Yiannis Karavias
Personal Details
First Name: | Yiannis |
Middle Name: | |
Last Name: | Karavias |
Suffix: | |
RePEc Short-ID: | pka744 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/yianniskaravias/ | |
Terminal Degree: | 2012 Department of Economics; Athens University of Economics and Business (AUEB) (from RePEc Genealogy) |
Affiliation
Department of Economics and Finance
Brunel University London
Uxbridge, United Kingdomhttps://www.brunel.ac.uk/economics-and-finance
RePEc:edi:debruuk (more details at EDIRC)
Research output
Jump to: Working papers Articles Software ChaptersWorking papers
- Marco Barassi & Yiannis Karavias & Chongxian Zhu, 2023. "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2308.04057, arXiv.org.
- 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.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
- 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.
- 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.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen & Jiaqi Xiao, 2022. "Improved tests for Granger noncausality in panel data," Swiss Stata Conference 2022 06, Stata Users Group.
- Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis & Ditzen, Jan, 2022. "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper 114231, University Library of Munich, Germany.
- Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021. "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper 107180, University Library of Munich, Germany.
- 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.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021. "Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata," Discussion Papers 21-14, Department of Economics, University of Birmingham.
- 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.
- 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.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021.
"Panel Unit Root Tests with Structural Breaks,"
Discussion Papers
21-12, Department of Economics, University of Birmingham.
- 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.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," London Stata Conference 2021 19, Stata Users Group.
- 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.
- 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.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Karavias, Yiannis & Tzavalis, Elias, 2013. "The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks," MPRA Paper 46012, University Library of Munich, Germany.
- 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.
- 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.
- Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.
- 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.
- 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.
Articles
- 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.
- Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen & Jiaqi Xiao, 2022. "Improved tests for Granger noncausality in panel data," Swiss Stata Conference 2022 06, Stata Users Group.
- Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis & Ditzen, Jan, 2022. "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper 114231, University Library of Munich, Germany.
- Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021. "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper 107180, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- 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.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," Discussion Papers 21-12, Department of Economics, University of Birmingham.
- Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," London Stata Conference 2021 19, Stata Users Group.
- Yiannis Karavias & Elias Tzavalis & Haotian Zhang, 2022. "Missing Values in Panel Data Unit Root Tests," Econometrics, MDPI, vol. 10(1), pages 1-11, March.
- 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.
- Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper 102992, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Spyridon D. Symeondes & Yiannis Karavias & Elias Tzavalis, 2014. "Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors," Discussion Papers 14/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.
- 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.
- 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.
Software components
- 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.
- 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.
- 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.
Chapters
- 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.
More information
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This author is among the top 5% authors according to these criteria:- Number of Abstract Views in RePEc Services over the past 12 months
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 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.- NEP-ECM: Econometrics (8) 2012-12-15 2013-04-13 2014-06-02 2019-05-06 2020-10-12 2021-04-19 2022-12-12 2023-09-11. Author is listed
- NEP-ETS: Econometric Time Series (8) 2012-12-15 2013-04-13 2014-06-02 2019-05-06 2020-10-12 2021-04-19 2021-07-26 2021-11-22. Author is listed
- NEP-ORE: Operations Research (5) 2019-05-06 2020-10-12 2020-10-19 2021-04-19 2021-05-03. Author is listed
- NEP-BAN: Banking (3) 2013-11-22 2022-12-12 2023-02-20
- NEP-MON: Monetary Economics (3) 2013-09-24 2013-11-22 2023-02-20
- NEP-CBA: Central Banking (2) 2013-09-24 2022-12-12
- NEP-FDG: Financial Development and Growth (2) 2015-08-07 2023-02-20
- NEP-MAC: Macroeconomics (2) 2015-08-07 2021-05-03
- NEP-BEC: Business Economics (1) 2020-08-31
- NEP-CWA: Central and Western Asia (1) 2021-11-08
- NEP-DCM: Discrete Choice Models (1) 2023-09-11
- NEP-EFF: Efficiency and Productivity (1) 2023-01-02
- NEP-FMK: Financial Markets (1) 2021-11-08
- NEP-GRO: Economic Growth (1) 2015-08-07
- NEP-ISF: Islamic Finance (1) 2021-09-20
- NEP-PBE: Public Economics (1) 2015-08-07
- NEP-RMG: Risk Management (1) 2013-11-22
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