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 2 433 2 3 6 1,550
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 0 0 0 1,562
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 0 0 541
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 1 975 2 2 8 2,556
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 0 1 1 66
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 0 0 1 823
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 1 74 1 1 2 219
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 0 144 0 0 0 388
Moments of the ARMA-EGARCH Model 0 0 1 974 0 0 4 2,729
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,321 0 1 1 3,998
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 1 1 3 1,348
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 0 1 694
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 977 1 2 3 2,645
The Covariance Structure of Mixed ARMA Models 0 0 0 476 1 1 3 2,095
The Covariance Structure of Mixed ARMA Models 0 0 0 343 0 0 0 1,515
Total Working Papers 0 1 5 6,327 8 12 33 22,729
2 registered items for which data could not be found


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 68 0 0 2 242
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 0 86 2 2 3 224
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 0 131 1 1 3 397
Moments of the ARMA--EGARCH model 0 0 0 262 1 2 6 865
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 2 2 3 139
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 2 311
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 23 0 0 4 97
Output Variability and Economic Growth: the Japanese Case 0 0 0 80 0 1 2 370
The impulse response function of the long memory GARCH process 0 1 2 60 0 1 4 173
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 1 1 1 242
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 85 0 0 3 389
Total Journal Articles 0 1 3 986 7 10 33 3,449


Statistics updated 2025-11-08