Access Statistics for Elias Tzavalis

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
Forecasting Inflation from the Term Structure 0 0 0 0 1 2 11 331
Inference for Unit Roots in Dynamic Panels 0 0 0 0 6 10 21 677
Inflation and Exchange Rate Regimes in Mexico 0 0 0 2 8 31 172 6,075
Option Pricing under Discrete Shifts in Stock Returns 0 1 9 329 1 5 25 812
Option Pricing with a Dividend General Equilibrium Model 0 3 11 287 0 8 28 1,173
Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece 0 0 0 2 1 6 28 828
Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure 0 0 0 0 0 1 12 142
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 0 0 4 122
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms 1 2 7 118 2 5 15 369
Tests of Structural Stability of Risk Premia and Returns Relationship 0 0 0 0 1 3 12 869
The Persistence in Volatility of the US Term Premium 1970-1986 0 0 0 0 2 2 12 212
The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence 0 0 0 0 0 1 14 230
Which Alternative to Choose: Does the Excess Sensitivity Hypothesis or A Time Varying Term Premium Explain the Failure of of the Rational Expectations Hypothesis of the Term Structure? 0 0 0 0 2 2 12 705
Total Working Papers 1 6 27 738 24 76 366 12,545


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Common Shift in Real Interest Rates across Countries 0 0 0 39 0 0 4 148
Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure 0 0 0 0 2 4 34 472
The Influence of VAR Dimensions on Estimator Biases 0 0 0 1 1 3 18 350
Total Journal Articles 0 0 0 40 3 7 56 970


Statistics updated 2009-11-04