This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Citations of
Costas Milas

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Christopher Martin & Costas Milas, 2008. "The Sub-Prime Crisis and UK Monetary Policy," Working Paper Series 31-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
    Other versions:

    Cited by:

    1. E Philip Davis, 2008. "Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?," RBA Annual Conference Volume, in: Paul Bloxham & Christopher Kent (ed.), Lessons from the Financial Turmoil of 2007 and 2008 Reserve Bank of Australia. [Downloadable!]

  2. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2007. "Dynamics in the European Petroleum Markets," Keele Economics Research Papers KERP 2007/04, Centre for Economic Research, Keele University. [Downloadable!]

    Cited by:

    1. Axel Dreher & Tim Krieger, 2007. "Diesel price convergence and mineral oil taxation in Europe," Working Papers 5, University of Paderborn, CIE Center for International Economics. [Downloadable!]
      Other versions:

  3. Costas Milas & Philip Rothman, 2007. "Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts," Working Paper Series 49-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
    Published as:

    Cited by:

    1. Österholm, Pär, 2009. "Improving Unemployment Rate Forecasts Using Survey Data," Working Paper 112, National Institute of Economic Research. [Downloadable!]

  4. Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Martin, Christopher & Milas, C, 2009. "Causes of the Financial Crisis: An Assessment using UK Data," Department of Economics Working Papers 15961, University of Bath, Department of Economics. [Downloadable!]

  5. Christopher Martin & Costas Milas, 2006. "The Impact of Uncertainty on Monetary Policy Rules in the UK," Keele Economics Research Papers KERP 2006/09, Centre for Economic Research, Keele University. [Downloadable!]

    Cited by:

    1. Sheila Dow & Matthias Klaes & Alberto Montagnoli, 2007. "Risk and Uncertainty in Central Bank Signals: An Analysis of MPC Minutes," Keele Economics Research Papers KERP 2007/05, Centre for Economic Research, Keele University. [Downloadable!]

  6. Jakob Madsen & Costas Milas, 2005. "The Price-Dividend Relationship In Inflationary And Deflationary Regimes," Econometrics 0506002, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. GIOT, Pierre & PETITJEAN, Mikael, 2006. "The information content of the Bond-Equity Yield Ratio: better than a random walk?," CORE Discussion Papers 2006089, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
      Other versions:
    2. GIOT, Pierre & PETITJEAN, Mikael, 2006. "Short-term market timing using the Bond-Equity Yield Ratio," CORE Discussion Papers 2006090, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
      Other versions:

  7. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Macroeconomics 0507019, EconWPA. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Serra, Teresa & Zilberman, David & Gil, Jose M. & Goodwin, Barry K., 2008. "Nonlinearities in the US corn-ethanol-oil price system," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6512, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  8. Michael Arghyrou & Christopher Martin & Costas Milas, 2003. "Non-linear Inflationary Dynamics: Evidence from the UK," Economics and Finance Discussion Papers 03-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June. [Downloadable!] (restricted)
      Other versions:
    2. Costas Milas, 2007. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Keele Economics Research Papers KERP 2007/07, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    3. D R Osborn & M Sensier, 2004. "Modelling UK Inflation: Persistence, Seasonality and Monetary Policy," Centre for Growth and Business Cycle Research Discussion Paper Series 46, Economics, The Univeristy of Manchester. [Downloadable!]

  9. Ilias Lekkos & Costas Milas, 2002. "Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach," Public Policy Discussion Papers 02-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:

    Cited by:

    1. Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    2. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2005. "On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models," Keele Economics Research Papers KERP 2005/13, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:

  10. Martin, Christopher & Costas Milas, 2002. "Modelling Monetary Policy: Inflation Targeting in Practice," Royal Economic Society Annual Conference 2002 137, Royal Economic Society. [Downloadable!]
    Published as:

    Cited by:

    1. Ruthira Naraidoo & Rangan Gupta, 2009. "Modelling monetary policy in South Africa: Focus on inflation targeting era using a simple learning rule," Working Papers 200904, University of Pretoria, Department of Economics. [Downloadable!]
    2. A. Kontonikas & A. Montagnoli, 2002. "Has Monetary Policy Reacted To Asset Price Movements: Evidence From The Uk," Economics and Finance Discussion Papers 02-11, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
      Other versions:
    3. Alexander Mihailov, 2005. "Has More Independence Affected Bank of England's Reaction Function under Inflation Targeting? Lessons from Taylor Rule Empirics," Economics Discussion Papers 601, University of Essex, Department of Economics. [Downloadable!]
    4. Denise Osborn & Marianne Sensier, 2007. "UK inflation: persistance, seasonality and monetary policy," The School of Economics Discussion Paper Series 0716, Economics, The University of Manchester. [Downloadable!]
      Other versions:
    5. Fabián Gredig, 2007. "Asymmetric Monetary Policy Rules and the Achievement of the Inflation Target: The Case of Chile," Working Papers Central Bank of Chile 451, Central Bank of Chile. [Downloadable!]
    6. Paolo Surico, 2004. "Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences," Computing in Economics and Finance 2004 108, Society for Computational Economics. [Downloadable!]
      Other versions:
    7. Vítor Castro, 2008. "Are Central Banks following a linear or nonlinear (augmented) Taylor rule?," NIPE Working Papers 19/2008, NIPE - Universidade do Minho. [Downloadable!]
      Other versions:
    8. M Kesriyeli & D R Osborn & M Sensier, 2004. "Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany," Centre for Growth and Business Cycle Research Discussion Paper Series 44, Economics, The Univeristy of Manchester. [Downloadable!]
      Other versions:
    9. Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2005. ""Taylored" rules. Does one fit (or hide) all?," HEI Working Papers 04-2005, Economics Section, The Graduate Institute of International Studies, revised Apr 2006. [Downloadable!]
    10. David McMillan, 2008. "Non-linear cointegration and adjustment: an asymmetric exponential smooth-transition model for US interest rates," Empirical Economics, Springer, vol. 35(3), pages 591-606, November. [Downloadable!] (restricted)
    11. Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:
    12. Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
    13. Michael Arghyrou, 2009. "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, vol. 36(3), pages 621-643, June. [Downloadable!] (restricted)
      Other versions:
    14. Doyle, Matthew & Falk, Barry L., 2006. "Do Asymmetric Central Bank Preferences Help Explain Observed Inflation Outcomes?," Staff General Research Papers 12501, Iowa State University, Department of Economics. [Downloadable!]
      Other versions:
    15. Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," City University Economics Discussion Papers 04/05, Department of Economics, City University, London. [Downloadable!]
      Other versions:
    16. Alvaro Aguiar & Manuel M. F. Martins, 2005. "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," FEP Working Papers 182, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
    17. Alexander Mihailov, 2005. "Operational Independence, Inflation Targeting and UK Monetary Policy," Economics Discussion Papers 602, University of Essex, Department of Economics. [Downloadable!]
      Other versions:
    18. Cinzia Alcidi & Alessandro Flamini & Andrea Fracasso, 2005. "``Taylored'' Rules. Does One Fit All?," Keele Economics Research Papers KERP 2007/06, Centre for Economic Research, Keele University, revised Mar 2007. [Downloadable!]
    19. Manuel M F Martins & Alvaro Aguiar, 2005. "Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker," Money Macro and Finance (MMF) Research Group Conference 2005 41, Money Macro and Finance Research Group. [Downloadable!]
    20. Nelson, Edward, 2001. "UK Monetary Policy 1972-97: A Guide Using Taylor Rules," CEPR Discussion Papers 2931, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  11. Otero, J.G. & Milas, C., 1998. "Modeling The Behaviour of the Spot Prices of Various Types of Coffee," The Warwick Economics Research Paper Series (TWERPS) 524, University of Warwick, Department of Economics. [Downloadable!]

    Cited by:

    1. Ben Shepherd, 2005. "Market Power in International Commodity Processing Chains: Preliminary Results from the Coffee Market," International Trade 0511013, EconWPA. [Downloadable!]

Articles

  1. Costas Milas, 2009. "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 168-182, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January. [Downloadable!] (restricted)

    Cited by:

    1. Marina Di Giacomo & Massimiliano Piacenza & Gilberto Turati, 2009. "Are "Flexible" Taxation Mechanisms Effective in Stabilizing Fuel Prices? An Evaluation Considering the Italian Fuel Markets," Working Papers 7, University of Torino, Department of Economics and Public Finance "G. Prato". [Downloadable!]

  3. Milas, Costas & Rothman, Philip, 2008. "Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts," International Journal of Forecasting, Elsevier, vol. 24(1), pages 101-121. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Costas Milas & Gabriella Legrenzi, 2006. "Non-linear Real Exchange Rate Effects in the UK Labour Market," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(1). [Downloadable!]
    Other versions:

    See citations under working paper version above.

  5. Michael Arghyrou & Christopher Martin & Costas Milas, 2005. "Non-linear inflationary dynamics: evidence from the UK," Oxford Economic Papers, Oxford University Press, vol. 57(1), pages 51-69, January. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Madsen, Jakob B. & Milas, Costas, 2005. "The price-dividend relationship in inflationary and deflationary regimes," Finance Research Letters, Elsevier, vol. 2(4), pages 260-269, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Christopher Martin & Costas Milas, 2004. "Modelling Monetary Policy: Inflation Targeting in Practice," Economica, London School of Economics and Political Science, vol. 71(281), pages 209-221, 05. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Lekkos, Ilias & Milas, Costas, 2004. "Time-varying excess returns on UK government bonds: A non-linear approach," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 45-62, January. [Downloadable!] (restricted)

    Cited by:

    1. Angelos Kanas, 2009. "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer, vol. 33(2), pages 111-127, April. [Downloadable!] (restricted)
    2. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2009. "Non-linear predictability in stock and bond returns: when and where is it exploitable?," Working Papers 2008-010, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:

  9. Milas, Costas & Otero, Jesus, 2002. "Smooth Transition Vector Error Correction Models for the Spot Prices of Coffee," Applied Economics Letters, Taylor and Francis Journals, vol. 9(14), pages 925-28, November. [Downloadable!] (restricted)

    Cited by:

    1. Costas Milas & Jesús Otero & Theodore Panagiotidis, 2004. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 277-288. [Downloadable!]
      Other versions:

  10. Gabriella Legrenzi & Costas Milas, 2002. "The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth," International Tax and Public Finance, Springer, vol. 9(4), pages 435-449, August. [Downloadable!] (restricted)

    Cited by:

    1. Gabriella Legrenzi, 2006. "The Permanent Effect of Domestic Income on the Growth of Governments," Keele Economics Research Papers KERP 2006/19, Centre for Economic Research, Keele University. [Downloadable!]
    2. Gabriella Deborah Legrenzi, 2009. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    3. Marcelo de Paiva Abreu & Marcelo Cunha Medeiros & Rogério L.F. Werneck, 2003. "Formação de preços de commodities: padrões de vinculação dos preços internos ao externos," Textos para discussão 474, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    4. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear adjustments in fiscal policy," Keele Economics Research Papers KERP 2005/04, Centre for Economic Research, Keele University. [Downloadable!]
      Other versions:

  11. Milas, Costas, 1999. "Labor Market Decisions and Greek Manufacturing Competitiveness," Journal of Policy Modeling, Elsevier, vol. 21(4), pages 505-513, July. [Downloadable!] (restricted)

    Cited by:

    1. Milas, C. & Otero, J., 1999. "Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case," The Warwick Economics Research Paper Series (TWERPS) 528, University of Warwick, Department of Economics. [Downloadable!]

Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.

This page was last updated on 2009-12-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.