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 2 2 11 227
A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift 0 0 0 46 1 1 9 133
Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation 0 0 1 30 2 12 31 297
Can Greece be saved? Current Account, fiscal imbalances and competitiveness 0 0 0 39 1 1 9 128
Can Greece be saved?: current account, fiscal imbalances and competitiveness 0 0 0 8 1 1 4 43
Consumer Confidence and Elections 0 0 0 64 4 5 12 257
Consumer Confidence and Elections 0 0 2 78 5 5 19 368
Consumer Confidence and Elections 0 0 1 44 1 3 13 283
Covariance Averaging for Improved Estimation and Portfolio Allocation 0 0 0 29 1 1 10 100
Economic Value of Realized Covariance Forecasts: The European Case 0 0 0 43 0 3 12 143
Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices 0 0 1 51 4 7 22 129
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices 0 0 0 13 4 7 13 56
Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter? 0 0 2 442 0 2 18 2,334
Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? 0 0 4 115 3 3 12 492
Forecasting multivariate time series with the Theta Method 0 0 1 107 6 7 15 312
Forecasting: theory and practice 1 1 5 95 3 5 45 154
Growth, De-Regulation and Rent-Seeking in Post-War British Economy 0 0 0 8 4 5 18 76
Growth, de-regulation and rent-seeking in post-war British Economy 0 0 0 54 1 1 5 43
Improving Forecasting Performance by Window and Model Averaging 0 0 0 26 3 4 15 124
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 43 4 6 15 196
Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery 0 0 0 4 2 2 11 32
Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets 0 0 1 83 1 1 10 364
Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets 0 0 0 15 1 2 9 74
Insights into the accuracy of social scientists' forecasts of societal change 0 0 0 1 5 6 11 23
Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis 0 0 1 86 6 18 37 225
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 63 1 2 12 217
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 12 2 4 6 60
NoVaS Transformations: Flexible Inference for Volatility Forecasting 0 0 0 7 1 3 7 52
On the Predictability of the DJIA and S&P500 Indices 0 0 1 36 0 5 9 36
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 1 203 3 7 18 723
Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration 0 0 0 19 4 6 11 123
Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root 0 0 1 79 1 2 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 3 5 11 174
Realized Volatility and Asymmetries in the A.S.E. Returns 0 0 0 158 2 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 4 11 173
Return Signal Momentum 0 0 0 1 3 5 16 20
The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies 1 1 1 120 8 12 27 451
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 4 9 96
The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing 0 0 0 9 2 2 11 56
The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity 0 0 0 35 2 3 9 200
The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity 0 0 0 90 2 3 9 309
The Role of Realized Volatility in the Athens Stock Exchange 0 0 0 115 3 6 11 364
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts 0 0 1 105 2 2 10 221
The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis 0 0 0 29 2 3 9 53
Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500 0 1 3 325 2 9 28 812
Trade, openness and domestic conflict: an empirical investigation for Latin America 0 0 0 33 2 3 4 155
Total Working Papers 2 3 27 3,345 113 204 633 12,126
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 3 16 1,873
'Optimal' probabilistic and directional predictions of financial returns 0 0 0 41 1 3 11 147
Accruals and the performance of stock returns following external financing activities 0 0 0 2 2 2 18 28
Adaptive learning forecasting, with applications in forecasting agricultural prices 0 0 0 14 1 2 7 53
An improved moving average technical trading rule 0 0 3 39 7 11 23 150
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 2 4 10 21
Can we obtain realistic parameter estimates for the `protection for sale' model? 0 0 0 64 1 4 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 1 1 4 24 4 5 36 163
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 1 2 11 29
Covariance averaging for improved estimation and portfolio allocation 0 0 0 8 1 1 5 53
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues 0 0 0 15 1 3 12 74
Earnings forecasting and mean–variance efficient portfolios in the United States 0 1 1 1 0 3 22 22
Econometric testing of the real option hypothesis: evidence from investment in oil tankers 0 0 3 17 5 7 17 122
Economic integration, market discipline and productivity growth in Spain 0 0 0 50 0 2 8 213
European Integration and Competitiveness of EU New Member States 0 0 0 5 1 2 5 42
Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America 0 0 0 56 0 1 8 132
Exchange rate pass-through and relative prices: An industry-level empirical investigation 0 0 0 50 2 3 9 230
Explaining and Predicting Momentum Performance Shifts Across Time and Sectors 1 4 8 8 2 11 26 26
External Financing, Growth and Stock Returns 0 0 1 4 1 3 12 33
Firm's R & D Behavior Under Rational Expectations 0 0 0 0 6 7 11 110
Forecasting Multivariate Time Series with the Theta Method 0 1 2 11 3 5 12 81
Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? 0 0 0 57 3 3 9 322
Forecasting: theory and practice 0 3 11 61 31 83 189 498
Global FDI Convergence Patterns?: Evidence from International Comparisons 0 0 0 0 4 6 15 81
Growth, deregulation and rent seeking in post-war British economy 0 0 0 0 2 2 14 36
Information in balance sheets for future stock returns: Evidence from net operating assets 0 0 0 19 1 3 9 100
Introducing the GVAR-GARCH model: Evidence from financial markets 0 0 3 8 1 5 17 32
Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns 0 0 2 4 1 2 8 25
Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries 0 0 0 11 3 4 6 67
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities 0 0 0 14 3 3 13 85
Median-adaptive portfolios: a minimum criteria approach to asset allocation 0 0 0 0 2 2 4 4
Model Free Inference on Multivariate Time Series with Conditional Correlations 0 0 0 0 2 2 5 8
Modeling daily realized futures volatility with singular spectrum analysis 0 0 0 13 4 5 9 64
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis 0 1 1 5 1 4 9 42
Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance 0 0 3 198 5 7 13 474
Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization 0 0 0 0 1 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 4 5 9 54
Protection for sale and political regimes: Empirical evidence 0 0 0 2 2 4 6 18
Protection versus Promotion: An Empirical Investigation 0 0 0 36 2 3 4 205
Realized volatility and jumps in the Athens Stock Exchange 0 0 0 5 5 6 12 66
Realized volatility in the futures markets 0 0 1 189 1 1 11 401
Return signal momentum 0 0 1 20 4 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 2 2 4 34
Structural VAR, MARMA and open economy models 0 0 0 31 1 1 8 152
Subsidies, Land Size and Agricultural Output 0 0 0 0 0 2 11 11
Superforecasting reality check: Evidence from a small pool of experts and expedited identification 0 0 0 4 4 7 21 52
Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present 0 0 0 10 1 3 5 72
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies 0 0 0 12 2 3 14 154
The Effects of Corporate Bonds on Employment: Early Evidence from Greece 0 0 0 3 0 1 5 35
The Role of Realised Volatility in the Athens Stock Exchange 0 0 0 4 2 3 10 45
The implications of retained and distributed earnings for future profitability and stock returns 0 0 0 45 0 4 18 215
The sectoral consequences of private equity acquisitions: Spillovers in wages and employment 1 1 4 5 2 4 18 21
Trade, openness, and domestic conflict: An empirical investigation for Latin America 0 0 0 59 3 4 10 266
Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots 0 0 0 15 0 3 4 34
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU 0 0 0 3 1 1 4 32
“Regulate me not”: The regulatory failures of taxation: A tale from Greece 0 0 0 9 1 1 2 35
Total Journal Articles 3 12 52 1,699 144 282 830 7,784

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 1 1 4 4
Can we obtain realistic parameter estimates for the ‘protection for sale’ model? 0 0 0 2 4 6 12 62
Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations 0 0 0 1 0 1 4 5
Forecasting Analytics 0 0 0 1 3 4 6 21
Foreign Exchange Rate Predictability: Seek and Ye Shall Find It 0 0 0 7 0 0 4 19
Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure 0 0 0 0 3 4 7 9
Introduction 0 0 0 0 3 4 9 9
Multinational Enterprise and Subsidiaries’ Absorptive Capacity and Global Knowledge Sourcing 0 0 0 0 4 5 5 5
Nearest Neighbor Forecasting Using Sparse Data Representation 0 0 0 0 1 2 4 11
PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION 0 0 0 0 3 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 5 5 9 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 1 14 36
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 2 3 6 7
“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP 0 0 0 6 3 4 13 52
Total Chapters 0 0 0 18 33 43 116 301

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Statistics updated 2026-05-06