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 1 3 703 0 1 11 1,715
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback 0 0 2 428 1 3 23 1,521
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 0 3 7 1,553
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 1 4 538
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 1 1 9 967 1 2 24 2,513
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 193 0 1 11 809
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 1 2 2 70 1 2 5 206
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 4 139 1 2 17 365
Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations 0 0 1 19 1 2 9 42
Modelling the Yield Curve: A Two Components Approach 0 0 1 136 0 0 6 557
Moments of the ARMA-EGARCH Model 0 1 11 952 2 7 47 2,654
Prediction in ARMA models with GARCH in Mean Effects 0 1 2 1,308 0 2 15 3,968
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 3 5 11 1,341
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 0 3 693
The Covariance Structure of Component and Multivariate Garch Models 0 0 1 975 0 1 10 2,636
The Covariance Structure of Mixed ARMA Models 0 1 3 468 0 5 26 2,064
The Covariance Structure of Mixed ARMA Models 0 0 1 343 0 1 11 1,507
Total Working Papers 2 7 40 7,090 10 38 240 24,682


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 1 65 0 0 5 232
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 5 79 0 0 10 202
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 4 116 0 0 14 366
Moments of the ARMA--EGARCH model 0 0 2 260 1 1 8 846
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 0 0 132
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 1 3 6 74 1 4 15 265
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 1 1 21 0 2 3 84
Output Variability and Economic Growth: the Japanese Case 0 0 0 79 0 0 0 362
The impulse response function of the long memory GARCH process 1 1 1 54 1 1 3 160
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 0 1 3 232
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 80 0 0 3 370
Total Journal Articles 2 5 20 933 3 9 64 3,251


Statistics updated 2020-11-03