All Stories

  1. Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model

    Article • Statistics & Probability Letters, April 2018, Elsevier

    Dr Yiannis Karavias

  2. Correcting for autocorrelation when the sample is small

    Article • Journal of Time Series Econometrics, January 2017, De Gruyter

    Dr Yiannis Karavias, ELIAS TZAVALIS

  3. Inflation convergence in the EMU

    Article • Journal of Empirical Finance, December 2016, Elsevier

    Dr Yiannis Karavias

  4. A comparison of investors’ sentiments and risk premium effects on valuing shares

    Article • Finance Research Letters, May 2016, Elsevier

    Dr Yiannis Karavias

  5. The impact of government size on economic growth: A threshold analysis

    Article • Economics Letters, February 2016, Elsevier

    Dr Yiannis Karavias, Stylianos Asimakopoulos

  6. Almost All About Unit Roots: Foundations, Developments, and Applications, by InChoi. Published by Cambridge University Press, Cambridge, 2015. Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 9781107097339 (hardb

    Article • Journal of Time Series Analysis, September 2015, Wiley

    Dr Yiannis Karavias

  7. Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends

    Article • Journal of Time Series Analysis, June 2015, Wiley

    Dr Yiannis Karavias

  8. Local power of panel unit root tests allowing for structural breaks

    Article • Econometric Reviews, June 2015, Taylor & Francis

    Dr Yiannis Karavias

  9. Optimal versus realized bank credit risk and monetary policy

    Article • Journal of Financial Stability, February 2015, Elsevier

    Dr Yiannis Karavias

  10. Testing for unit roots in short panels allowing for a structural break

    Article • Computational Statistics & Data Analysis, August 2014, Elsevier

    Dr Yiannis Karavias

  11. A fixed-

    Article • Economics Letters, July 2014, Elsevier

    Dr Yiannis Karavias