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 9 133
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 0 0 1 30 1 7 32 298
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 0 39 0 1 9 128
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 0 8 1 2 4 44
Consumer Confidence and Elections 0 0 1 44 0 3 12 283
Consumer Confidence and Elections 0 0 0 64 0 5 12 257
Consumer Confidence and Elections 0 0 2 78 2 7 20 370
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 5 10 25 134
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 2 442 0 0 17 2,334
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 0 4 115 2 5 14 494
Forecasting multivariate time series with the Theta Method 0 0 1 107 0 7 15 312
Forecasting: theory and practice 0 1 5 95 3 6 47 157
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 0 8 3 7 21 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 1 4 16 125
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 0 5 14 196
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 4 1 3 12 33
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 1 83 0 1 10 364
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 1 3 10 75
Insights into the accuracy of social scientists' forecasts of societal change 0 0 0 1 1 7 12 24
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 0 0 1 86 0 13 37 225
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 1 3 13 218
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 12 0 4 5 60
On the Predictability of the DJIA and S&P500 Indices 0 0 0 36 0 1 8 36
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 19 0 6 11 123
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 1 203 0 4 18 723
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 1 79 0 1 8 198
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 3 6 509
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 145 0 1 5 511
Realized Volatility and Jumps in the Athens Stock Exchange 0 0 0 75 1 3 12 174
Return Signal Momentum 0 0 0 1 2 6 18 22
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 0 1 1 120 2 14 29 453
The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis 0 0 0 27 2 5 11 98
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 2 7 13 366
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 0 0 105 1 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 0 3 9 53
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 1 1 4 326 2 6 28 814
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 0 33 0 2 4 155
Total Working Papers 1 3 26 3,346 34 187 651 12,160
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 3 16 1,873
'Optimal' probabilistic and directional predictions of financial returns 0 0 0 41 0 2 11 147
Accruals and the performance of stock returns following external financing activities 0 0 0 2 1 3 19 29
Adaptive learning forecasting, with applications in forecasting agricultural prices 0 0 0 14 1 3 8 54
An improved moving average technical trading rule 0 0 3 39 1 11 24 151
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 0 2 13 267
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 0 1 6 16
Carbon intensity as a proxy for environmental performance and the informational content of the EPI 0 1 3 24 0 5 35 163
Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model 0 0 3 12 0 0 10 35
Corporate financing activities, fundamentals to price ratios and the cross section of stock returns 0 0 0 6 0 1 11 29
Covariance averaging for improved estimation and portfolio allocation 0 0 0 8 0 1 5 53
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 0 0 15 1 2 13 75
Earnings forecasting and mean–variance efficient portfolios in the United States 0 1 1 1 3 6 25 25
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 0 3 17 1 6 18 123
Economic integration, market discipline and productivity growth in Spain 0 0 0 50 1 2 9 214
European Integration and Competitiveness of EU New Member States 0 0 0 5 0 1 5 42
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 0 0 0 56 0 1 7 132
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 0 0 50 0 2 9 230
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors 0 2 8 8 3 8 29 29
External Financing, Growth and Stock Returns 0 0 0 4 0 3 10 33
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 1 2 11 1 5 13 82
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 0 57 1 4 10 323
Forecasting: theory and practice 0 2 10 61 5 61 180 503
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 3 9 100
Introducing the GVAR-GARCH model: Evidence from financial markets 0 0 3 8 2 5 19 34
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 2 4 0 2 8 25
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 0 0 11 0 4 6 67
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 0 0 14 1 4 14 86
Median-adaptive portfolios: a minimum criteria approach to asset allocation 0 0 0 0 1 3 5 5
Model Free Inference on Multivariate Time Series with Conditional Correlations 0 0 0 0 0 2 5 8
Modeling daily realized futures volatility with singular spectrum analysis 1 1 1 14 1 5 10 65
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis 0 0 1 5 1 3 9 43
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 0 0 3 198 1 7 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 9 54
Protection for sale and political regimes: Empirical evidence 0 0 0 2 0 3 6 18
Protection versus Promotion: An Empirical Investigation 0 0 0 36 0 2 4 205
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 0 6 12 66
Realized volatility in the futures markets 0 0 1 189 1 2 12 402
Return signal momentum 0 0 1 20 0 7 13 84
Robust model rankings of forecasting performance 0 0 0 4 0 0 3 25
Strategic Management of Small Enterprises in Commune of Peja 0 0 0 4 0 2 4 34
Structural VAR, MARMA and open economy models 0 0 0 31 1 2 9 153
Subsidies, Land Size and Agricultural Output 0 0 0 0 2 4 13 13
Superforecasting reality check: Evidence from a small pool of experts and expedited identification 0 0 0 4 1 5 22 53
Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present 0 0 0 10 0 3 5 72
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 1 1 1 13 1 4 15 155
The Effects of Corporate Bonds on Employment: Early Evidence from Greece 0 0 0 3 1 1 6 36
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 4 0 2 10 45
The implications of retained and distributed earnings for future profitability and stock returns 0 0 0 45 0 2 17 215
The sectoral consequences of private equity acquisitions: Spillovers in wages and employment 0 1 4 5 2 4 20 23
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 0 59 0 4 10 266
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots 0 0 0 15 0 2 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 2 10 51 1,701 35 247 839 7,819

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 5 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 1 1 5 20
Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure 0 0 0 0 1 5 8 10
Introduction 0 0 0 0 0 4 9 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 2 4 11
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 0 3 17 31
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 2 15 37
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 3 5 7
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 0 6 1 5 13 53
Total Chapters 0 0 0 18 4 43 117 305

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Statistics updated 2026-06-04