 38
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 15 0 0 3 120
Improved Tests for Granger Non-Causality in Panel Data 0 4 16 67 1 11 54 229
Improved Tests for Granger Non-Causality in Panel Data 0 1 2 58 0 2 9 83
Improved Tests for Granger Non-Causality in Panel Data 0 0 1 6 1 2 3 22
Improved tests for Granger noncausality in panel data 0 0 5 35 0 0 13 63
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 0 0 0 17 0 2 4 121
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 Impact of Quantitative Easing on Bank Lending 0 1 2 17 0 1 4 19
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 6 27 0 0 28 59
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 0 0 1 65
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 0 1 2 118
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 0 0 3 113
Panel Unit Root Tests with Structural Breaks 0 0 1 79 1 2 4 176
Panel Unit Root Tests with Structural Breaks 1 2 5 24 1 6 27 85
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 0 0 3 87
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 1 2 2 25 1 3 6 46
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 1 1 4 124 1 5 16 55
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 3 6 61 149 12 39 218 484
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 0 0 0 77
The impact of government size on economic growth: a threshold analysis 0 0 2 132 1 3 13 282
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 0 2 10 34 2 4 27 65
Total Working Papers 6 19 125 1,206 24 88 463 2,780

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 1 57
A fixed-T version of Breitung’s panel data unit root test 0 0 0 13 0 1 3 69
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 2 7 35 163 8 22 111 544
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 0 1 47 0 1 4 132
Generalized fixed‐T panel unit root tests 0 0 0 4 0 0 1 11
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 0 0 1 19
Improved tests for Granger noncausality in panel data 1 1 1 6 3 4 10 25
Inflation convergence in the EMU 0 0 0 13 0 0 2 59
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 0 1 3 7 0 2 5 20
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 1 2 2 40
Local power of panel unit root tests allowing for structural breaks 0 0 0 6 0 0 1 31
Missing Values in Panel Data Unit Root Tests 0 0 2 12 1 2 13 53
Optimal versus realized bank credit risk and monetary policy 0 0 0 27 1 2 2 157
Panel unit-root tests with structural breaks 0 0 0 5 0 3 7 19
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 1 2 2 40
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 1 5 9 2 4 14 29
Testing for unit roots in short panels allowing for a structural break 1 6 14 57 3 14 49 199
The impact of government size on economic growth: A threshold analysis 2 3 15 219 5 9 35 490
Total Journal Articles 6 19 76 628 25 68 263 1,994

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 1 1 2 3 22 70
Total Chapters 0 0 1 1 2 3 22 70

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 0 3 25 135 6 34 161 841
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 1 4 20 208 8 24 124 1,048
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 5 16 60 293 19 46 222 1,250
Total Software Items 6 23 105 636 33 104 507 3,139

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Statistics updated 2025-03-03