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 1 428 0 1 17 1,527
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback 0 0 2 704 1 3 6 1,719
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 0 0 4 1,554
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 0 1 538
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 6 967 0 1 16 2,514
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 1 194 0 2 6 812
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 2 70 0 0 3 207
Inflation, inflation uncertainty, and a common European Monetary Policy 1 1 3 140 2 3 12 368
Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations 0 2 2 21 1 6 12 49
Modelling the Yield Curve: A Two Components Approach 0 0 1 136 1 1 3 558
Moments of the ARMA-EGARCH Model 2 5 16 960 6 14 47 2,678
Prediction in ARMA models with GARCH in Mean Effects 0 2 6 1,312 0 3 14 3,976
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 2 2 7 1,343
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 0 975 0 0 3 2,637
The Covariance Structure of Mixed ARMA Models 0 1 4 469 1 2 17 2,068
The Covariance Structure of Mixed ARMA Models 0 0 0 343 1 1 3 1,508
Total Working Papers 3 11 44 7,108 15 39 171 24,749


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 0 0 65 0 0 2 232
Inflation and output growth uncertainty and their relationship with inflation and output growth 1 1 2 80 1 3 8 206
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 4 117 1 1 10 368
Moments of the ARMA--EGARCH model 0 1 2 262 0 2 8 850
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 1 1 1 133
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 1 1 6 76 3 4 14 271
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 2 22 0 1 4 86
Output Variability and Economic Growth: the Japanese Case 0 0 0 79 2 2 2 364
The impulse response function of the long memory GARCH process 0 0 1 54 0 0 1 160
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 0 0 2 233
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 80 0 1 2 371
Total Journal Articles 2 3 17 940 8 15 54 3,274


Statistics updated 2021-04-06