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Publications

by alumni of

Department of Economics
Athens University of Economics and Business (AUEB)
Athens, Greece

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters | Software components |

Working papers

2023

  1. Marco Barassi & Yiannis Karavias & Chongxian Zhu, 2023. "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2308.04057, arXiv.org.

2022

  1. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers 2211.06707, arXiv.org, revised Jan 2023.
  2. Fotis, Panagiotis & Korre, Maria, 2022. "The relationship between Competition, Tourism and Sustainable Development: three interdependent topics," MPRA Paper 115289, University Library of Munich, Germany, revised 15 Sep 2022.

2021

  1. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021. "Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata," Papers 2110.14550, arXiv.org, revised Oct 2021.
  2. Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Papers 2111.03035, arXiv.org.
  3. Jiaqi Xiao & Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "Improved Tests for Granger Non-Causality in Panel Data," Discussion Papers 21-06, Department of Economics, University of Birmingham.
  4. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," Discussion Papers 21-12, Department of Economics, University of Birmingham.
  5. Polemis, Michael & Fotis, Panagiotis & Tzeremes, Panagiotis & Tzeremes, Nickolaos, 2021. "On the examination of the decoupling effect of air pollutants from economic growth: A convergence analysis for the US," MPRA Paper 106412, University Library of Munich, Germany.

2020

  1. Stylianos Asimakopoulos & Filipa Da Silva Fernandes & Yiannis Karavias, 2020. "Firm Heterogeneity and Trade Credit Behaviour," Discussion Papers 20-20, Department of Economics, University of Birmingham.
  2. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020. "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers 20-21, Department of Economics, University of Birmingham.
  3. Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers 32/20, Monash University, Department of Econometrics and Business Statistics.
  4. Fotis, Panagiotis & Tselekounis, Markos, 2020. "Optimal Reduction of Cartel Fines induced by the Settlement Procedure," MPRA Paper 99154, University Library of Munich, Germany.

2019

  1. Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.

2018

  1. Fotis, Panagiotis & Polemis, Michael, 2018. "Sustainable development, environmental policy and renewable energy use: A dynamic panel data approach," MPRA Paper 85018, University Library of Munich, Germany.
  2. Fotis, Panagiotis & Polemis, Michael, 2018. "The impact of market deregulation on milk price: A dynamic panel data approach," MPRA Paper 86542, University Library of Munich, Germany.

2015

  1. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015. "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers 15/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  2. Stylianos Asimakopoulos & Yiannis Karavias, 2015. "The impact of government size on economic growth: a threshold analysis," Discussion Papers 15/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  3. Fotis, Panagiotis & Pekka, Victoria & Polemis, Michael, 2015. "Intervalling-effect bias and evidences for competition policy," MPRA Paper 63211, University Library of Munich, Germany.
  4. Polemis, Michael & Fotis, Panagiotis, 2015. "Measuring the Magnitude of Significant Market Power in the Manufacturing and Services Industries: A Cross Country Approach," MPRA Paper 63245, University Library of Munich, Germany.
  5. Fotis, Panagiotis & Polemis, Michael & Eleftheriou, Konstantinos, 2015. "Upward Pricing Pressure Formulations with Logit Demand and Endogenous Partial Acquisitions," MPRA Paper 66049, University Library of Munich, Germany.

2014

  1. Yiannis Karavias & Elias Tzavalis, 2014. "A fixed-T version of Breitung's panel data unit root test and its asymptotic local power," Discussion Papers 14/02, University of Nottingham, Granger Centre for Time Series Econometrics.

2013

  1. Yiannis Karavias & Elias Tzavalis, 2013. "The power performance of fixed-T panel unit root tests allowing for structural breaks," Discussion Papers 13/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  2. Manthos D. Delis & Yiannis Karavias, 2013. "Optimal versus realized bank credit risk and monetary policy," Discussion Papers 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.

2012

  1. Yiannis Karavias & Elias Tzavalis, 2012. "The local power of fixed-T panel unit root tests allowing for serially correlated errors," Discussion Papers 12/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  2. Karavias, Yiannis & Tzavalis, Elias, 2012. "On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors," MPRA Paper 43131, University Library of Munich, Germany.

2011

  1. Polemis, Michail & Fotis, Panagiotis, 2011. "Gasoline price asymmetries in the Euro Zone," MPRA Paper 32755, University Library of Munich, Germany.
  2. Fotis, Panagiotis, 2011. "Firm's damages from antitrust & abuse of dominant position investigations," MPRA Paper 32788, University Library of Munich, Germany, revised 13 Aug 2011.
  3. Zevgolis, Nikolaos & Fotis, Panagiotis, 2011. "Prohibition of parallel Imports as a hard core Restriction of Article 4 of Block Exception Regulation for vertical Agreements: European Law and Economics," MPRA Paper 32870, University Library of Munich, Germany.
  4. Polemis, Michail & Fotis, Panagiotis, 2011. "The gasoline Industry in European Union and the USA," MPRA Paper 35097, University Library of Munich, Germany.

Journal articles

2024

  1. Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2024. "The forward premium anomaly and the currency carry trade hypothesis," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 203-218.

2023

  1. Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund, 2023. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 653-666, July.
  2. Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen, 2023. "Improved tests for Granger noncausality in panel data," Stata Journal, StataCorp LP, vol. 23(1), pages 230-242, March.

2022

  1. Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2022. "Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 694-715.
  2. Yiannis Karavias & Elias Tzavalis & Haotian Zhang, 2022. "Missing Values in Panel Data Unit Root Tests," Econometrics, MDPI, vol. 10(1), pages 1-11, March.
  3. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2022. "Panel unit-root tests with structural breaks," Stata Journal, StataCorp LP, vol. 22(3), pages 664-678, September.
  4. Michael L. Polemis & Panagiotis Fotis & Panayiotis G. Tzeremes & Nickolaos G. Tzeremes, 2022. "On the examination of the decoupling effect of air pollutants from economic growth: a convergence analysis for the US," Letters in Spatial and Resource Sciences, Springer, vol. 15(3), pages 691-707, December.

2021

  1. Efthymios Argyropoulos & Nikolaos Elias & Dimitris Smyrnakis & Elias Tzavalis, 2021. "Can country-specific interest rate factors explain the forward premium anomaly?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(2), pages 252-269, April.
  2. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021. "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1593-1621, May.
  3. Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
  4. Panagiotis N. Fotis, 2021. "Sustainable Development and Competition Policy," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-1.
  5. Panagiotis Fotis & Michael Polemis, 2021. "The impact of regulation in shelf life on milk price," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 28(1), pages 19-47, January.

2019

  1. Yiannis Karavias & Elias Tzavalis, 2019. "Generalized fixed‐T panel unit root tests," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(4), pages 1227-1251, December.
  2. Zevgolis Nikolaos E. & Fotis Panagiotis N., 2019. "A Rule of Reason Approach for Passive Minority Interests within the European Union," Review of Law & Economics, De Gruyter, vol. 15(3), pages 1-41, November.

2018

  1. Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias, 2018. "Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 54-59.
  2. Panagiotis Fotis & Michael Polemis, 2018. "Sustainable development, environmental policy and renewable energy use: A dynamic panel data approach," Sustainable Development, John Wiley & Sons, Ltd., vol. 26(6), pages 726-740, November.

2017

  1. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
  2. Yiannis Karavias & Elias Tzavalis, 2017. "Local power of panel unit root tests allowing for structural breaks," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1123-1156, November.
  3. Fotis, Panagiotis & Karkalakos, Sotiris & Asteriou, Dimitrios, 2017. "The relationship between energy demand and real GDP growth rate: The role of price asymmetries and spatial externalities within 34 countries across the globe," Energy Economics, Elsevier, vol. 66(C), pages 69-84.
  4. Panagiotis N. Fotis & Michael L. Polemis & Konstantinos Eleftheriou, 2017. "Unilateral effects of partial acquisitions: consistent calculation of GUPPI under horizontal merger guidelines within the EU," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 44(3), pages 315-325, September.

2016

  1. Y. Karavias, 2016. "Almost All About Unit Roots: Foundations, Developments, and Applications , by In Choi . Published by Cambridge University Press , Cambridge , 2015 . Total number of pages: 295. ISBN: 9781107482500 (pa," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 143-144, January.
  2. Yiannis Karavias & Elias Tzavalis, 2016. "Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 222-239, March.
  3. Asimakopoulos, Stylianos & Karavias, Yiannis, 2016. "The impact of government size on economic growth: A threshold analysis," Economics Letters, Elsevier, vol. 139(C), pages 65-68.
  4. Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V., 2016. "Inflation convergence in the EMU," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 241-253.
  5. Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016. "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, vol. 17(C), pages 1-6.
  6. Michael L. Polemis & Panagiotis N. Fotis, 2016. "Measuring the Magnitude of Significant Market Power in the Manufacturing and Services Industries: A Cross Country Approach," Journal of Industry, Competition and Trade, Springer, vol. 16(1), pages 51-79, March.

2015

  1. Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
  2. Michael L Polemis & Panagiotis N Fotis, 2015. "Rent seeking oligopolistic behaviour in European gasoline markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 827-833.
  3. Panagiotis N. Fotis & Victoria Pekka-Oikonomou & Michael L. Polemis, 2015. "Intervalling-Effect Bias and Competition Policy," Journal of Reviews on Global Economics, Lifescience Global, vol. 4, pages 96-107.

2014

  1. Karavias, Yiannis & Tzavalis, Elias, 2014. "Testing for unit roots in short panels allowing for a structural break," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 391-407.
  2. Karavias, Yiannis & Tzavalis, Elias, 2014. "A fixed-T version of Breitung’s panel data unit root test," Economics Letters, Elsevier, vol. 124(1), pages 83-87.
  3. Polemis, Michael L. & Fotis, Panagiotis N., 2014. "The taxation effect on gasoline price asymmetry nexus: Evidence from both sides of the Atlantic," Energy Policy, Elsevier, vol. 73(C), pages 225-233.
  4. Nikolaos Zevgolis & Panagiotis Fotis, 2014. "Prohibition of parallel imports as a vertical restraint: per se approach or a misunderstanding?," European Journal of Law and Economics, Springer, vol. 38(2), pages 317-342, October.
  5. Panagiotis N. Fotis, 2014. "Economic Tools for Merger Appraisal: A Theoretical and Empirical Standpoint," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 24-32.

2013

  1. Polemis, Michael L. & Fotis, Panagiotis N., 2013. "Do gasoline prices respond asymmetrically in the euro zone area? Evidence from cointegrated panel data analysis," Energy Policy, Elsevier, vol. 56(C), pages 425-433.
  2. Panagiotis N. Fotis, 2013. "Merger enforcement: law and statistical evidence worldwide," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 5(3), pages 272-285.

2012

  1. Panagiotis N. Fotis, 2012. "Competition policy in periods of economic downturn," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 4(5), pages 560-576.

2011

  1. Panagiotis Fotis & Michael Polemis & Nikolaos Zevgolis, 2011. "Robust Event Studies for Derogation from Suspension of Concentrations in Greece during the Period 1995–2008," Journal of Industry, Competition and Trade, Springer, vol. 11(1), pages 67-89, March.
  2. Nikolaos ZEVGOLIS & Panagiotis FOTIS, 2011. "Prohibition Of Parallel Imports As A Hard Core Restriction Of Article 4 Of Block Exception Regulation For Vertical Agreements European Law And Economics," Journal of Advanced Research in Law and Economics, ASERS Publishing, vol. 2(4), pages 162-174.

Chapters

2022

  1. Yiannis Karavias, 2022. "Structural Breaks in Financial Panel Data," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 93, pages 2213-2228, Springer.

2019

  1. Panagiotis Fotis, 2019. "The Relationship Between Efficiency Measures and Environmental Pollution: An Empirical Study," Springer Proceedings in Business and Economics, in: Nicos Sykianakis & Persefoni Polychronidou & Anastasios Karasavvoglou (ed.), Economic and Financial Challenges for Eastern Europe, pages 473-495, Springer.

2012

  1. Panagiotis N. Fotis, 2012. "Competition Policy and Firm’s Damages," Chapters, in: Joseph E. Harrington Jr & Yannis Katsoulacos (ed.), Recent Advances in the Analysis of Competition Policy and Regulation, chapter 6, Edward Elgar Publishing.

Software components

2021

  1. Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen, 2021. "XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data," Statistical Software Components S458934, Boston College Department of Economics, revised 08 Jan 2023.
  2. Pengyu Chen & Yiannis Karavias, 2021. "XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks," Statistical Software Components S458955, Boston College Department of Economics, revised 29 Jul 2027.
  3. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021. "XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data," Statistical Software Components S459010, Boston College Department of Economics, revised 13 Jan 2022.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.