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 1 433 3 5 7 1,553
A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution 0 0 0 1 2 2 2 1,564
A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution 0 0 0 0 1 1 1 542
Alternative GARCH in Mean Models: An Application to the Korean Stock Market 0 0 1 975 1 3 8 2,557
Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities 0 0 0 26 0 0 1 66
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 2 2 3 825
Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000 0 0 1 74 2 5 6 223
Inflation, inflation uncertainty, and a common European Monetary Policy 0 0 0 144 0 1 1 389
Moments of the ARMA-EGARCH Model 0 0 1 974 1 2 6 2,731
Prediction in ARMA models with GARCH in Mean Effects 0 0 0 1,321 3 4 5 4,002
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models 0 0 0 388 3 4 5 1,351
The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model 0 0 0 0 0 1 2 695
The Covariance Structure of Component and Multivariate Garch Models 0 0 0 977 0 1 2 2,645
The Covariance Structure of Mixed ARMA Models 0 0 0 476 1 4 6 2,098
The Covariance Structure of Mixed ARMA Models 0 0 0 343 1 4 4 1,519
Total Working Papers 0 0 4 6,327 20 39 59 22,760
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 2 244
Inflation and output growth uncertainty and their relationship with inflation and output growth 0 0 0 86 3 5 6 227
Inflation, Inflation Uncertainty and a Common European Monetary Policy 0 0 0 131 0 2 4 398
Moments of the ARMA--EGARCH model 0 0 0 262 0 3 8 867
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 2 3 139
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach 0 0 0 86 0 0 1 311
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 2 4 99
Output Variability and Economic Growth: the Japanese Case 0 0 0 80 1 1 3 371
The impulse response function of the long memory GARCH process 0 0 2 60 1 1 5 174
The real exchange rate and the Purchasing Power Parity puzzle: further evidence 0 0 0 59 1 2 2 243
The second moment and the autocovariance function of the squared errors of the GARCH model 0 0 0 85 1 1 4 390
Total Journal Articles 0 0 2 986 7 21 42 3,463


Statistics updated 2026-01-09