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 2 434 0 7 11 1,557
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 2 9 9 1,571
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 8 8 549
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 0 975 2 5 9 2,561
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 1 4 5 70
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 2 4 5 827
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 1 74 1 6 10 227
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 0 144 0 3 4 392
Moments of the ARMA-EGARCH Model 0 1 2 975 2 11 15 2,741
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,321 0 6 8 4,005
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 4 11 13 1,359
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 4 5 699
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 977 2 6 8 2,651
The Covariance Structure of Mixed ARMA Models 0 0 0 476 2 6 10 2,103
The Covariance Structure of Mixed ARMA Models 0 0 0 343 2 6 9 1,524
Total Working Papers 0 2 5 6,329 20 96 129 22,836
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 5 7 249
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 0 86 0 8 11 232
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 0 131 0 3 7 401
Moments of the ARMA--EGARCH model 0 0 0 262 1 9 16 876
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 2 7 10 146
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 1 4 5 315
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 1 3 100
Output Variability and Economic Growth: the Japanese Case 0 0 0 80 1 5 6 375
The impulse response function of the long memory GARCH process 0 0 2 60 1 8 11 181
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 1 4 5 246
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 85 2 4 7 393
Total Journal Articles 0 0 2 986 10 58 88 3,514

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Statistics updated 2026-03-04