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	2	3	431	0	2	5	1,537
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution	0	0	0	1	0	0	0	1,561
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution	0	0	0	0	0	0	0	540
Alternative GARCH in Mean Models: An Application to the Korean Stock Market	0	0	2	972	2	5	12	2,539
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities	0	0	3	25	0	0	7	62
Cross-Sectional Aggregation and Persistence in Conditional Variance	0	0	0	194	0	0	1	819
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000	0	0	1	71	0	0	4	213
Inflation, inflation uncertainty, and a common European Monetary Policy	1	1	1	144	1	2	3	385
Moments of the ARMA-EGARCH Model	0	1	3	968	2	3	9	2,711
Prediction in ARMA models with GARCH in Mean Effects	0	0	0	1,320	0	0	1	3,992
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models	0	0	0	388	0	0	0	1,345
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model	0	0	0	0	0	0	0	693
The Covariance Structure of Component and Multivariate Garch Models	0	0	1	977	1	2	3	2,642
The Covariance Structure of Mixed ARMA Models	0	0	0	343	0	0	0	1,513
The Covariance Structure of Mixed ARMA Models	0	0	1	472	0	0	4	2,085
Total Working Papers	1	4	15	6,306	6	14	49	22,637

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	0	67	0	0	2	238
Inflation and output growth uncertainty and their relationship with inflation and output growth	1	1	3	84	1	3	7	218
Inflation, Inflation Uncertainty and a Common European Monetary Policy	3	3	6	126	3	4	8	381
Moments of the ARMA--EGARCH model	0	0	0	262	0	0	1	854
On the Autocorrelation Properties of Long‐Memory GARCH Processes	0	0	0	46	0	0	0	136
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach	1	1	2	83	2	2	3	291
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	1	23	0	0	2	91
Output Variability and Economic Growth: the Japanese Case	0	0	0	79	0	0	0	364
The impulse response function of the long memory GARCH process	0	0	2	58	0	0	3	166
The second moment and the autocovariance function of the squared errors of the GARCH model	0	0	0	82	0	0	0	376
Total Journal Articles	5	5	14	910	6	9	26	3,115

1 registered items for which data could not be found

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Statistics updated 2023-05-07