Access Statistics for Dimitrios Thomakos

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
'Optimal' Probabilistic Predictions for Financial Returns 1 2 8 80 1 7 44 123
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 4 30 0 0 13 45
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 2 5 24 50 12 30 99 180
Consumer Confidence and Elections 0 1 13 36 1 7 32 80
Consumer Confidence and Elections 1 1 12 25 2 7 32 69
Consumer Confidence and Elections 1 5 11 24 8 18 38 96
Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation 0 2 8 8 2 6 23 23
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 2 3 8 8 4 7 22 22
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 4 10 54 311 25 71 282 1,648
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 1 7 30 0 2 26 81
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 3 5 12 32 6 12 40 95
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 4 21 43 5 16 76 155
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 1 6 26 1 3 22 78
NoVaS Transformations: Flexible Inference for Volatility Forecasting 1 3 5 36 0 4 16 55
NoVaS Transformations: Flexible Inference for Volatility Forecasting 1 3 6 35 1 7 24 77
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 8 15 39 97 20 39 151 255
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 3 4 10 31 4 7 27 36
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 2 3 35 35 2 3 73 73
Realized Volatility and Asymmetries in the A.S.E. Returns 0 2 10 137 0 5 38 385
Realized Volatility and Asymmetries in the A.S.E. Returns 3 8 16 140 4 16 35 391
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 1 4 15 32 8 15 57 123
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 3 22 64 4 11 53 126
The Role of Realized Volatility in the Athens Stock Exchange 2 6 32 84 9 27 96 200
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 7 11 41 41 9 19 43 43
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 3 10 63 63 10 22 75 75
Trade, Openness and Domestic Conflict: An Empirical Investigation for Latin America 1 2 5 5 3 8 21 21
Total Working Papers 46 114 487 1,503 141 369 1,458 4,555


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship 2 3 30 263 7 10 76 1,442
Can we obtain realistic parameter estimates for the `protection for sale' model? 3 4 12 39 5 7 34 150
Economic integration, market discipline and productivity growth in Spain 0 0 2 32 1 1 8 161
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 3 4 9 16 4 7 22 40
Exchange rate pass-through and relative prices: An industry-level empirical investigation 1 3 5 5 3 6 19 19
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 1 2 15 61
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 1 2 11 18 7 12 61 107
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 1 1 11 130 1 6 25 326
Protection versus Promotion: An Empirical Investigation 0 2 3 26 1 3 9 163
Realized volatility in the futures markets 3 3 15 114 3 4 24 222
Structural VAR, MARMA and open economy models 0 0 2 22 0 2 6 86
Trade, openness, and domestic conflict: an empirical investigation for Latin America 0 0 10 34 4 9 36 121
Total Journal Articles 14 22 110 699 37 69 335 2,898


Statistics updated 2009-11-04