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Menelaos Karanasos

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First Name:Menelaos
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Last Name:Karanasos
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RePEc Short-ID:pka228
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Homepage:http://www.karanasos.com
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  1. Campos, Nauro F & Karanasos, Menelaos G., 2007. "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000," IZA Discussion Papers 3087, Institute for the Study of Labor (IZA).
  2. Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004. "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003 30, Money Macro and Finance Research Group.
  3. John Hatgioannides & Menelaos Karanasos & Marika Karanassou, 2004. "Modelling the Yield Curve: A Two Components Approach," Working Papers 519, Queen Mary University of London, School of Economics and Finance.
  4. Menelaos Karanasos, 1998. "The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model," Keele Department of Economics Discussion Papers (1995-2001) 98/01, Department of Economics, Keele University.
  5. Menelaos Karanasos,, 1996. "A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution," Archive Discussion Papers 9613, Birkbeck, Department of Economics, Mathematics & Statistics.
  6. Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, . "Cross-Sectional Aggregation and Persistence in Conditional Variance," Discussion Papers 00/09, Department of Economics, University of York.
  7. Menelaos Karanasos, . "The Covariance Structure of Mixed ARMA Models," Discussion Papers 00/10, Department of Economics, University of York.
  8. Menelaos Karanasos, . "Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models," Discussion Papers 00/14, Department of Economics, University of York.
  9. Menelaos Karanasos & J. Kim, . "Alternative GARCH in Mean Models: An Application to the Korean Stock Market," Discussion Papers 00/25, Department of Economics, University of York.
  10. Menelaos Karanasos, . "Prediction in ARMA models with GARCH in Mean Effects," Discussion Papers 99/11, Department of Economics, University of York.
  11. Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, . "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Discussion Papers 00/24, Department of Economics, University of York.
  12. Menelaos Karanasos, . "The Covariance Structure of Component and Multivariate Garch Models," Discussion Papers 99/12, Department of Economics, University of York.
  13. Menelaos Karanasos & J. Kim, . "Moments of the ARMA-EGARCH Model," Discussion Papers 00/29, Department of Economics, University of York.
  1. Conrad, Christian & Karanasos, Menelaos, 2006. "The impulse response function of the long memory GARCH process," Economics Letters, Elsevier, vol. 90(1), pages 34-41, January.
  2. Karanasos, M. & Sekioua, S.H. & Zeng, N., 2006. "On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data," Economics Letters, Elsevier, vol. 90(2), pages 163-169, February.
  3. Sofiane Sekioua & Menelaos Karanasos, 2006. "The real exchange rate and the Purchasing Power Parity puzzle: further evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 199-211.
  4. Karanasos, Menelaos & Kim, Jinki, 2006. "A re-examination of the asymmetric power ARCH model," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 113-128, January.
  5. Conrad, C. & Karanasos, M., 2005. "On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach," Japan and the World Economy, Elsevier, vol. 17(3), pages 327-343, August.
  6. Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, 2004. "On the Autocorrelation Properties of Long-Memory GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 265-282, 03.
  7. Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza, 2004. "Output Variability and Economic Growth: the Japanese Case," Bulletin of Economic Research, Wiley Blackwell, vol. 56(4), pages 353-363, October.
  8. S. Fountas & A. Ioannidis & M. Karanasos, 2004. "Inflation, Inflation Uncertainty and a Common European Monetary Policy," Manchester School, University of Manchester, vol. 72(2), pages 221-242, 03.
  9. M. Karanasos & J. Kim, 2003. "Moments of the ARMA--EGARCH model," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 146-166, 06.
  10. Fountas, Stilianos & Karanasos, Menelaos & Kim, Jinki, 2002. "Inflation and output growth uncertainty and their relationship with inflation and output growth," Economics Letters, Elsevier, vol. 75(3), pages 293-301, May.
  11. Karanasos, Menelaos, 1999. "The second moment and the autocovariance function of the squared errors of the GARCH model," Journal of Econometrics, Elsevier, vol. 90(1), pages 63-76, May.
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 1999-10-28 1999-10-28 2000-03-13 2000-03-13 2000-03-13 2000-04-17 2000-07-11. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 1999-10-28 1999-10-28 2000-03-13 2000-03-13 2000-04-17 2000-07-11. Author is listed
  3. NEP-FIN: Finance (1) 2000-03-13
  4. NEP-FMK: Financial Markets (1) 2000-03-13
  5. NEP-MAC: Macroeconomics (1) 2007-11-10
  6. NEP-MON: Monetary Economics (1) 2000-07-11
  7. NEP-POL: Positive Political Economics (1) 2007-11-10

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