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 4 427 4 10 34 1,508
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback 0 2 6 702 1 6 28 1,710
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 2 3 5 1,549
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 2 4 536
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 3 7 961 1 9 34 2,498
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 3 193 3 8 20 806
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 0 68 1 3 8 204
Inflation, inflation uncertainty, and a common European Monetary Policy 0 1 3 136 1 3 10 351
Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations 0 1 2 19 1 4 11 37
Modelling the Yield Curve: A Two Components Approach 0 0 2 135 2 2 5 553
Moments of the ARMA-EGARCH Model 0 1 4 942 8 14 39 2,621
Prediction in ARMA models with GARCH in Mean Effects 0 0 1 1,306 3 9 27 3,962
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 2 6 12 1,336
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 3 5 693
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 974 2 6 12 2,632
The Covariance Structure of Mixed ARMA Models 0 0 2 465 2 12 28 2,050
The Covariance Structure of Mixed ARMA Models 0 0 0 342 3 8 14 1,504
Total Working Papers 0 9 34 7,059 36 108 296 24,550


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 2 65 0 3 9 230
Inflation and output growth uncertainty and their relationship with inflation and output growth 2 3 4 77 3 4 9 196
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 1 1 113 1 5 6 357
Moments of the ARMA--EGARCH model 0 0 0 258 1 2 7 840
On the Autocorrelation Properties of Long-Memory GARCH Processes 0 0 0 46 0 0 3 132
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 1 4 69 0 4 13 254
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 1 1 2 82
Output Variability and Economic Growth: the Japanese Case 0 0 0 79 0 0 3 362
The impulse response function of the long memory GARCH process 0 0 1 53 2 2 4 159
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 2 2 5 231
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 1 80 0 2 8 369
Total Journal Articles 2 6 13 919 10 25 69 3,212


Statistics updated 2020-02-04