Information about:
Nikitas Pittis

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Affiliation

• Department of Banking and Financial Management
  University of Piraeus

  Location: Piraeus, Greece
  Homepage: http://www.unipi.gr/akad_tmhm/xrhm_trap/xrhm_trap_index.html
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  Handle: RePEc:edi:dfpirgr (registered authors at this institution)

Working papers

1. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
   Other versions:
   • Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," Discussion Papers of DIW Berlin 874, DIW Berlin, German Institute for Economic Research. [Downloadable!]

2. Dimitrios Malliaropulos & Ekaterini Panopoulou & Nikitas Pittis & Theologos Pantelidis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," The Institute for International Integration Studies Discussion Paper Series iiisdp135, IIIS. [Downloadable!]
   Other versions:
   • Ekaterini Panopoulou & Dimitrios Malliaropulos & Theologos Pantelidis & Nikitas Pittis, 2006. "The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates," Economics, Finance and Accounting Department Working Paper Series n1640306, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

3. Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006. "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics, Finance and Accounting Department Working Paper Series n1620106, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

4. Ekaterini Panopoulou & Nikitas Pittis & Sarantis Kalyvitis, 2006. "Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests," The Institute for International Integration Studies Discussion Paper Series iiisdp134, IIIS. [Downloadable!]
   Other versions:
   • Ekaterini Panopoulou & N. Pittis & S. Kalyvitis, 2006. "Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests," Economics, Finance and Accounting Department Working Paper Series n1660306, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]

5. Caporale, Guglielmo Maria & Pittis, Nikitas, 2004. "Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence," Economics Series 157, Institute for Advanced Studies. [Downloadable!]

6. Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
   Other versions:
   • Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas, 2004. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study," Economics Series 156, Institute for Advanced Studies. [Downloadable!]
   • Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

7. Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004. "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series 160, Institute for Advanced Studies. [Downloadable!]

8. Alogoskoufis, George & Martin, Christopher & Pittis, Nikitas, 1990. "Pricing and Product Market Structure in Open Economies: An Empirical Test," CEPR Discussion Papers 486, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

9. Guglielmo Maria Caporale & Nikitas Pittis, . "Nominal exchange rate regimes and the stochastic behaviour of real variables," NIESR Discussion Papers 39, National Institute of Economic and Social Research.
   Published as:
   • Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 395-415, June. [Downloadable!] (restricted)

10. Nikitas Pittis, . "Unanticipated exchange-rate changes and risk premia within the EMS," NIESR Discussion Papers 19, National Institute of Economic and Social Research.

1. Nikitas Pittis & Christina Christou & Sarantis Kalyvitis & Christis Hassapis, 2009. "Long-Run PPP under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate," Review of International Economics, Blackwell Publishing, vol. 17(1), pages 144-155, 02. [Downloadable!] (restricted)

2. Nikolaos Kourogenis & Nikitas Pittis, 2008. "Testing for a unit root under errors with just barely infinite variance," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(6), pages 1066-1087, November. [Downloadable!] (restricted)

3. Kourogenis, Nikolaos & Pittis, Nikitas, 2008. "Cointegration, variance shifts and the limiting distribution of the OLS estimator," Economics Letters, Elsevier, vol. 99(1), pages 103-106, April. [Downloadable!] (restricted)

4. Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005. "The Feldstein-Horioka puzzle revisited: A Monte Carlo study," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1143-1149, November. [Downloadable!] (restricted)

5. Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004. "Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 981-989, October. [Downloadable!] (restricted)

6. Ekaterini Panopoulou & Nikitas Pittis, 2004. "A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 585-617, December. [Downloadable!] (restricted)

7. Pantelidis, Theologos & Pittis, Nikitas, 2004. "Testing for Granger causality in variance in the presence of causality in mean," Economics Letters, Elsevier, vol. 85(2), pages 201-207, November. [Downloadable!] (restricted)

8. Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003. "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, vol. 80(2), pages 277-284, August. [Downloadable!] (restricted)

9. Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003. "IGARCH models and structural breaks," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 765-768, October. [Downloadable!] (restricted)

10. Caporale, Guglielmo Maria & Pittis, Nikitas & Spagnolo, Nicola, 2002. "Testing for Causality-in-Variance: An Application to the East Asian Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 235-45, July. [Downloadable!] (restricted)

11. Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis, 2002. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence," Southern Economic Journal, Southern Economic Association, vol. 68(3), pages 703-711, January.

12. CAPORALE., Guglielmo Maria & PITTIS., Nikitas, 2002. "Exogeneity and measurement of persistence," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]

13. Caporale, Guglielmo Maria & Pittis, Nikitas, 2002. "Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 207-23, April.

14. Christou, Christina & Pittis, Nikitas, 2002. "Kernel And Bandwidth Selection, Prewhitening, And The Performance Of The Fully Modified Least Squares Estimation Method," Econometric Theory, Cambridge University Press, vol. 18(04), pages 948-961, August. [Downloadable!]

15. CAPORALE., Guglielmo Maria & PITTIS., Nikitas, 2001. "Persistence in macroeconomic time series: Is it a model invariant property?," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]

16. Guglielmo Caporale & Nikitas Pittis, 2001. "Parameter instability, superexogeneity, and the monetary model of the exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(3), pages 501-524, September. [Downloadable!] (restricted)

17. Andreou, Elena & Pittis, Nikitas & Spanos, Aris, 2001. " On Modelling Speculative Prices: The Empirical Literature," Journal of Economic Surveys, Blackwell Publishing, vol. 15(2), pages 187-220, April. [Downloadable!] (restricted)

18. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 2001. "Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 637-650, August. [Downloadable!] (restricted)

19. Caporale, Guglielmo Maria & Pittis, Nikitas, 1999. " Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions," Journal of Economic Surveys, Blackwell Publishing, vol. 13(1), pages 1-35, February. [Downloadable!] (restricted)

20. Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos, 1999. "Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 47-73, January. [Downloadable!] (restricted)

21. Caporale, Guglielmo Maria & Pittis, Nikitas, 1999. " Unit Root Testing Using Covariates: Some Theory and Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 583-95, November. [Downloadable!] (restricted)

22. Christou, Christina & Pittis, Nikitas, 1999. "Forward versus reverse regression and cointegration," Economics Letters, Elsevier, vol. 65(2), pages 157-163, November. [Downloadable!] (restricted)

23. Hassapis, Christis & Kalyvitis, Sarantis & Pittis, Nikitas, 1999. "Cointegration and joint efficiency of international commodity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 213-231. [Downloadable!] (restricted)

24. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January. [Downloadable!] (restricted)

25. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns," Journal of Policy Modeling, Elsevier, vol. 20(5), pages 581-601, October. [Downloadable!] (restricted)

26. Caporale, G. M. & Pittis, N., 1998. "Cointegration and predictability of asset prices1," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 441-453, June. [Downloadable!] (restricted)

27. Caporale, Guglielmo Maria & Pittis, Nikitas, 1998. "Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials," Applied Financial Economics, Taylor and Francis Journals, vol. 8(6), pages 615-25, December. [Downloadable!] (restricted)

28. Caporale, Guglielmo Maria & Pittis, Nikitas, 1997. "Domestic and External Factors in Interest Rate Determination," Applied Financial Economics, Taylor and Francis Journals, vol. 7(5), pages 465-71, October. [Downloadable!] (restricted)

29. Caporale, Guglielmo Maria & Pittis, Nikitas, 1996. "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, vol. 13(1), pages 1-14, January. [Downloadable!] (restricted)

30. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714. [Downloadable!] (restricted)

31. Guglielmo Maria Caporale & Nikitas Pittis, 1996. "Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 565-69, April. [Downloadable!] (restricted)

32. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Interest Rate Linkages within the European Monetary System: An Alternative Interpretation," Applied Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 45-47, February. [Downloadable!] (restricted)

33. Guglielmo Caporale & Nikitas Pittis, 1995. "Inflation convergence in the EMS: Some additional evidence. A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(3), pages 587-593, September. [Downloadable!] (restricted)

34. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 395-415, June. [Downloadable!] (restricted)
    Other versions:
    • Guglielmo Maria Caporale & Nikitas Pittis, . "Nominal exchange rate regimes and the stochastic behaviour of real variables," NIESR Discussion Papers 39, National Institute of Economic and Social Research.

35. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence," Economics Letters, Elsevier, vol. 45(1), pages 93-102, May. [Downloadable!] (restricted)

36. Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Testing for exchange rate bubbles using variance inequalities," Journal of Macroeconomics, Elsevier, vol. 16(2), pages 359-367. [Downloadable!] (restricted)

37. Pittis, Nikitas, 1993. "On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 61(2), pages 167-84, June.

38. Pittis, Nikitas, 1992. "Causes of the Forward Bias: Non-rational Expectations versus Risk Premia," Applied Economics, Taylor and Francis Journals, vol. 24(3), pages 317-25, March.

1. NEP-CBA: Central Banking (1) 2006-05-27
2. NEP-CMP: Computational Economics (1) 2004-10-21
3. NEP-ECM: Econometrics (1) 2004-10-21
4. NEP-ETS: Econometric Time Series (1) 2004-10-21
5. NEP-FIN: Finance (1) 2004-10-21
6. NEP-FMK: Financial Markets (1) 2006-05-27
7. NEP-IFN: International Finance (1) 2006-05-27

This page was last updated on 2009-11-21.