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 3 435 1 4 15 1,561
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 1 2 11 1,573
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 0 6 14 555
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 0 975 0 3 11 2,564
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 1 5 10 75
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 1 4 8 831
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 1 74 0 1 11 228
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 0 144 0 7 11 399
Moments of the ARMA-EGARCH Model 0 0 2 975 2 6 19 2,747
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,321 0 3 11 4,008
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 0 4 16 1,363
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 1 1 6 700
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 977 1 3 11 2,654
The Covariance Structure of Mixed ARMA Models 0 0 0 476 1 5 14 2,108
The Covariance Structure of Mixed ARMA Models 0 0 0 343 0 3 12 1,527
Total Working Papers 0 1 6 6,330 9 57 180 22,893
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 1 8 250
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 0 86 0 9 19 241
Inflation, Inflation Uncertainty and a Common European Monetary Policy 1 1 1 132 1 7 14 408
Moments of the ARMA--EGARCH model 0 0 0 262 0 1 15 877
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 1 10 147
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 1 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 0 7 10 107
Output Variability and Economic Growth: the Japanese Case 0 0 0 80 0 3 9 378
The impulse response function of the long memory GARCH process 0 0 2 60 1 1 11 182
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 0 2 7 248
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 85 0 4 11 397
Total Journal Articles 1 1 3 987 2 37 120 3,551

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Statistics updated 2026-06-04