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 1 1 3 435 3 3 14 1,560
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 1 3 10 1,572
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 4 6 14 555
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 0 975 2 5 12 2,564
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 3 5 9 74
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 2 5 7 830
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 1 74 1 2 11 228
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 0 144 6 7 11 399
Moments of the ARMA-EGARCH Model 0 0 2 975 2 6 17 2,745
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,321 2 3 11 4,008
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 3 8 16 1,363
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 0 5 699
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 977 2 4 10 2,653
The Covariance Structure of Mixed ARMA Models 0 0 0 343 2 5 12 1,527
The Covariance Structure of Mixed ARMA Models 0 0 0 476 3 6 13 2,107
Total Working Papers 1 1 6 6,330 36 68 172 22,884
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 0 68 1 2 8 250
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 0 86 7 9 19 241
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 0 131 4 6 13 407
Moments of the ARMA--EGARCH model 0 0 0 262 1 2 16 877
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 1 3 10 147
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 1 2 6 316
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 6 7 10 107
Output Variability and Economic Growth: the Japanese Case 0 0 0 80 3 4 9 378
The impulse response function of the long memory GARCH process 0 0 2 60 0 1 11 181
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 2 3 7 248
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 85 3 6 11 397
Total Journal Articles 0 0 2 986 29 45 120 3,549

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Statistics updated 2026-05-06