Access Statistics for Yiannis Karavias

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 Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 1 2 45 2 4 19 161
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels 0 1 3 16 1 9 20 63
A comparison of investors' sentiments and risk premium effects on valuing shares 0 0 0 23 1 2 13 95
A fixed-T version of Breitung's panel data unit root test and its asymptotic local power 0 0 1 46 2 2 9 49
Firm Heterogeneity and Trade Credit Behaviour 0 0 1 16 4 4 14 134
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 7 1 1 10 34
Improved Tests for Granger Non-Causality in Panel Data 0 0 4 73 3 5 54 293
Improved Tests for Granger Non-Causality in Panel Data 0 0 0 58 4 4 17 101
Improved tests for Granger noncausality in panel data 1 1 3 40 1 3 22 88
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics 2 4 40 40 8 11 43 43
Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals 1 1 2 19 8 13 25 146
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 1 1 18 1 4 14 33
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending 0 1 2 25 1 3 10 38
Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending 0 0 2 29 4 8 29 91
Nato expansion: An open door policy? 0 0 5 5 11 15 36 36
On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors 0 0 0 40 2 4 16 81
Optimal versus realized bank credit risk and monetary policy 0 0 0 39 1 5 9 128
Optimal versus realized bank credit risk and monetary policy 0 0 0 37 0 2 15 128
Panel Unit Root Tests with Structural Breaks 0 0 2 27 5 8 25 115
Panel Unit Root Tests with Structural Breaks 0 0 2 82 5 8 23 201
Partially heterogeneous tests for Granger non-causality in panel data 0 0 0 56 4 7 15 102
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 0 25 2 2 7 55
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 15 169 2 9 98 625
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata 0 0 5 129 3 3 20 77
Testing and estimating structural breaks in time series and panel data in Stata 0 0 17 17 5 6 61 61
The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks 0 0 0 66 4 4 12 90
The impact of government size on economic growth: a threshold analysis 0 1 2 135 7 18 33 317
The impact of military spending on economic growth: A threshold regression analysis 0 1 2 2 5 12 28 28
The local power of fixed-T panel unit root tests allowing for serially correlated errors 0 0 0 7 3 4 9 53
The power performance of fixed-T panel unit root tests allowing for structural breaks 0 0 0 6 1 5 15 52
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects 2 2 5 39 7 11 31 96
Total Working Papers 6 14 116 1,336 108 196 752 3,614

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of investors’ sentiments and risk premium effects on valuing shares 0 0 0 13 1 3 8 65
A fixed-T version of Breitung’s panel data unit root test 0 0 1 15 5 6 16 86
A homogeneous approach to testing for Granger non-causality in heterogeneous panels 0 3 31 198 4 16 107 661
Almost All About Unit Roots: Foundations, Developments, and Applications, by In Choi. Published by Cambridge University Press, Cambridge, 2015. Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 9781107097339 (hardback), price: 60.00£ (US$95.00) 0 0 0 48 2 2 5 138
Generalized fixed‐T panel unit root tests 0 0 0 4 1 2 5 16
Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model 0 0 0 4 4 4 9 29
Improved tests for Granger noncausality in panel data 0 0 0 6 1 2 8 33
Inflation convergence in the EMU 0 0 0 15 4 7 14 75
Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals 0 1 2 10 1 4 18 39
Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends 0 0 0 17 2 4 16 56
Local power of panel unit root tests allowing for structural breaks 0 0 1 7 2 3 8 40
Missing Values in Panel Data Unit Root Tests 0 0 0 12 1 2 12 65
Multiple Structural Breaks in Interactive Effects Panel Data Models 0 1 8 8 3 10 42 47
Optimal versus realized bank credit risk and monetary policy 0 0 1 28 2 3 7 164
Panel unit-root tests with structural breaks 0 0 2 8 4 6 25 47
Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors 0 0 0 6 3 4 10 51
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 0 0 9 19 5 8 43 77
Testing and estimating structural breaks in time series and panel data in Stata 1 4 11 11 15 25 52 52
Testing for unit roots in short panels allowing for a structural break 0 1 6 63 9 14 45 251
The impact of government size on economic growth: A threshold analysis 1 2 6 227 8 21 48 543
Total Journal Articles 2 12 78 719 77 146 498 2,535

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Structural Breaks in Financial Panel Data 0 0 0 1 7 9 36 108
Total Chapters 0 0 0 1 7 9 36 108

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data 2 3 21 158 8 13 93 951
XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks 0 0 17 226 12 23 104 1,161
XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data 0 3 35 332 111 320 471 1,740
Total Software Items 2 6 73 716 131 356 668 3,852

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 statistics 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06