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 0 2 11 227
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 0 46 0 1 8 133
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 0 0 1 30 1 4 33 299
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 0 39 0 1 8 128
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 0 8 0 2 4 44
Consumer Confidence and Elections 0 0 1 44 0 1 11 283
Consumer Confidence and Elections 0 0 0 64 0 4 12 257
Consumer Confidence and Elections 0 0 2 78 0 7 19 370
Covariance Averaging for Improved Estimation and Portfolio Allocation 0 0 0 29 0 1 10 100
Economic Value of Realized Covariance Forecasts: The European Case 0 0 0 43 0 0 12 143
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices 0 0 1 51 1 10 26 135
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices 0 0 0 13 0 4 12 56
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 0 0 1 442 0 0 16 2,334
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 0 3 115 1 6 14 495
Forecasting multivariate time series with the Theta Method 0 0 1 107 0 6 15 312
Forecasting: theory and practice 0 1 5 95 1 7 46 158
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 0 8 0 7 20 79
Growth, de-regulation and rent-seeking in post-war British Economy 0 0 0 54 0 1 5 43
Improving Forecasting Performance by Window and Model Averaging 0 0 0 26 0 4 16 125
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 4 0 3 11 33
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 0 4 14 196
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 1 83 3 4 13 367
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 2 4 11 77
Insights into the accuracy of social scientists' forecasts of societal change 0 0 0 1 0 6 12 24
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 0 0 1 86 0 6 36 225
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 12 0 2 5 60
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 7 0 1 6 52
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 63 0 2 13 218
On the Predictability of the DJIA and S&P500 Indices 0 0 0 36 1 1 9 37
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 203 0 3 17 723
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 19 0 4 11 123
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 0 79 0 1 7 198
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 3 10 174
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 158 0 2 6 509
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 145 0 0 5 511
Realized Volatility and Jumps in the Athens Stock Exchange 0 0 0 75 0 2 12 174
Return Signal Momentum 0 0 0 1 0 5 18 22
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 0 1 1 120 1 11 30 454
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 5 12 99
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 0 2 11 56
The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity 0 0 0 35 0 2 9 200
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 0 0 90 0 2 9 309
The Role of Realized Volatility in the Athens Stock Exchange 0 0 0 115 0 5 13 366
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 0 0 105 0 3 10 222
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 10 54
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 0 1 4 326 0 4 27 814
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 0 33 0 2 4 155
Total Working Papers 0 3 22 3,346 13 160 649 12,173
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 2 4 18 1,875
'Optimal' probabilistic and directional predictions of financial returns 0 0 0 41 0 1 11 147
Accruals and the performance of stock returns following external financing activities 0 0 0 2 0 3 18 29
Adaptive learning forecasting, with applications in forecasting agricultural prices 0 0 0 14 1 3 9 55
An improved moving average technical trading rule 0 0 3 39 1 9 24 152
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 2 10 21
Can we obtain realistic parameter estimates for the `protection for sale' model? 0 0 0 64 2 3 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 1 3 24 0 4 34 163
Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model 0 0 3 12 1 1 11 36
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 1 2 12 30
Covariance averaging for improved estimation and portfolio allocation 0 0 0 8 0 1 5 53
Creative Accounting – Some Aspects of Knowledge and Implementation in Albania 0 0 0 4 0 2 4 34
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 0 0 15 0 2 12 75
Earnings forecasting and mean–variance efficient portfolios in the United States 1 1 2 2 1 4 26 26
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 0 3 17 0 6 18 123
Economic integration, market discipline and productivity growth in Spain 0 0 0 50 0 1 9 214
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 1 1 1 57 1 1 8 133
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 0 0 50 1 3 10 231
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors 0 1 8 8 1 6 30 30
External Financing, Growth and Stock Returns 0 0 0 4 1 2 9 34
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 0 6 11 110
Forecasting Multivariate Time Series with the Theta Method 0 0 2 11 0 4 13 82
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 0 57 0 4 9 323
Forecasting: theory and practice 2 2 11 63 10 46 184 513
Global FDI Convergence Patterns?: Evidence from International Comparisons 0 0 0 0 0 4 10 81
Growth, deregulation and rent seeking in post-war British economy 0 0 0 0 0 2 13 36
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 0 1 9 100
Introducing the GVAR-GARCH model: Evidence from financial markets 0 0 3 8 0 3 18 34
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 2 4 0 1 8 25
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 0 0 11 0 3 6 67
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 0 0 14 0 4 14 86
Median-adaptive portfolios: a minimum criteria approach to asset allocation 0 0 0 0 0 3 5 5
Model Free Inference on Multivariate Time Series with Conditional Correlations 0 0 0 0 2 4 7 10
Modeling daily realized futures volatility with singular spectrum analysis 0 1 1 14 0 5 10 65
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis 0 0 1 5 0 2 9 43
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 0 0 3 198 0 6 14 475
Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization 0 0 0 0 0 1 10 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 4 8 54
Protection for sale and political regimes: Empirical evidence 0 0 0 2 0 2 6 18
Protection versus Promotion: An Empirical Investigation 0 0 0 36 1 3 5 206
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 0 5 12 66
Realized volatility in the futures markets 0 0 1 189 0 2 12 402
Return signal momentum 0 0 1 20 1 5 13 85
Robust model rankings of forecasting performance 0 0 0 4 1 1 4 26
Structural VAR, MARMA and open economy models 0 0 0 31 0 2 9 153
Subsidies, Land Size and Agricultural Output 0 0 0 0 0 2 13 13
Superforecasting reality check: Evidence from a small pool of experts and expedited identification 0 0 0 4 2 7 24 55
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 0 1 1 13 0 3 15 155
The Effects of Corporate Bonds on Employment: Early Evidence from Greece 0 0 0 3 0 1 6 36
The Impact of Accounting Reforms in Financial Reporting- Case of Albania 0 0 0 5 0 1 5 42
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 4 1 3 11 46
The implications of retained and distributed earnings for future profitability and stock returns 0 0 0 45 2 2 19 217
The sectoral consequences of private equity acquisitions: Spillovers in wages and employment 0 1 4 5 0 4 20 23
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 0 59 0 3 10 266
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots 0 0 0 15 0 0 4 34
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU 0 0 0 3 0 1 4 32
“Regulate me not”: The regulatory failures of taxation: A tale from Greece 0 0 0 9 0 1 2 35
Total Journal Articles 4 9 54 1,695 33 211 851 7,780
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 0 2 3
An Empirical Study on Greece’s Current Account Determinants Before and After the Outbreak of the Global Financial Crisis 0 0 0 0 0 1 4 4
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 0 4 12 62
Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations 0 0 0 1 0 0 4 5
Forecasting Analytics 0 0 0 1 0 3 6 21
Foreign Exchange Rate Predictability: Seek and Ye Shall Find It 0 0 0 7 0 1 5 20
Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure 0 0 0 0 0 4 8 10
Introduction 0 0 0 0 0 3 6 9
Multinational Enterprise and Subsidiaries’ Absorptive Capacity and Global Knowledge Sourcing 0 0 0 0 0 4 5 5
Nearest Neighbor Forecasting Using Sparse Data Representation 0 0 0 0 0 1 4 11
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 1 4 18 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 5 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 1 3 16 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 1 3 6 8
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 0 6 0 4 12 53
Total Chapters 0 0 0 18 3 40 116 308

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Statistics updated 2026-07-10