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Information about:
Costas Milas

Personal Details | Affiliation | Works
This is information that was supplied by Costas Milas in registering through RePEc. If you are Costas Milas , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Costas
Middle Name:
Last Name: Milas
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RePEc Short-ID: pmi119

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Affiliation

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This author is among the top 5% authors according to these criteria:
  1. Number of Works

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Christopher Martin & Costas Milas, 2009. "Causes of the Financial Crisis: an Assessment Using UK Data," Working Paper Series 10-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
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  2. Costas Milas & Ruthira Naraidoo, 2009. "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers 200923, University of Pretoria, Department of Economics. [Downloadable!]

  3. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2008. "Smooth Transition Models in Price Transmission," Working Paper Series 04-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]

  4. 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:

  5. Ram Kharel & Chris Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to Asset Prices," Money Macro and Finance (MMF) Research Group Conference 2006 153, Money Macro and Finance Research Group. [Downloadable!]

  6. Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Keele Economics Research Papers KERP 2007/12, Centre for Economic Research, Keele University. [Downloadable!]
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  7. 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!]

  8. Christopher Martin & Costas Milas, 2007. "Testing the Opportunistic Approach to Monetary Policy," Keele Economics Research Papers KERP 2007/02, Centre for Economic Research, Keele University. [Downloadable!]
    Other versions:

  9. 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:

  10. 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!]
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    Published as:

  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!]
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  12. Gabriella Legrenzi & Costas Milas, 2006. "Asymmetric and Non-Linear Adjustments in Local Fiscal Policy," Keele Economics Research Papers KERP 2006/16, Centre for Economic Research, Keele University. [Downloadable!]
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  13. 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!]

  14. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Discussion Paper Series 2006_6, Department of Economics, Loughborough University, revised Mar 2006. [Downloadable!]
    Other versions:
    Published as:

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

  16. Christopher Martin & Costas Milas, 2005. "The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US," Keele Economics Research Papers KERP 2006/15, Centre for Economic Research, Keele University, revised Aug 2006. [Downloadable!]

  17. 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:

  18. 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," Discussion Paper Series 2005_9, Department of Economics, Loughborough University, revised Sep 2005. [Downloadable!]
    Other versions:

  19. Gabriella Legrenzi & Costas Milas, 2005. "Non-linear real exchange rate effects in the UK labour market," Macroeconomics 0507019, EconWPA. [Downloadable!]
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  20. Christopher Martin & Costas Milas, 2005. "Uncertainty and Monetary Policy Rules in the United States," Economics and Finance Discussion Papers 05-22, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    Published as:

  21. Costas Milas & Phil Rothman, 2005. "Multivariate STAR Unemployment Rate Forecasts," Econometrics 0502010, EconWPA. [Downloadable!]

  22. Christopher Martin & Costas Milas, 2004. "Uncertainty and UK Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2004 65, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:

  23. Christopher Martin & Michael Arghyrou & Costas Milas, 2004. "Nonlinear inflation dynamics: evidence from the UK," Money Macro and Finance (MMF) Research Group Conference 2003 59, Money Macro and Finance Research Group. [Downloadable!]

  24. Costas Milas, 2003. "Non-linear multivariate adjustment of the UK real exchange rate," City University Economics Discussion Papers 03/08, Department of Economics, City University, London. [Downloadable!]

  25. 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!]
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    Published as:

  26. 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!]
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  27. 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:

  28. Gabriella Legrenzi & Costas Milas, 2002. "Asymmetric and non-linear adjustment in the revenue-expenditure models," Economics and Finance Discussion Papers 02-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:

  29. Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach," Public Policy Discussion Papers 02-29, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    Published as:

  30. Costas Milas & Jesus Otero & Theodore Panagiotidis, 2001. "Forecasting the spot prices of various coffee types using linear and non-linear error correction models," BORRADORES DE INVESTIGACIÓN 002737, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    Published as:

  31. Jesús Otero & Costas Milas, 2001. "Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach," CeNDEF Workshop Papers, January 2001 PO2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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    Published as:

  32. Jesus Otero & Costas Milas, 2000. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)," BORRADORES DE INVESTIGACIÓN 003232, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]

  33. 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!]

  34. 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!]

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:

  2. Christopher Martin & Costas Milas, 2009. "Uncertainty And Monetary Policy Rules In The United States," Economic Inquiry, Western Economic Association International, vol. 47(2), pages 206-215, 04. [Downloadable!] (restricted)
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  3. Clements, Michael P. & Milas, Costas & van Dijk, Dick, 2009. "Forecasting returns and risk in financial markets using linear and nonlinear models," International Journal of Forecasting, Elsevier, vol. 25(2), pages 215-217. [Downloadable!] (restricted)

  4. 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)

  5. 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:

  6. Ilias Lekkos & Costas Milas & Theodore Panagiotidis, 2007. "Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(8), pages 601-619. [Downloadable!]
    Other versions:

  7. 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:

  8. Milas, Costas, 2006. "Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford Univers," International Journal of Forecasting, Elsevier, vol. 22(1), pages 198-199. [Downloadable!] (restricted)

  9. 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:

  10. 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:

  11. 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:

  12. 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)

  13. 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:

  14. Milas, Costas & Otero, Jesus, 2003. "Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach," Economic Modelling, Elsevier, vol. 20(1), pages 165-179, January. [Downloadable!] (restricted)
    Other versions:

  15. Legrenzi, Gabriella & Milas, Costas, 2002. "Beyond the Demand: The Importance of Supply-Side and Institutional Factors in the Growth of Governments," Applied Economics Letters, Taylor and Francis Journals, vol. 9(8), pages 523-27, June. [Downloadable!] (restricted)

  16. 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)

  17. Ana María Iregui & Costas Milas & Jesus Otero, 2002. "On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 6(3). [Downloadable!]
    Other versions:

  18. 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)

  19. Otero, Jesus & Milas, Costas, 2001. "Modelling the spot prices of various coffee types," Economic Modelling, Elsevier, vol. 18(4), pages 625-641, December. [Downloadable!] (restricted)

  20. Milas, Costas K, 2000. "Employment, Output and Political Business Cycle Effects in the Greek Non-tradable Sector," Applied Economics, Taylor and Francis Journals, vol. 32(2), pages 123-33, February. [Downloadable!] (restricted)

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

  22. Milas, Costas, 1998. "Demand for Greek Imports Using Multivariate Cointegration Techniques," Applied Economics, Taylor and Francis Journals, vol. 30(11), pages 1483-92, November. [Downloadable!] (restricted)

  23. Milas, Costas, 1998. "Long-run structural estimation of labour market equations with an application to Greece1," Economic Modelling, Elsevier, vol. 16(1), pages 149-161, January. [Downloadable!] (restricted)

  24. RePEc:bep:sndecm:10:2006:1:1285-1285 is not listed on IDEAS

  25. RePEc:bep:sndecm:6:2002:3:1093-1093 is not listed on IDEAS

NEP Fields

38 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-05-27
  2. NEP-CBA: Central Banking (20) 2002-07-08 2004-10-18 2006-05-13 2006-05-27 2006-05-27 2006-07-21 2006-11-25 2006-11-25 2006-11-25 2007-02-24 2007-04-09 2007-08-08 2007-09-24 2007-11-10 2007-11-10 2007-11-10 2008-11-18 2009-06-17 2009-10-31 2009-10-31 Author is listed
  3. NEP-COM: Industrial Competition (1) 2007-02-24
  4. NEP-ECM: Econometrics (3) 2005-04-16 2006-05-13 2007-11-10
  5. NEP-EEC: European Economics (4) 2005-07-25 2007-02-24 2007-11-10 2008-11-18
  6. NEP-ENE: Energy Economics (2) 2007-02-24 2008-02-09
  7. NEP-ETS: Econometric Time Series (5) 2004-07-11 2005-04-16 2005-11-05 2006-04-22 2007-11-10 Author is listed
  8. NEP-FDG: Financial Development & Growth (1) 2009-10-31
  9. NEP-FIN: Finance (3) 2002-07-08 2005-06-14 2006-05-27
  10. NEP-FMK: Financial Markets (6) 2005-11-05 2006-04-22 2006-05-13 2006-05-27 2006-05-27 2008-11-18 Author is listed
  11. NEP-FOR: Forecasting (5) 2005-11-05 2006-04-22 2006-05-13 2006-05-27 2007-11-10 Author is listed
  12. NEP-IFN: International Finance (3) 2004-11-22 2005-11-05 2007-11-10
  13. NEP-MAC: Macroeconomics (28) 2004-07-11 2004-09-30 2004-10-18 2004-10-18 2005-06-14 2005-11-05 2006-04-22 2006-05-13 2006-05-27 2006-05-27 2006-05-27 2006-05-27 2006-05-27 2006-07-21 2006-11-25 2006-11-25 2006-11-25 2006-11-25 2007-02-24 2007-04-09 2007-08-08 2007-09-24 2007-11-10 2007-11-10 2007-11-10 2008-11-18 2009-06-17 2009-10-31 Author is listed
  14. NEP-MON: Monetary Economics (19) 2002-07-08 2004-07-18 2004-09-30 2004-10-18 2006-05-27 2006-05-27 2006-07-21 2006-11-25 2006-11-25 2006-11-25 2007-02-24 2007-04-09 2007-08-08 2007-09-24 2007-11-10 2007-11-10 2007-11-10 2008-11-18 2009-10-31 Author is listed
  15. NEP-OPM: Open MacroEconomics (1) 2009-10-31
  16. NEP-PBE: Public Economics (2) 2006-05-27 2006-11-25
  17. NEP-PKE: Post Keynesian Economics (1) 2006-07-21
  18. NEP-URE: Urban & Real Estate Economics (1) 2006-11-25
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This page was last updated on 2009-11-12.

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