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Paul Karapanagiotidis

Personal Details

First Name:Paul
Middle Name:
Last Name:Karapanagiotidis
Suffix:
RePEc Short-ID:pka720
[This author has chosen not to make the email address public]
http://individual.utoronto.ca/paulkara/

Affiliation

Department of Economics
University of Toronto

Toronto, Canada
http://www.economics.utoronto.ca/

: (416) 978-4724

150 St. George Street, Toronto, Ontario
RePEc:edi:deutoca (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Karapanagiotidis, Paul, 2014. "Dynamic modeling of commodity futures prices," MPRA Paper 56805, University Library of Munich, Germany.
  2. Karapanagiotidis, Paul, 2014. "Dynamic State-Space Models," MPRA Paper 56807, University Library of Munich, Germany.
  3. Karapanagiotidis, Paul, 2013. "Empirical evidence for nonlinearity and irreversibility of commodity futures prices," MPRA Paper 56801, University Library of Munich, Germany.
  4. Karapanagiotidis, Paul, 2012. "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper 38885, University Library of Munich, Germany.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Karapanagiotidis, Paul, 2014. "Dynamic modeling of commodity futures prices," MPRA Paper 56805, University Library of Munich, Germany.

    Cited by:

    1. Markku Lanne & Henri Nyberg, 2015. "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers 2015-36, Department of Economics and Business Economics, Aarhus University.
    2. Lof, Matthijs & Nyberg, Henri, 2017. "Noncausality and the commodity currency hypothesis," Energy Economics, Elsevier, vol. 65(C), pages 424-433.

  2. Karapanagiotidis, Paul, 2012. "Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility," MPRA Paper 38885, University Library of Munich, Germany.

    Cited by:

    1. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper 2012/09, Norges Bank.
    2. Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2012-05-29 2014-06-28 2014-07-13. Author is listed
  2. NEP-FOR: Forecasting (3) 2012-05-29 2014-06-28 2014-06-28. Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2012-05-29 2014-06-28. Author is listed
  4. NEP-ORE: Operations Research (1) 2012-05-29. Author is listed

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