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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-11-03