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 0 1 109
Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 0 1 2 80
Parameter Instability and Forecasting Performance. A Monte Carlo Study 0 0 0 64 0 0 4 284
Pricing and Product Market Structure in Open Economies: An Empirical Test 0 0 0 39 0 0 4 288
Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence 2 8 19 488 15 39 112 2,041
Selectivity, Market Timing and the Morningstar Star-Rating System 0 0 2 48 0 4 18 271
THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY 0 0 0 113 0 3 6 315
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 1 205
The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study 0 0 5 345 7 21 55 1,330
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 99 0 3 7 314
The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates 0 0 0 39 1 6 8 244
Total Working Papers 2 8 26 1,299 23 77 218 5,481
1 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 comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error 0 0 0 420 0 2 4 1,499
Causality Links between Consumer and Producer Prices: Some Empirical Evidence 0 0 0 0 0 1 9 205
Cointegration and joint efficiency of international commodity markets 0 0 0 22 2 8 10 143
Cointegration and predictability of asset prices1 0 0 1 42 0 3 8 98
Cointegration, variance shifts and the limiting distribution of the OLS estimator 0 0 0 13 0 0 4 91
Common stochastic trends and inflation convergence in the EMS 0 0 0 13 1 7 11 61
Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns 0 0 0 13 0 2 3 57
Domestic and external factors in interest rate determination 0 0 0 38 1 1 1 163
Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions 0 0 0 108 1 1 6 229
Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity 0 0 0 14 0 0 0 78
Estimator Choice and Fisher's Paradox: A Monte Carlo Study 1 1 1 46 1 3 4 235
Exogeneity and measurement of persistence 0 0 1 21 0 3 10 100
Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market 0 2 2 58 0 3 5 214
Forward versus reverse regression and cointegration 0 0 1 33 0 2 6 98
IGARCH models and structural breaks 0 0 3 342 0 3 15 944
Inflation convergence in the EMS: Some additional evidence. A reply 0 0 0 2 0 1 3 37
Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS 0 0 0 33 1 1 1 108
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 0 22 0 0 3 150
Long‐Run PPP under the Presence of Near‐to‐Unit Roots: The Case of the British Pound–US Dollar Rate* 0 0 0 25 1 3 4 115
Looking far in the past: revisiting the growth-returns nexus with non-parametric tests 0 0 0 8 1 2 6 128
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 0 1 169
Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails 0 0 0 20 0 1 2 182
Nominal exchange rate regimes and the stochastic behavior of real variables 0 0 1 34 0 2 10 92
On Modelling Speculative Prices: The Empirical Literature 0 0 1 92 19 31 58 291
On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles 0 0 0 0 0 1 1 152
Parameter instability, superexogeneity, and the monetary model of the exchange rate 0 1 1 4 3 6 8 37
Persistence in macroeconomic time series: Is it a model invariant property? 0 3 5 35 0 4 19 154
Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence 0 0 0 12 0 2 3 61
Term structure and interest differentials as predictors of future inflation changes and inflation differentials 0 0 0 15 1 2 2 81
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 1 2 210 0 1 4 429
Testing for Granger causality in variance in the presence of causality in mean 0 0 2 69 2 3 8 166
Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan 0 0 0 114 1 1 6 321
Testing for PPP: the erratic behaviour of unit root tests 0 0 0 27 1 1 4 83
Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials 0 0 0 1 0 1 2 61
Testing for a unit root under errors with just barely infinite variance 0 0 1 17 1 3 7 90
Testing for exchange rate bubbles using variance inequalities 0 0 0 15 1 1 2 75
The Feldstein-Horioka puzzle revisited: A Monte Carlo study 0 0 0 56 1 3 7 234
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator 0 0 1 17 0 2 4 100
Unit Root Testing Using Covariates: Some Theory and Evidence 0 0 0 57 1 1 2 200
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 0 1 2 174
Unit roots and long-run causality: investigating the relationship between output, money and interest rates 0 0 0 35 0 0 2 118
Total Journal Articles 1 8 23 2,211 40 113 267 8,251


Statistics updated 2019-11-03