Access Statistics for Nikitas Pittis

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
Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests 0 0 0 18 0 1 1 109
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 0 1 79
Parameter Instability and Forecasting Performance. A Monte Carlo Study 0 0 0 64 1 1 4 284
Pricing and Product Market Structure in Open Economies: An Empirical Test 0 0 0 39 1 2 4 288
Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence 1 2 17 477 7 23 120 1,996
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 2 65 2 3 11 287
Selectivity, Market Timing and the Morningstar Star-Rating System 0 1 2 48 3 5 10 261
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 113 0 0 2 310
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 38 0 0 2 205
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 3 7 344 1 12 43 1,303
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 1 1 1 237
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 0 2 6 311
Total Working Papers 1 6 28 1,352 16 50 205 5,670


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 420 1 1 2 1,497
Causality Links between Consumer and Producer Prices: Some Empirical Evidence 0 0 0 0 2 4 12 203
Cointegration and joint efficiency of international commodity markets 0 0 0 22 0 1 3 135
Cointegration and predictability of asset prices1 0 0 1 42 1 2 5 95
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 1 2 5 90
Common stochastic trends and inflation convergence in the EMS 0 0 0 13 1 1 3 52
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns 0 0 0 13 0 0 1 55
Domestic and external factors in interest rate determination 0 0 0 38 0 0 0 162
Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions 0 0 1 108 1 1 7 228
Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity 0 0 0 14 0 0 2 78
Estimator Choice and Fisher's Paradox: A Monte Carlo Study 0 0 0 45 0 0 3 231
Exogeneity and measurement of persistence 1 1 2 21 1 1 9 97
Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market 0 0 0 56 1 1 3 211
Forward versus reverse regression and cointegration 0 0 1 33 1 1 4 96
IGARCH models and structural breaks 0 2 2 341 1 6 11 940
Inflation convergence in the EMS: Some additional evidence. A reply 0 0 0 2 0 0 2 36
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS 0 0 0 33 0 0 1 107
Interest rate linkages within the European Monetary System: an alternative interpretation 0 0 0 15 0 0 0 78
KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD 0 0 1 22 1 2 3 149
Long-Run PPP under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate 0 0 0 25 0 0 2 112
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 3 3 4 126
Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences 0 0 0 45 0 1 2 169
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails 0 0 0 20 0 1 1 181
Nominal exchange rate regimes and the stochastic behavior of real variables 0 0 1 34 1 2 7 86
On Modelling Speculative Prices: The Empirical Literature 0 0 2 92 1 15 28 259
On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles 0 0 0 0 0 0 0 151
Parameter instability, superexogeneity, and the monetary model of the exchange rate 0 0 0 3 1 1 1 30
Persistence in macroeconomic time series: Is it a model invariant property? 1 1 3 32 2 2 16 149
Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence 0 0 0 12 0 0 1 59
Term structure and interest differentials as predictors of future inflation changes and inflation differentials 0 0 0 15 0 0 0 79
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 0 1 209 0 0 5 428
Testing for Granger causality in variance in the presence of causality in mean 0 0 2 69 1 1 4 162
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan 0 0 0 114 2 2 6 320
Testing for PPP: the erratic behaviour of unit root tests 0 0 0 27 1 1 3 82
Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials 0 0 0 1 0 0 1 60
Testing for a unit root under errors with just barely infinite variance 0 0 1 17 1 2 4 87
Testing for exchange rate bubbles using variance inequalities 0 0 0 15 1 1 1 74
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 2 2 5 230
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 1 17 0 0 3 98
Unit Root Testing Using Covariates: Some Theory and Evidence 0 0 0 57 0 1 2 199
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity 0 0 0 0 0 0 0 150
Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited 0 0 0 48 1 1 1 173
Unit roots and long-run causality: investigating the relationship between output, money and interest rates 0 0 0 35 1 1 3 118
Total Journal Articles 2 4 19 2,202 30 60 176 8,122


Statistics updated 2019-07-03