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 0 2 435 0 1 15 1,563
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 0 0 11 1,573
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 1 15 556
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 0 975 0 0 10 2,564
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 0 2 11 77
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 1 1 9 832
Enforcing an Admissible Parameter Space for Vector MEM: The Fundamental Role of Matrix Inequality Constraints 0 0 0 0 0 3 3 3
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 0 74 0 1 11 229
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 0 144 1 1 13 401
Moments of the ARMA-EGARCH Model 0 0 1 975 0 0 19 2,748
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,321 0 0 10 4,008
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 0 1 17 1,364
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 0 6 700
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 977 0 0 11 2,655
The Covariance Structure of Mixed ARMA Models 0 0 0 476 0 0 15 2,109
The Covariance Structure of Mixed ARMA Models 0 0 0 343 0 0 12 1,527
Total Working Papers 0 0 3 6,330 2 11 188 22,909
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 0 2 10 252
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 0 86 0 0 20 242
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 1 132 1 2 14 410
Moments of the ARMA--EGARCH model 0 0 0 262 0 0 14 878
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 1 12 149
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 6 317
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 10 107
Output Variability and Economic Growth: the Japanese Case 0 0 0 80 0 0 8 378
The impulse response function of the long memory GARCH process 0 0 0 60 1 1 10 183
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 0 1 8 249
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 85 0 1 9 398
Total Journal Articles 0 0 1 987 2 8 121 3,563

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Statistics updated 2026-10-11