Access Statistics for Menelaos Karanasos

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 GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback 0 0 3 699 1 5 28 1,698
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback 0 0 2 425 3 6 16 1,487
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 0 0 1 1,545
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 0 1 533
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 2 2 6 958 5 9 21 2,480
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 1 2 192 1 6 8 793
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 0 68 1 1 4 199
Inflation, inflation uncertainty, and a common European Monetary Policy 2 2 2 135 2 2 4 345
Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations 1 1 1 18 1 3 9 32
Modelling the Yield Curve: A Two Components Approach 0 1 2 135 0 1 5 550
Moments of the ARMA-EGARCH Model 0 1 1 939 1 5 23 2,598
Prediction in ARMA models with GARCH in Mean Effects 0 0 2 1,306 3 6 14 3,945
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 1 3 4 1,327
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 1 1 2 690
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 974 1 3 4 2,623
The Covariance Structure of Mixed ARMA Models 0 0 2 465 2 5 14 2,035
The Covariance Structure of Mixed ARMA Models 0 0 0 342 1 3 5 1,494
Total Working Papers 5 8 23 7,045 24 59 163 24,374


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A re-examination of the asymmetric power ARCH model 0 1 1 64 2 4 6 225
Inflation and output growth uncertainty and their relationship with inflation and output growth 1 1 1 74 1 1 7 191
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 1 112 0 1 3 352
Moments of the ARMA--EGARCH model 0 0 1 258 0 1 5 835
On the Autocorrelation Properties of Long-Memory GARCH Processes 0 0 0 46 0 3 4 132
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 1 3 4 68 5 8 13 249
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 0 20 0 1 4 81
Output Variability and Economic Growth: the Japanese Case 0 0 0 79 0 1 2 360
The impulse response function of the long memory GARCH process 1 1 1 53 1 1 1 156
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 1 1 2 227
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 3 80 2 2 6 364
Total Journal Articles 3 6 12 913 12 24 53 3,172


Statistics updated 2019-09-09