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 2 3 431 0 2 5 1,537
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 0 0 0 1,561
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 0 0 540
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 2 972 2 5 12 2,539
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 3 25 0 0 7 62
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 194 0 0 1 819
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 1 71 0 0 4 213
Inflation, inflation uncertainty, and a common European Monetary Policy 1 1 1 144 1 2 3 385
Moments of the ARMA-EGARCH Model 0 1 3 968 2 3 9 2,711
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,320 0 0 1 3,992
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 0 0 0 1,345
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 0 0 693
The Covariance Structure of Component and Multivariate Garch Models 0 0 1 977 1 2 3 2,642
The Covariance Structure of Mixed ARMA Models 0 0 0 343 0 0 0 1,513
The Covariance Structure of Mixed ARMA Models 0 0 1 472 0 0 4 2,085
Total Working Papers 1 4 15 6,306 6 14 49 22,637
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 67 0 0 2 238
Inflation and output growth uncertainty and their relationship with inflation and output growth 1 1 3 84 1 3 7 218
Inflation, Inflation Uncertainty and a Common European Monetary Policy 3 3 6 126 3 4 8 381
Moments of the ARMA--EGARCH model 0 0 0 262 0 0 1 854
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 0 0 136
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 1 1 2 83 2 2 3 291
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 1 23 0 0 2 91
Output Variability and Economic Growth: the Japanese Case 0 0 0 79 0 0 0 364
The impulse response function of the long memory GARCH process 0 0 2 58 0 0 3 166
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 82 0 0 0 376
Total Journal Articles 5 5 14 910 6 9 26 3,115
1 registered items for which data could not be found


Statistics updated 2023-05-07