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Publications

by alumni of

Economics Department
University of Strathclyde
Glasgow, United Kingdom

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 |

Working papers

Undated material is listed at the end

2024

  1. Ekaterina Pirozhkova & Nicola Viegi, 2024. "Change of the SARBs preferred inflation target in 2017 the conditional forecast story," Occasional Bulletin of Economic Notes 11051, South African Reserve Bank.
  2. Tumisang Loate & Nicola Viegi, 2024. "Can monetary and fiscal policy account for South Africas economic stagnation," Working Papers 11054, South African Reserve Bank.
  3. Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org.

2023

  1. Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  2. Dimitris Korobilis & Maximilian Schroder, 2023. "Monitoring multicountry macroeconomic risk," Papers 2305.09563, arXiv.org.
  3. Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023. "IsSouthAfricafallingintoafiscaldominantregime," Working Papers 11041, South African Reserve Bank.
  4. Nicola Viegi & Vincent Dadam, 2023. "Investigating unemployment hysteresis in South Africa," Working Papers 11043, South African Reserve Bank.
  5. NORMAN Ana & TAMBA Marie & WEITZEL Matthias, 2023. "Data and methods for building a disaggregated EU investment matrix," JRC Research Reports JRC134919, Joint Research Centre.
  6. Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  7. Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
  8. Marco Fongoni & Daniel Schaefer & Carl Singleton, 2023. "When are wages cut? The roles of incomplete contracts and employee involvement," AMSE Working Papers 2303, Aix-Marseille School of Economics, France.
  9. Marco Fongoni & Daniel Schaefer & Carl Singleton, 2023. "Why wages don't fall in jobs with incomplete contracts," Economics Discussion Papers em-dp2023-12, Department of Economics, University of Reading.

2022

  1. Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
  2. Dimitris Korobilis & Maximilian Schroder, 2022. "Probabilistic quantile factor analysis," Papers 2212.10301, arXiv.org, revised Dec 2022.
  3. Luchelle Soobyah & Nicola Viegi, 2022. "CanNationalTreasurydocontractionarymonetarypolicy," Working Papers 11031, South African Reserve Bank.
  4. Norman-Lopez, Ana & Wojtowicz, Krzysztof & Garaffa, Rafael & Tamba, Marie, 2022. "Disaggregating air, land and maritime transport sectors in the GTAP database," Conference papers 333415, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  5. Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
  6. Tony Chernis & Chris D'Souza & Kevin MacLean & Tasha Reader & Joshua Slive & Farrukh Suvankulov, 2022. "The Business Leaders’ Pulse—An Online Business Survey," Discussion Papers 2022-14, Bank of Canada.
  7. Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022. "Reassessing the dependence between economic growth and financial conditions since 1973," CAMA Working Papers 2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Marco Fongoni, 2022. "Does Pay Inequality Affect Worker Effort? An Assessment of Existing Laboratory Designs," AMSE Working Papers 2230, Aix-Marseille School of Economics, France.
  9. Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1999, DIW Berlin, German Institute for Economic Research.
  10. Fongoni, Marco & Norris, Jonathan & Romiti, Agnese & Shi, Zhan, 2022. "Reference Dependent Aspirations and Peer Effects in Education," IZA Discussion Papers 15785, Institute of Labor Economics (IZA).

2021

  1. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  2. Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
  3. Maria Demertzis & Nicola Viegi, 2021. "Low interest rates in Europe and the US- one trend, two stories," Policy Contributions 41560, Bruegel.
  4. Dadam, Vincent & Viegi, Nicola, 2021. "Hysteresis without Hope: investigating unemployment persistence in South Africa," MPRA Paper 108129, University Library of Munich, Germany.
  5. Vincent Dadam & Nicola Viegi, 2021. "Estimating a New Keynesian Wage Phillips Curve," Working Papers 202107, University of Pretoria, Department of Economics.
  6. Tumisang Loate & Nicola Viegi, 2021. "The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?," Working Papers 202109, University of Pretoria, Department of Economics.
  7. Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021. "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers 11006, South African Reserve Bank.
  8. Ekaterina Pirozhkova & Nicola Viegi & Tumisang Loate, 2021. "Sailing into the Wind: evaluating the (near) future of Monetary Policy in South Africa," Working Papers 25, Economic Research Southern Africa.
  9. Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).

2020

  1. Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  2. Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Papers 2004.11486, arXiv.org.
  3. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
  4. Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
  5. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 202033, University of Pretoria, Department of Economics.
  6. Alberto Coco & Nicola Viegi, 2020. "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers 10024, South African Reserve Bank.
  7. Roger Sandilands & Ramesh Chandra, 2020. "Nicolas Kaldor, increasing returns and Verdoorn's Law," Working Papers 2002, University of Strathclyde Business School, Department of Economics.
  8. KERAMIDAS Kimon & DIAZ VAZQUEZ Ana R. & WEITZEL Matthias & VANDYCK Toon & TAMBA Marie & TCHUNG-MING Stephane & SORIA RAMIREZ Antonio & KRAUSE Jette & VAN DINGENEN Rita & SO CHAI Qimin & FU Sha & WEN X, 2020. "Global Energy and Climate Outlook 2019: Electrification for the low-carbon transition," JRC Research Reports JRC119619, Joint Research Centre.

2019

  1. Dr Sofia Monteiro & Justine Burns & Patrizio Piraino, 2019. "‘The Prince and the Pauper’: The effect of inherited-wealth status on productivity in the lab," Working Papers 172, Economic Research Southern Africa.
  2. Alberto Coco & Nicola Viegi, 2019. "Assessing inflation targeting and its communication," Working Papers 206, Economic Research Southern Africa.
  3. Dadam,Vincent & Hanusch,Marek & Viegi,Nicola, 2019. "Why South Africa Is Cheap for the Rich and Expensive for the Poor : Reconsidering the Balassa-Samuelson Effect," Policy Research Working Paper Series 8942, The World Bank.
  4. Wojtowicz, Krzysztof & Rey, Luis & Temursho, Umed & Saveyn, Bert & Vandyck, Toon & Tamba, Marie & Weitzel, Matthias, 2019. "PIRAMID: a new methodology to build baselines for CGE models," Conference papers 333023, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  5. Tamba, Marie & Krause, Jette & Grosso, Monica & Duboz, Amandine & Saveyn, Bert & Ciuffo, Biagio, 2019. "Socio-Economic Impacts of Future Mobility Disruption Scenarios," Conference papers 333032, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  6. ALONSO RAPOSO Maria & CIUFFO Biagio & ARDENTE Fulvio & AURAMBOUT Jean Philippe & Gianmarco BALDINI & Robert BRAUN & Panayotis CHRISTIDIS & Aris Christodoulou & Amandine DUBOZ & Sofia FELICI & Jaime FE, 2019. "The future of road transport," JRC Research Reports JRC116644, Joint Research Centre.
  7. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.

2018

  1. Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  2. Korobilis, D & Yilmaz, K, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Essex Finance Centre Working Papers 20937, University of Essex, Essex Business School.
  3. Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
  4. Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  5. Korobilis, Dimitris, 2018. "Machine Learning Macroeconometrics A Primer," Essex Finance Centre Working Papers 22666, University of Essex, Essex Business School.
  6. Vincent Dadam & Nicola Viegi, 2018. "Systemic, Sectoral Risk and the Myth of a Corporate Savings Glut," World Bank Publications - Reports 30195, The World Bank Group.
  7. REY LOS SANTOS Luis & WOJTOWICZ Krzysztof & TAMBA Marie & VANDYCK Toon & WEITZEL Matthias & SAVEYN Bert & TEMURSHO Umed, 2018. "Global macroeconomic balances for mid-century climate analyses," JRC Research Reports JRC113981, Joint Research Centre.
  8. Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
  9. Tony Chernis & Corinne Luu, 2018. "Disaggregating Household Sensitivity to Monetary Policy by Expenditure Category," Staff Analytical Notes 2018-32, Bank of Canada.
  10. Nikolaos Antonakakis & Mina Dragouni & Bruno Eeckels & George Filis, 2018. "The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms," BAFES Working Papers BAFES14, Department of Accounting, Finance & Economic, Bournemouth University.
  11. Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018. "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
  12. Nikolaos Antonakakis & David Gabauer & Rangan Gupta & Vasilios Plakandaras, 2018. "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach," Working Papers 201802, University of Pretoria, Department of Economics.
  13. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "International Monetary Policy Spillovers: Evidence from a TVP-VAR," Working Papers 201806, University of Pretoria, Department of Economics.
  14. Nikolaos Antonakakis & David Gabauer & Rangan Gupta, 2018. "Greek Economic Policy Uncertainty: Does it Matter for the European Union?," Working Papers 201840, University of Pretoria, Department of Economics.
  15. Marco Fongoni, 2018. "Workers' reciprocity and the (ir)relevance of wage cyclicality for the volatility of job creation," Working Papers 1809, University of Strathclyde Business School, Department of Economics.
  16. Marco Fongoni, 2018. "A theoretical note on asymmetries in intensity and persistence of reciprocity in labour markets," Working Papers 1815, University of Strathclyde Business School, Department of Economics.

2017

  1. Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," BCAM Working Papers 1705, Birkbeck Centre for Applied Macroeconomics.
  2. Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
  3. Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  4. Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
  5. Roger Sandilands, 2017. "Albert Hirschman, Lauchlin Currie, 'linkages' theory, and Paul Rosenstein Rodan's 'big push'," Working Papers 1717, University of Strathclyde Business School, Department of Economics.
  6. André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
  7. Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
  8. Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.
  9. Antonakakis, Nikolaos & Gabauer, David, 2017. "Refined Measures of Dynamic Connectedness based on TVP-VAR," MPRA Paper 78282, University Library of Munich, Germany.
  10. Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017. "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers 201702, University of Pretoria, Department of Economics.
  11. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
  12. Christophe André & Nikolaos Antonakakis & Rangan Gupta & Mulatu F. Zerihun, 2017. "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies," Working Papers 201711, University of Pretoria, Department of Economics.

2016

  1. Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  2. Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
  3. Korobilis, D & Pettenuzzo, D, 2016. "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers 18626, University of Essex, Essex Business School.
  4. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa," Working Papers 201628, University of Pretoria, Department of Economics.
  5. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis," Working Papers 201642, University of Pretoria, Department of Economics.
  6. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Political and Economic Dynamics of Foreign Aid in Africa: A case study of United States and Chinese Aid to Sub -Sahara Africa," Working Papers 594, Economic Research Southern Africa.
  7. Adél Bosch & Fanie Joubert & Jannie Rossouw, 2016. "Can currency in circulation predict South African economic activity?," Working Papers 71, Economic Research Southern Africa.
  8. Ramaele Moshoeshoe, 2016. "Birth order effects on education attainment and child labour: Evidence from Lesotho," Working Papers 93, Economic Research Southern Africa.
  9. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016. "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series wp-2016-40, World Institute for Development Economic Research (UNU-WIDER).
  10. Antonakakis, Nikolaos & Collins, Alan, 2016. "A Suicidal Kuznets Curve?," MPRA Paper 71108, University Library of Munich, Germany.
  11. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016. "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers 201605, University of Pretoria, Department of Economics.
  12. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli K. Segnon, 2016. "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013," Working Papers 201607, University of Pretoria, Department of Economics.
  13. Nikolaos Antonakakis & Christina Christou & Juncal Cunado & Rangan Gupta, 2016. "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area," Working Papers 201616, University of Pretoria, Department of Economics.
  14. Nikolaos Antonakakis & Tsangyao Chang & Juncal Cunado & Rangan Gupta, 2016. "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis," Working Papers 201619, University of Pretoria, Department of Economics.
  15. Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
  16. Nikolaos Antonakakis & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2016. "Is Inflation Persistence Different in Reality?," Working Papers 201663, University of Pretoria, Department of Economics.

2015

  1. BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  3. Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers 2015-72, Scottish Institute for Research in Economics (SIRE).
  4. Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," SIRE Discussion Papers 2015-73, Scottish Institute for Research in Economics (SIRE).
  5. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers 2015-75, Scottish Institute for Research in Economics (SIRE).
  6. Kavli, Haakon & Viegi, Nicola, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," MPRA Paper 66875, University Library of Munich, Germany, revised Sep 2015.
  7. Kavli, Haakon & Viegi, Nicola, 2015. "Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model," MPRA Paper 66897, University Library of Munich, Germany.
  8. Vincent Dadam & Nicola Viegi, 2015. "Labour Market and Monetary Policy in South Africa," Working Papers 201569, University of Pretoria, Department of Economics.
  9. Antonakakis, Nikolaos & Gupta, Rangan & Andre, Christophe, 2015. "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns," MPRA Paper 62464, University Library of Munich, Germany.
  10. Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios, 2015. "International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach," MPRA Paper 67223, University Library of Munich, Germany.
  11. Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2015. "Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach," MPRA Paper 67419, University Library of Munich, Germany.
  12. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2015. "Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma," MPRA Paper 67422, University Library of Munich, Germany.
  13. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos, 2015. "Dynamic Connectedness of UK Regional Property Prices," MPRA Paper 68421, University Library of Munich, Germany.
  14. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015. "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper 72085, University Library of Munich, Germany.
  15. Nikolaos Antonakakis & Rangan Gupta & Aviral Kumar Twari, 2015. "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013," Working Papers 2015100, University of Pretoria, Department of Economics.
  16. Nikolaos Antonakakis & Christophe Andre & Rangan Gupta, 2015. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy," Working Papers 201521, University of Pretoria, Department of Economics.
  17. Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015. "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers 201552, University of Pretoria, Department of Economics.
  18. Nikolaos Antonakakis & Rangan Gupta, 2015. "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Working Papers 201573, University of Pretoria, Department of Economics.
  19. Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2015. "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test," Working Papers 201576, University of Pretoria, Department of Economics.
  20. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015. "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers 201579, University of Pretoria, Department of Economics.
  21. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2015. "The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014," Working Papers 201584, University of Pretoria, Department of Economics.
  22. Marco Fongoni & Alex Dickson, 2015. "A theory of wage setting behavior," Working Papers 1505, University of Strathclyde Business School, Department of Economics, revised Feb 2016.

2014

  1. Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
  2. Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
  3. Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  4. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
  5. Nikolaos Antonakakis & Max Breitenlechner & Johann Scharler, 2014. "How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?," Working Papers 2014-07, Faculty of Economics and Statistics, Universität Innsbruck.
  6. Antonakakis, Nikolaos & Kizys, Renatas & Floros, Christos, 2014. "Dynamic Spillover Effects in Futures Markets," MPRA Paper 53876, University Library of Munich, Germany.
  7. Antonakakis, Nikolaos & Collins, Alan, 2014. "Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality," MPRA Paper 58510, University Library of Munich, Germany.
  8. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper 59760, University Library of Munich, Germany.
  9. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics and Business, Department of Economics.
  10. Nikolaos Antonakakis & Harald Badinger & Wolf Heinrich Reuter, 2014. "From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers," Department of Economics Working Papers wuwp175, Vienna University of Economics and Business, Department of Economics.
  11. Nikolaos Antonakakis, 2014. "Sovereign Debt and Economic Growth Revisited: The Role of (Non-)Sustainable Debt Thresholds," Department of Economics Working Papers wuwp187, Vienna University of Economics and Business, Department of Economics.

2013

  1. Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  2. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
  3. Harold Ngalawa & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 201306, University of Pretoria, Department of Economics.
  4. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.
  5. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi," Working Papers 350, Economic Research Southern Africa.
  6. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR with Stochastic Volatility Approach," Working Papers 387, Economic Research Southern Africa.
  7. Antonakakis, Nikolaos, 2013. "Fiscal Austerity, Unemployment and Suicide Rates in Greece," MPRA Paper 45198, University Library of Munich, Germany.
  8. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2013. "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," MPRA Paper 48715, University Library of Munich, Germany.
  9. Mina Dragouni & George Filis & Nikolaos Antonakakis, 2013. "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," FIW Working Paper series 128, FIW.

2012

  1. Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
  2. Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
  3. Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi, 2012. "Financial Reforms and Consumption Behaviour in Malawi," Working Papers 201210, University of Pretoria, Department of Economics.
  4. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 201215, University of Pretoria, Department of Economics.
  5. Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
  6. Sandilands, Roger, 2012. "Social Housing Policies in Latin America and Singapore: Lessons for China," SIRE Discussion Papers 2012-59, Scottish Institute for Research in Economics (SIRE).
  7. Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of Euro," MPRA Paper 37869, University Library of Munich, Germany.
  8. Antonakakis, Nikolaos, 2012. "Business cycle synchronization during US recessions since the beginning of the 1870's," MPRA Paper 38341, University Library of Munich, Germany.
  9. Antonakakis, Nikolaos, 2012. "The great synchronization of international trade collapse," MPRA Paper 39859, University Library of Munich, Germany.
  10. Antonakakis, Nikolaos & Darby, Julia, 2012. "Forecasting Volatility in Developing Countries' Nominal Exchange Returns," MPRA Paper 40875, University Library of Munich, Germany.
  11. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.
  12. Antonakakis, Nikolaos, 2012. "Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades," MPRA Paper 43013, University Library of Munich, Germany.
  13. Antonakakis, Nikolaos & Vergos, Konstantinos, 2012. "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis," MPRA Paper 43284, University Library of Munich, Germany.
  14. Nikolaos Antonakakis & Harald Badinger, 2012. "Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries," Department of Economics Working Papers wuwp141, Vienna University of Economics and Business, Department of Economics.
  15. Nikolaos Antonakakis, 2012. "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro," FIW Working Paper series 080, FIW.
  16. Nikolaos Antonakakis & Harald Badinger, 2012. "Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries," FIW Working Paper series 098, FIW.
  17. Antonakakis, Nikolaos & Tondl, Gabriele, 2012. "Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging," Discussion Papers 1/12, Europa-Kolleg Hamburg, Institute for European Integration.

2011

  1. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  2. KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," LIDAM Discussion Papers CORE 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
  7. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
  8. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 201112, University of Pretoria, Department of Economics.
  9. Nikolaos Antonakakis & Johann Scharler, 2011. "Have Consumption Risks in the G7 Countries Become Diversified?," FIW Working Paper series 067, FIW.
  10. Nikolaos Antonakakis & Gabriele Tondl, 2011. "Has Integration Promoted Business Cycle Synchronization in the Enlarged EU?," FIW Working Paper series 075, FIW.
  11. Nikolaos Antonakakis & Gabriele Tondl, 2011. "Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian Model Averaging," FIW Working Paper series 076, FIW.

2010

  1. Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
  2. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
  3. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK," MPRA Paper 28542, University Library of Munich, Germany.
  4. Johannes W. Fedderke & Julius A. Agbor & Nicola Viegi, 2010. "How Does Colonial Origin Matter for Economic Performance in sub-Saharan Africa?," Working Papers 176, Economic Research Southern Africa.
  5. David Laidler & Roger Sandilands, 2010. "Harvard, the Chicago Tradition and the Quantity Theory: A Reply to James Ahiakpor," University of Western Ontario, Departmental Research Report Series 20104, University of Western Ontario, Department of Economics.
  6. Antonakakis, Nikolaos, 2010. "Ocial Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," SIRE Discussion Papers 2010-07, Scottish Institute for Research in Economics (SIRE).
  7. Nikolaos Antonakakis & Johann Scharler, 2010. "The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?," Economics working papers 2010-05, Department of Economics, Johannes Kepler University Linz, Austria.
  8. Nikolaos Antonakakis & Johann Scharler, 2010. "Have Consumption Risks in the G7 Countries Become Diversified?," Economics working papers 2010-16, Department of Economics, Johannes Kepler University Linz, Austria.
  9. Nikolaos Antonakakis, 2010. "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers 1002, University of Strathclyde Business School, Department of Economics.
  10. Nikolaos Antonakakis & Johann Scharler, 2010. "The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?," FIW Working Paper series 049, FIW.
  11. Nikolaos Antonakakis & Harald Badinger, 2010. "International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7," FIW Working Paper series 058, FIW.

2009

  1. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  2. Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
  3. Obinyeluaku, Moses & Viegi, Nicola, 2009. "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper 15372, University Library of Munich, Germany.
  4. Sandilands, Roger, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," SIRE Discussion Papers 2009-20, Scottish Institute for Research in Economics (SIRE).
  5. Sandilands, Roger, 2009. "An Archival Case Study: Revisiting The Life and Political Economy of Lauchlin Currie," SIRE Discussion Papers 2009-17, Scottish Institute for Research in Economics (SIRE).
  6. Sandilands, Roger, 2009. "New Evidence on Allyn Young’s Style and Influence as a Teacher," SIRE Discussion Papers 2009-16, Scottish Institute for Research in Economics (SIRE).
  7. Sandilands, Roger, 2009. "Hawtreyan Credit Deadlock or Keynesian Liquidity Trap? Lessons for Japan from the Great Depression," SIRE Discussion Papers 2009-14, Scottish Institute for Research in Economics (SIRE).
  8. Roger Sandilands, 2009. "New Evidence on Allyn Youngs Style and Influence as a Teacher," Working Papers 0905, University of Strathclyde Business School, Department of Economics.
  9. Nikolaos Antonakakis & Johann Scharler, 2009. "Volatility, Information and Stock Market Crashes," Economics working papers 2009-18, Department of Economics, Johannes Kepler University Linz, Austria.

2008

  1. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  2. Demertzis, Maria & Viegi, Nicola & Marcellino, Massimiliano, 2008. "A Measure for Credibility: Tracking US Monetary Developments," CEPR Discussion Papers 7036, C.E.P.R. Discussion Papers.
  3. Philippe Aghion & Johannes Fedderke & Peter Howitt & Chandana Kularatne & Nicola Viegi, 2008. "Testing Creative Destruction in an Opening Economy : the Case of the South African Manufacturing Inudstries," Documents de Travail de l'OFCE 2008-23, Observatoire Francais des Conjonctures Economiques (OFCE).

2007

  1. Maria Demertzis & Nicola Viegi, 2007. "Inflation Targeting: a Framework for Communication," Working Papers 071, Economic Research Southern Africa.

2006

  1. Maria Demertzis & Nicola Viegi, 2006. "Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy," Computing in Economics and Finance 2006 150, Society for Computational Economics.

2005

  1. Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005 52, Money Macro and Finance Research Group.

2001

  1. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Credibility, Transparency and Asymmetric Information in Monetary Policy," CEPR Discussion Papers 2671, C.E.P.R. Discussion Papers.
  2. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Labour Market Reform and Monetary Policy in EMU: Do Asymmetries Matter?," CEPR Discussion Papers 2979, C.E.P.R. Discussion Papers.

2000

  1. David Laidler & Roger Sandilands, 2000. "An Early Harvard Memorandum on anti-Depression Policies. Introductory Note," University of Western Ontario, Departmental Research Report Series 20004, University of Western Ontario, Department of Economics.

Undated

  1. Kelle Howson & Vuyisiwe Mahafu & Zimbali Mncube, "undated". "Can a universal basic income contribute to breaking structural poverty in South Africa? Annotated Bibliography," Working Papers 02, Economic Research Southern Africa.

Journal articles

2024

  1. Koop Gary & Korobilis Dimitris & Ravazzolo Francesco, 2024. "Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 151-153, April.
  2. Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
  3. Fongoni, Marco, 2024. "Does pay inequality affect worker effort? An assessment of experimental designs and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 697-716.

2023

  1. Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  2. Ekaterina Pirozhkova & Nicola Viegi, 2023. "Changing the inflation target in emerging markets: the reward of reducing risk," Economics Bulletin, AccessEcon, vol. 43(3), pages 1453-1457.
  3. Weitzel, Matthias & Vandyck, Toon & Rey Los Santos, Luis & Tamba, Marie & Temursho, Umed & Wojtowicz, Krzysztof, 2023. "A comprehensive socio-economic assessment of EU climate policy pathways," Ecological Economics, Elsevier, vol. 204(PA).
  4. Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023. "Reassessing the dependence between economic growth and financial conditions since 1973," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
  5. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2023. "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 114-123.

2022

  1. Korobilis, Dimitris, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, vol. 148(C).
  2. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  3. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
  4. Tamba, Marie & Krause, Jette & Weitzel, Matthias & Ioan, Raileanu & Duboz, Louison & Grosso, Monica & Vandyck, Toon, 2022. "Economy-wide impacts of road transport electrification in the EU," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
  5. Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022. "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, vol. 78(C).

2021

  1. Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  2. Ramesh Chandra & Roger J. Sandilands, 2021. "Nicholas Kaldor, increasing returns and Verdoorn’s Law," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 44(2), pages 315-339, April.
  3. Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2021. "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, CEPII research center, issue 167, pages 29-38.
  4. Luqman, Muhammad & Antonakakis, Nikolaos, 2021. "Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth," Technological Forecasting and Social Change, Elsevier, vol. 173(C).
  5. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
  6. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "The impact of Euro through time: Exchange rate dynamics under different regimes," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1375-1408, January.

2020

  1. Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
  2. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 435-471, December.
  3. Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
  4. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020. "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, vol. 91(C).
  5. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2020. "Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions," JRFM, MDPI, vol. 13(4), pages 1-23, April.
  6. Nikolaos Antonakakis, 2020. "Recent developments in spatial econometrics," Journal of Geographical Systems, Springer, vol. 22(1), pages 3-4, January.

2019

  1. Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
  2. Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  3. Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
  4. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019. "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
  5. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, vol. 65(C).
  6. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019. "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 37-51.
  7. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019. "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
  8. Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019. "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 117-131, January.
  9. Dickson, Alex & Fongoni, Marco, 2019. "Asymmetric reference-dependent reciprocity, downward wage rigidity, and the employment contract," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 409-429.

2018

  1. Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  2. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018. "Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(S1), pages 120-140, January.
  3. Roger J. Sandilands, 2018. "Albert Hirschman, Lauchlin Currie, la teoría de los "eslabonamientos" y el "gran impulso" de Paul Rosenstein-Rodan," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 20(39), pages 53-68, July-Dece.
  4. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018. "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
  5. Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan & Plakandaras, Vasilios, 2018. "Dynamic connectedness of uncertainty across developed economies: A time-varying approach," Economics Letters, Elsevier, vol. 166(C), pages 63-75.
  6. Antonakakis, Nikolaos & Collins, Alan, 2018. "A suicidal Kuznets curve?," Economics Letters, Elsevier, vol. 166(C), pages 90-93.
  7. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
  8. Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan, 2018. "The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 1-9.
  9. Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer, 2018. "The dynamic connectedness of UK regional property returns," Urban Studies, Urban Studies Journal Limited, vol. 55(14), pages 3110-3134, November.
  10. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2018. "Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(4), pages 795-806, October.

2017

  1. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
  2. Korobilis, Dimitris, 2017. "Quantile regression forecasts of inflation under model uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 11-20.
  3. Haakon Kavli & Nicola Viegi, 2017. "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 3-27, March.
  4. Lecca, Patrizio & McGregor, Peter G. & Swales, Kim J. & Tamba, Marie, 2017. "The Importance of Learning for Achieving the UK's Targets for Offshore Wind," Ecological Economics, Elsevier, vol. 135(C), pages 259-268.
  5. Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
  6. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
  7. Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017. "The time-varying correlation between output and prices in the United States over the period 1800–2014," Economic Systems, Elsevier, vol. 41(1), pages 98-108.
  8. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 1-26.
  9. Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017. "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, vol. 23(C), pages 165-173.
  10. Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017. "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 129-139.
  11. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gracia, Fernando Perez de, 2017. "Oil dependence, quality of political institutions and economic growth: A panel VAR approach," Resources Policy, Elsevier, vol. 53(C), pages 147-163.
  12. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Energy consumption, CO2 emissions, and economic growth: An ethical dilemma," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P1), pages 808-824.
  13. Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017. "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1-8.
  14. Nikolaos Antonakakis & Rangan Gupta, 2017. "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(2), pages 543-560, September.

2016

  1. Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
  2. Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  3. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  4. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Nexus Between Foreign Direct Investment and Foreign Aid: An Analysis of Sub-Saharan African Countries," The African Finance Journal, Africagrowth Institute, vol. 18(2), pages 45-68.
  5. Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016. "Banking instability and deposit insurance: The role of moral hazard," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 323-350, November.
  6. Chance Ngamanya Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2016. "Evolution Of Monetary Policy Transmission Mechanism In Malawi: A Tvp-Var Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(1), pages 33-55, March.
  7. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016. "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, vol. 84(4), pages 437-481, July.
  8. Antonakakis, Nikolaos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2016. "Tourism and economic growth: Does democracy matter?," Annals of Tourism Research, Elsevier, vol. 61(C), pages 258-264.
  9. Antonakakis, N. & Badinger, H., 2016. "Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries," Economic Modelling, Elsevier, vol. 52(PB), pages 352-365.
  10. Antonakakis, Nikolaos & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2016. "Is inflation persistence different in reality?," Economics Letters, Elsevier, vol. 148(C), pages 55-58.
  11. Antonakakis, Nikolaos & Floros, Christos, 2016. "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 111-122.
  12. Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016. "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 406-418.
  13. Antonakakis, Nikolaos & Gogas, Periklis & Papadimitriou, Theophilos & Sarantitis, Georgios Antonios, 2016. "International business cycle synchronization since the 1870s: Evidence from a novel network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 286-296.
  14. Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
  15. Nikolaos Antonakakis & Vassilios Babalos & Clement Kyei, 2016. "Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test," Applied Economics, Taylor & Francis Journals, vol. 48(48), pages 4655-4665, October.
  16. Nikolaos Antonakakis & Christophe André & Rangan Gupta, 2016. "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy," Southern Economic Journal, John Wiley & Sons, vol. 83(2), pages 609-624, October.

2015

  1. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  2. Sandilands, Roger, 2015. "Jeremy Adelman, Worldly Philosopher: The Odyssey of Albert O. Hirschman (Princeton and Oxford: Princeton University Press, 2013), pp. xv + 740, $39.95, hardcover. ISBN 978-0-69115-567-8," Journal of the History of Economic Thought, Cambridge University Press, vol. 37(4), pages 674-680, December.
  3. Roger J. Sandilands, 2015. "The 1949 World Bank Mission to Colombia and the Competing Visions of Lauchlin Currie (1902-93) and Albert Hirschman (1915-2012)," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2015(1), pages 21-38.
  4. Roger Sandilands, 2015. "La misión del Banco Mundial a Colombia de 1949, y las visiones opuestas de Lauchlin Currie y Albert Hirschman," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(32), pages 213-232, January-J.
  5. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "Tourism and growth: The times they are a-changing," Annals of Tourism Research, Elsevier, vol. 50(C), pages 165-169.
  6. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "How strong is the linkage between tourism and economic growth in Europe?," Economic Modelling, Elsevier, vol. 44(C), pages 142-155.
  7. Antonakakis, Nikolaos & Kizys, Renatas, 2015. "Dynamic spillovers between commodity and currency markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 303-319.
  8. Antonakakis, Nikolaos & Breitenlechner, Max & Scharler, Johann, 2015. "Business cycle and financial cycle spillovers in the G7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 154-162.
  9. Antonakakis, Nikolaos & Collins, Alan, 2015. "The impact of fiscal austerity on suicide mortality: Evidence across the ‘Eurozone periphery’," Social Science & Medicine, Elsevier, vol. 145(C), pages 63-78.
  10. Nikolaos Antonakakis & Gabriele Tondl, 2015. "Robust determinants of OECD FDI in developing countries: Insights from Bayesian model averaging," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1095851-109, December.

2014

  1. Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  2. Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
  3. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
  4. Antonakakis, Nikolaos & Collins, Alan, 2014. "The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy," Social Science & Medicine, Elsevier, vol. 112(C), pages 39-50.
  5. N. Antonakakis & G. Tondl, 2014. "Does integration and economic policy coordination promote business cycle synchronization in the EU?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(3), pages 541-575, August.
  6. N. Antonakakis & H. Badinger, 2014. "International business cycle spillovers since the 1870s," Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3682-3694, October.

2013

  1. Dimitris Korobilis, 2013. "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
  2. Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  3. Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  4. Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  5. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  6. Philippe Aghion & Johannes Fedderke & Peter Howitt & Nicola Viegi, 2013. "Testing creative destruction in an opening economy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 419-450, July.
  7. Ngalawa, Harold & Viegi, Nicola, 2013. "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
  8. Agbor, Julius A & Fedderke, Johannes W & Viegi, Nicola, 2013. "How colonial education practices helped shape the pattern of decolonization in West Africa," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 3(2), pages 1-23.
  9. Lauchlin Currie & Roger Sandilands, 2013. "Implicaciones de una teoría del crecimiento endógeno en el concepto macroeconómico de rendimientos crecientes de Allyn Young," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 15(28), pages 95-126, January-J.
  10. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, vol. 120(1), pages 87-92.
  11. Antonakakis, Nikolaos & Vergos, Konstantinos, 2013. "Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 258-272.

2012

  1. Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
  2. Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  3. Demertzis Maria & Marcellino Massimiliano & Viegi Nicola, 2012. "A Credibility Proxy: Tracking US Monetary Developments," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-36, June.
  4. Nikolaos Antonakakis & Johann Scharler, 2012. "Has Globalization Improved International Risk Sharing?," International Finance, Wiley Blackwell, vol. 15(2), pages 251-266, June.
  5. Antonakakis, Nikolaos, 2012. "Business cycle synchronization during US recessions since the beginning of the 1870s," Economics Letters, Elsevier, vol. 117(2), pages 467-472.
  6. Antonakakis, Nikolaos, 2012. "The great synchronization of international trade collapse," Economics Letters, Elsevier, vol. 117(3), pages 608-614.
  7. Antonakakis, Nikolaos, 2012. "Exchange return co-movements and volatility spillovers before and after the introduction of euro," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1091-1109.
  8. Nikolaos Antonakakis & Johann Scharler, 2012. "Volatility Information And Stock Market Crashes," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 3(1), pages 49-57.
  9. Nikolaos Antonakakis & Johann Scharler, 2012. "The synchronization of GDP growth in the G7 during US recessions," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 7-11, January.
  10. Nikolaos Antonakakis & Harald Badinger, 2012. "International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7," International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 635-653, August.

2011

  1. Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  2. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects Of Monetary Policy Shocks In Malawi," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 224-250, September.

2010

  1. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  2. David Laidler & Roger Sandilands, 2010. "Harvard, the Chicago Tradition, and the Quantity Theory: A Reply to James Ahiakpor," History of Political Economy, Duke University Press, vol. 42(3), pages 573-592, Fall.
  3. Ramesh Chandra & Roger Sandilands, 2010. "Reply to Roy H. Grieve on Increasing Returns," Review of Political Economy, Taylor & Francis Journals, vol. 22(1), pages 141-150.

2009

  1. Demertzis Maria & Viegi Nicola, 2009. "Inflation Targeting: A Framework for Communication," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-32, December.
  2. Roger J. Sandilands, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," History of Political Economy, Duke University Press, vol. 41(5), pages 285-303, Supplemen.

2008

  1. Maria Demertzis & Nicola Viegi, 2008. "Inflation Targets as Focal Points," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 55-87, March.

2006

  1. Ramesh Chandra & Roger Sandilands, 2006. "The role of pecuniary external economies and economies of scale in the theory of increasing returns," Review of Political Economy, Taylor & Francis Journals, vol. 18(2), pages 193-208.

2005

  1. Sandilands, Roger J., 2005. "Frank G. Steindl, Understanding Economic Recovery in the 1930s: Endogenous Propagation in the Great Depression (Ann Arbor: The University of Michigan Press, 2004), $55.00, pp. xi + 228. ISBN 047211348," Journal of the History of Economic Thought, Cambridge University Press, vol. 27(2), pages 226-228, June.
  2. Ramesh Chandra & Roger J. Sandilands, 2005. "Does modern endogenous growth theory adequately represent Allyn Young?," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 29(3), pages 463-473, May.

2004

  1. Demertzis, Maria & Hughes Hallett, Andrew & Viegi, Nicola, 2004. "An independent central bank faced with elected governments," European Journal of Political Economy, Elsevier, vol. 20(4), pages 907-922, November.

2003

  1. Andrew Hughes Hallett & Nicola Viegi, 2003. "Imperfect transparency and the strategic use of information: an ever present temptation for central bankers?," Manchester School, University of Manchester, vol. 71(5), pages 498-520, September.
  2. Hughes Hallett, Andrew & Viegi, Nicola, 2003. "Labour Market Reform and the Effectiveness of Monetary Policy in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 18, pages 726-749.

2002

  1. Andrew Hallett & Nicola Viegi, 2002. "Inflation Targeting as a Coordination Device," Open Economies Review, Springer, vol. 13(4), pages 341-362, October.
  2. Roger J. Sandilands, 2002. "How to motivate faster growth in Colombia: the leading sector strategy revisited," Estudios Gerenciales, Universidad Icesi, September.
  3. David Laidler & Roger Sandilands, 2002. "An Early Harvard Memorandum on Anti-Depression Policies: An Introductory Note," History of Political Economy, Duke University Press, vol. 34(3), pages 515-532, Fall.

2000

  1. Sandilands, Roger J., 2000. "Perspectives on Allyn Young in Theories of Endogenous Growth," Journal of the History of Economic Thought, Cambridge University Press, vol. 22(3), pages 309-328, September.
  2. Roger J. Sandilands, 2000. "Guilt by Association? Lauchlin Currie's Alleged Involvement with Washington Economists in Soviet Espionage," History of Political Economy, Duke University Press, vol. 32(3), pages 473-515, Fall.

1999

  1. Maria Demertzis & Andrew Hughes Hallett & Nicola Viegi, 1999. "Can the ECB be Truly Independent? Should It Be?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(3), pages 217-240, September.
  2. Roger J. Sandilands, 1999. "New evidence on Allyn Young’s style and influence as a teacher," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 26(6), pages 453-480, December.

1997

  1. Lauchlin Currie & Roger Sandilands, 1997. "Implications of an Endogenous Theory of Growth in Allyn Young's Macroeconomic Concept of Increasing Returns," History of Political Economy, Duke University Press, vol. 29(3), pages 413-443, Fall.

1990

  1. Roger J. Sandilands, 1990. "Nicholas Kaldor’s Notes on Allyn Young’s LSE Lectures 1927‐29," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 17(3/4), pages 1-1, March.

1986

  1. Roger J. Sandilands, 1986. "Natural Law and the Political Economy of Henry George," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 13(5), pages 4-15, May.

1985

  1. P. J. Lloyd & R. J. Sandilands, 1985. "Terms of Trade Indices in the Presence of Re‐Export Trade," The Economic Record, The Economic Society of Australia, vol. 61(3), pages 667-673, September.

1982

  1. Roger Sandilands, 1982. "Monopoly in money and inflation: The case for a constitution to discipline government," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 172-173, September.

1975

  1. Dudley, Leonard & Sandilands, Roger J, 1975. "The Side Effects of Foreign Aid: The Case of Public Law 480 Wheat in Colombia," Economic Development and Cultural Change, University of Chicago Press, vol. 23(2), pages 325-336, January.

Chapters

2023

  1. Roger J. Sandilands, 2023. "Albert Hirschman, Lauchlin Currie, “Linkages” Theory, and Paul Rosenstein Rodan's “Big Push”1," Research in the History of Economic Thought and Methodology, in: Research in the History of Economic Thought and Methodology: Including a Selection of Papers Presented at the First History of Economics Diversity Cau, volume 41, pages 149-175, Emerald Group Publishing Limited.

2022

  1. Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2022. "The Effect of News Shocks and Monetary Policy," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 139-164, Emerald Group Publishing Limited.

2013

  1. Luc Bauwens & Dimitris Korobilis, 2013. "Bayesian methods," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380, Edward Elgar Publishing.

2010

  1. Filippo Cesarano & Charles Freedman & Charles Goodhart & Robert Leeson & William Robson & Nick Rowe & Roger Sandilands & Robert Young, 2010. "Interview with David Laidler," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 1, pages 1-40, Palgrave Macmillan.
  2. Roger J. Sandilands, 2010. "Hawtreyan ‘Credit Deadlock’ or Keynesian ‘Liquidity Trap’? Lessons for Japan from the Great Depression," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 15, pages 335-371, Palgrave Macmillan.
  3. Warren J. Samuels & Roger Sandilands, 2010. "Monetary Institutions and Monetary Theory: Reflections on the History of Monetary Economics," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 9, pages 157-211, Palgrave Macmillan.

2008

  1. Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.

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