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Information about:
Dimitrios D. Thomakos

Personal Details | Affiliation | Works
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Personal Details

First Name: Dimitrios
Middle Name: D.
Last Name: Thomakos
Suffix:

RePEc Short-ID: pth19

Email:
Homepage: http://econ.uop.gr/~thomakos
Postal Address: Department of Economics School of Management and Economics University of Peloponnese Tripolis Campus GR-22100 Greece
Phone: +30-2710-230132

Affiliation

(in no particular order)

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. Dimitrios Thomakos & Konstantinos Nikolopoulos, 2009. "The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts," Working Papers 0034, University of Peloponnese, Department of Economics. [Downloadable!]

  2. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Economic Value of Realized Covariance Forecasts: The European Case," Working Papers 00042, University of Peloponnese, Department of Economics. [Downloadable!]

  3. Konstantinos Nikolopoulos & Dimitrios Thomakos & Fotios Petropoulos & Vassilis Assimakopoulos, 2009. "Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500," Working Papers 0033, University of Peloponnese, Department of Economics. [Downloadable!]

  4. Markus Jochmann, 2009. "What Belongs Where? Variable Selection for Zero-Infl ated Count Models with an Application to the Demand for Health Care," Working Paper Series 45-07, Rimini Centre for Economic Analysis. [Downloadable!]

  5. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics. [Downloadable!]

  6. Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics. [Downloadable!]

  7. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for m-period Differences of Processes with a Unit Root," Working Papers 0030, University of Peloponnese, Department of Economics. [Downloadable!]

  8. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers 0024, University of Peloponnese, Department of Economics. [Downloadable!]
    Other versions:

  9. Dimitrios Thomakos, 2008. "A Note on Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots with Drift," Working Papers 0025, University of Peloponnese, Department of Economics. [Downloadable!]

  10. Dimitrios Thomakos & Tao Wang, 2007. "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers 0006, University of Peloponnese, Department of Economics. [Downloadable!]

  11. Dimitrios D. Thomakos & Constantina Kottaridi & Diego MŽndez-Carbajo, 2007. "Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery," Working Paper Series 43-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
    Other versions:

  12. Dimitrios D. Thomakos & George Papanastasopoulos & Tao Wang, 2007. "The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing," Working Paper Series 46-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]

  13. Constantina Kottaridi & Marina Papanastassiou & Christos Pitelis & Dimitrios Thomakos, 2007. "The Multinational Corporation and the global sourcing of knowledge: Remodeling absorptive capacity," Working Papers 008, University of Peloponnese, Department of Economics. [Downloadable!]
    Other versions:

  14. Georgios Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2007. "Information in Balance Sheets about Future Stock Returns: Evidence from Net Operating Assets," Working Papers 0009, University of Peloponnese, Department of Economics. [Downloadable!]

  15. Dimitrios D. Thomakos & George Papanastasopoulos & Tao Wang & Gikas Hardouvelis, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper Series 47-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]

  16. Dimitrios D. Thomakos & Gikas A. Hardouvelis, 2007. "Consumer Confidence and Elections," Working Paper Series 42-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
    Other versions:

  17. Dimitris Politis & Dimitrios Thomakos, 2007. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," Working Papers 0005, University of Peloponnese, Department of Economics. [Downloadable!]
    Other versions:

  18. Prasad Bhattacharya & Dimitrios D. Thomakos, 2006. "Trade, Openness and Domestic Conflict: An Empirical Investigation for Latin America," Economics Series 2006_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    Published as:

  19. Prasad Bhattacharya & Cem A. Karayalcin & Dimitrios D. Thomakos, 2006. "Exchange Rate Pass-Through and Relative Prices: An Industry-Level Empirical Investigation," Economics Series 2006_17, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    Published as:

  20. Dimitrios D. Thomakos & Michail S. Koubouros, 2005. "Realized Volatility and Asymmetries in the A.S.E. Returns," Finance 0504009, EconWPA, revised 17 Jan 2006. [Downloadable!]
    Other versions:

  21. Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2004. "Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?," Econometric Society 2004 Australasian Meetings 293, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

Articles

  1. Thomakos, Dimitrios D. & Wang, Tao, 2010. "[`]Optimal' probabilistic and directional predictions of financial returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 102-119, January. [Downloadable!] (restricted)

  2. Bhattacharya, Prasad S. & Karayalcin, Cem A. & Thomakos, Dimitrios D., 2008. "Exchange rate pass-through and relative prices: An industry-level empirical investigation," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1135-1160, November. [Downloadable!] (restricted)
    Other versions:

  3. Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008. "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 134-150. [Downloadable!] (restricted)
    Other versions:

  4. Monica Escaleras & Dimitrios D. Thomakos, 2008. "Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America," Review of Development Economics, Blackwell Publishing, vol. 12(2), pages 372-385, 05. [Downloadable!] (restricted)

  5. Prasad S. Bhattacharya & Dimitrios D. Thomakos, 2007. "Trade, openness, and domestic conflict: an empirical investigation for Latin America," Economics of Peace and Security Journal, Economists for Peace and Security (UK), vol. 2(2), pages 77-80, June. [Downloadable!] (restricted)
    Other versions:

  6. Devashish Mitra & Dimitrios Thomakos & Mehmet Ulubasoglu, 2006. "Can we obtain realistic parameter estimates for the `protection for sale' model?," Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 187-210, February. [Downloadable!] (restricted)

  7. Dimitrios D. Thomakos & Prasad S. Bhattacharya, 2005. "Firm's R & D Behavior Under Rational Expectations," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 40(2), pages 145-165, December.

  8. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubasoblu, 2004. "Protection versus Promotion: An Empirical Investigation," Economics and Politics, Blackwell Publishing, vol. 16(2), pages 147-162, 07. [Downloadable!] (restricted)

  9. Thomakos, Dimitrios D. & Guerard, John Jr., 2004. "Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance," International Journal of Forecasting, Elsevier, vol. 20(1), pages 53-67. [Downloadable!] (restricted)

  10. Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May. [Downloadable!] (restricted)

  11. Diego Méndez-Carbajo & Dimitrios Thomakos, 2003. "Economic integration, market discipline and productivity growth in Spain," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 12(4), pages 359-375, December. [Downloadable!] (restricted)

  12. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoglu, 2002. ""Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 497-508, August. [Downloadable!] (restricted)

  13. Dhrymes, Phoebus J. & Thomakos, Dimitrios D., 1998. "Structural VAR, MARMA and open economy models," International Journal of Forecasting, Elsevier, vol. 14(2), pages 187-198, June. [Downloadable!] (restricted)

NEP Fields

25 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (3) 2007-11-10 2007-11-10 2007-12-08
  2. NEP-CBA: Central Banking (3) 2007-11-10 2007-12-01 2008-11-18
  3. NEP-CDM: Collective Decision-Making (3) 2007-11-10 2007-12-01 2008-04-12
  4. NEP-CFN: Corporate Finance (2) 2007-11-10 2007-12-01
  5. NEP-CSE: Economics of Strategic Management (1) 2007-12-08
  6. NEP-ECM: Econometrics (8) 2007-11-10 2007-12-01 2008-04-15 2008-04-15 2008-07-30 2008-11-18 2009-03-14 2009-11-21 Author is listed
  7. NEP-EEC: European Economics (2) 2007-11-10 2007-12-01
  8. NEP-ETS: Econometric Time Series (9) 2007-11-10 2007-12-01 2007-12-01 2008-04-15 2008-04-15 2008-07-30 2008-11-18 2009-03-14 2009-03-14 Author is listed
  9. NEP-FIN: Finance (2) 2005-04-16 2005-07-11
  10. NEP-FMK: Financial Markets (4) 2007-12-01 2007-12-01 2008-03-08 2009-11-21
  11. NEP-FOR: Forecasting (9) 2007-11-10 2007-12-01 2007-12-01 2008-04-15 2008-04-15 2008-07-30 2009-03-14 2009-03-14 2009-11-21 Author is listed
  12. NEP-IFN: International Finance (2) 2004-10-30 2008-07-30
  13. NEP-INO: Innovation (1) 2007-12-08
  14. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-12-08
  15. NEP-MAC: Macroeconomics (6) 2007-11-10 2007-11-10 2007-12-01 2007-12-01 2008-04-12 2008-11-18 Author is listed
  16. NEP-MON: Monetary Economics (2) 2007-11-10 2007-12-01
  17. NEP-MST: Market Microstructure (2) 2009-11-21 2009-11-21
  18. NEP-ORE: Operations Research (2) 2008-04-15 2008-07-30
  19. NEP-POL: Positive Political Economics (3) 2007-11-10 2007-12-01 2008-04-12
  20. NEP-RMG: Risk Management (3) 2007-11-10 2007-12-01 2008-03-08
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This page was last updated on 2010-3-20.

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