Access Statistics for Dimitrios D. Thomakos

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
'Optimal' Probabilistic Predictions for Financial Returns 0 0 0 111 1 4 14 231
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 0 46 1 1 9 134
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 0 0 0 30 0 0 31 299
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 0 39 0 0 8 128
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 0 8 0 0 4 44
Consumer Confidence and Elections 0 0 1 44 0 34 45 317
Consumer Confidence and Elections 0 1 3 79 1 2 18 372
Consumer Confidence and Elections 0 0 0 64 1 2 14 259
Covariance Averaging for Improved Estimation and Portfolio Allocation 0 0 0 29 0 0 10 100
Economic Value of Realized Covariance Forecasts: The European Case 0 0 0 43 1 1 13 144
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices 0 1 2 52 0 2 26 137
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices 0 0 0 13 0 1 12 57
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 0 1 2 443 1 2 16 2,336
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 0 2 115 0 3 16 498
Forecasting multivariate time series with the Theta Method 0 1 2 108 0 1 16 313
Forecasting: theory and practice 1 2 7 97 3 6 48 164
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 0 8 0 0 20 79
Growth, de-regulation and rent-seeking in post-war British Economy 0 0 0 54 0 0 4 43
Improving Forecasting Performance by Window and Model Averaging 0 0 0 26 1 2 16 127
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 0 1 13 197
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 4 0 1 11 34
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 1 83 0 1 14 368
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 0 0 10 77
Insights into the accuracy of social scientists' forecasts of societal change 0 0 0 1 0 1 13 25
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 0 0 0 86 0 0 33 225
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 7 0 0 6 52
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 12 0 0 5 60
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 63 0 1 14 219
On the Predictability of the DJIA and S&P500 Indices 0 0 0 36 0 1 10 38
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 19 0 0 10 123
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 203 0 0 17 723
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 0 79 0 0 6 198
Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach 0 0 0 24 0 0 9 174
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 158 0 0 5 509
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 145 0 2 7 513
Realized Volatility and Jumps in the Athens Stock Exchange 0 0 0 75 0 0 11 174
Return Signal Momentum 0 0 0 1 1 1 19 23
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 0 0 1 120 1 1 29 455
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 0 0 27 1 2 13 101
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 2 2 11 1 3 13 59
The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity 0 0 0 35 0 0 9 200
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 0 0 90 1 1 10 310
The Role of Realized Volatility in the Athens Stock Exchange 0 0 0 115 0 0 13 366
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 0 0 105 1 2 11 224
The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis 0 0 0 29 1 3 13 57
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 0 1 4 327 3 7 31 821
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 0 33 1 2 6 157
Total Working Papers 1 9 27 3,355 21 91 701 12,264
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
"Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship 0 0 0 403 0 1 17 1,876
'Optimal' probabilistic and directional predictions of financial returns 0 0 0 41 0 0 10 147
Accruals and the performance of stock returns following external financing activities 0 0 0 2 0 2 18 31
Adaptive learning forecasting, with applications in forecasting agricultural prices 1 1 1 15 3 3 11 58
An improved moving average technical trading rule 0 1 3 40 2 4 25 156
Automatic time series modeling and forecasting: A replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators 0 0 1 4 0 1 11 22
Can we obtain realistic parameter estimates for the `protection for sale' model? 0 0 0 64 0 0 15 269
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 0 0 6 16
Carbon intensity as a proxy for environmental performance and the informational content of the EPI 0 0 1 24 0 1 22 164
Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model 0 1 2 13 0 3 11 39
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 0 2 14 32
Covariance averaging for improved estimation and portfolio allocation 0 0 0 8 0 0 5 53
Creative Accounting – Some Aspects of Knowledge and Implementation in Albania 0 0 0 4 0 1 5 35
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 0 0 15 0 2 14 77
Earnings forecasting and mean–variance efficient portfolios in the United States 0 0 2 2 2 3 28 29
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 0 1 17 0 0 15 123
Economic integration, market discipline and productivity growth in Spain 0 0 0 50 0 0 9 214
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 0 0 1 57 0 1 8 134
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 1 1 51 2 3 12 234
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors 0 0 7 8 2 4 31 34
External Financing, Growth and Stock Returns 0 0 0 4 0 2 11 36
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 0 0 11 110
Forecasting Multivariate Time Series with the Theta Method 0 1 2 12 0 1 13 83
Forecasting Tourism Demand for Medical Services 0 0 0 0 0 1 5 5
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 0 57 0 2 11 325
Forecasting: theory and practice 2 4 13 67 10 22 187 535
Global FDI Convergence Patterns?: Evidence from International Comparisons 0 0 0 0 0 0 10 81
Growth, deregulation and rent seeking in post-war British economy 0 0 0 0 0 1 13 37
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 1 2 9 102
Introducing the GVAR-GARCH model: Evidence from financial markets 0 0 2 8 0 3 17 37
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 1 1 2 5 1 1 8 26
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 0 0 11 0 0 6 67
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 0 0 14 0 3 17 89
Median-adaptive portfolios: a minimum criteria approach to asset allocation 0 0 0 0 0 2 7 7
Model Free Inference on Multivariate Time Series with Conditional Correlations 0 0 0 0 0 0 7 10
Modeling daily realized futures volatility with singular spectrum analysis 0 0 1 14 1 1 8 66
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis 0 0 1 5 3 4 13 47
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 1 1 2 199 1 1 12 476
Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization 0 0 0 0 0 0 9 10
Non-nested model selection based on the quantiles and it’s application in time series 0 0 0 2 0 0 0 5
Nonparametric realized volatility estimation in the international equity markets 0 0 0 11 0 0 8 54
Protection for sale and political regimes: Empirical evidence 0 0 0 2 0 1 7 19
Protection versus Promotion: An Empirical Investigation 0 0 0 36 0 2 7 208
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 0 0 12 66
Realized volatility in the futures markets 0 0 1 189 0 1 12 403
Return signal momentum 0 0 0 20 0 2 12 87
Robust model rankings of forecasting performance 1 1 1 5 1 2 5 28
Simplicity, robustness and speed in time series forecasting: LEAF-learning by exponentially adaptive forecasting, a novel univariate predictive analytics benchmark 0 1 1 1 0 4 4 4
Structural VAR, MARMA and open economy models 0 0 0 31 0 2 8 155
Subsidies, Land Size and Agricultural Output 0 0 0 0 0 0 12 13
Superforecasting reality check: Evidence from a small pool of experts and expedited identification 0 0 0 4 0 6 29 61
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 0 1 2 14 1 3 12 158
The Effects of Corporate Bonds on Employment: Early Evidence from Greece 0 0 0 3 0 0 5 36
The Impact of Accounting Reforms in Financial Reporting- Case of Albania 0 0 0 5 0 0 4 42
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 4 0 0 10 46
The fiscal policy blend and its impact on sectoral growth: The case of Greece 1 2 5 5 1 2 15 15
The implications of retained and distributed earnings for future profitability and stock returns 0 1 1 46 1 3 22 220
The sectoral consequences of private equity acquisitions: Spillovers in wages and employment 0 0 2 5 1 11 28 34
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 0 59 0 0 9 266
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots 0 0 0 15 0 2 6 36
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU 0 1 1 4 0 1 4 33
“Regulate me not”: The regulatory failures of taxation: A tale from Greece 0 0 0 9 0 0 2 35
Total Journal Articles 7 18 57 1,716 33 119 894 7,916
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Afterword: The Road Ahead 0 0 0 0 0 1 3 4
An Empirical Study on Greece’s Current Account Determinants Before and After the Outbreak of the Global Financial Crisis 0 0 0 0 0 0 4 4
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 0 1 12 63
Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations 0 0 0 1 1 1 5 6
Forecasting Analytics 0 0 0 1 1 1 6 22
Foreign Exchange Rate Predictability: Seek and Ye Shall Find It 0 0 0 7 0 0 5 20
Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure 0 0 0 0 0 0 8 10
Introduction 0 0 0 0 0 0 6 9
Multinational Enterprise and Subsidiaries’ Absorptive Capacity and Global Knowledge Sourcing 0 0 0 0 0 0 5 5
Nearest Neighbor Forecasting Using Sparse Data Representation 0 0 0 0 0 0 3 11
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 0 0 17 32
Tax Evasion, Tax Administration, and the Impact of Growth: Tax Enforcement as Regulatory Failure in a High Tax Rates, High Tax Evasion, and Low-Growth Economic Environment 0 0 0 0 0 0 8 27
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 0 0 1 0 0 14 38
The Double Trap: Taxes and Subsidies as Determinants of Economic Growth and the End of the Downward Growth Spiral in Greece 0 0 0 0 0 2 8 10
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 0 6 0 0 11 53
Total Chapters 0 0 0 18 2 6 115 314

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Statistics updated 2026-10-11