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Yiannis Karavias

Personal Details

First Name:Yiannis
Middle Name:
Last Name:Karavias
Suffix:
RePEc Short-ID:pka744
https://sites.google.com/site/yianniskaravias/

Affiliation

Department of Economics
University of Birmingham

Birmingham, United Kingdom
http://www.bham.ac.uk/economics/

:

Edgbaston, Birmingham, B15 2TT
RePEc:edi:debhauk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.
  3. 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.
  4. Yiannis Karavias & Elias Tzavalis, "undated". "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.
  5. Stylianos Asimakopoulos & Yiannis Karavias, "undated". "The impact of government size on economic growth: a threshold analysis," Discussion Papers 15/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  6. Yiannis Karavias & Elias Tzavalis, "undated". "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.
  7. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, "undated". "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.

Articles

  1. 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.
  2. 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.
  3. Asimakopoulos, Stylianos & Karavias, Yiannis, 2016. "The impact of government size on economic growth: A threshold analysis," Economics Letters, Elsevier, vol. 139(C), pages 65-68.
  4. 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.
  5. Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016. "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, vol. 17(C), pages 1-6.
  6. 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.
  7. 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.
  8. 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.

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. Delis, Manthos & Karavias, Yiannis, 2013. "Optimal versus realized bank credit risk and monetary policy," MPRA Paper 49795, University Library of Munich, Germany.

    Cited by:

    1. Delis, Manthos D. & Hasan, Iftekhar & Mylonidis, Nikolaos, 2017. "The risk-taking channel of monetary policy in the US : Evidence from corporate loan data," Research Discussion Papers 18/2017, Bank of Finland.
    2. Itai Agur & Maria Demertzis, 2011. ""Leaning Against the Wind" and the Timing of Monetary Pollicy," DNB Working Papers 303, Netherlands Central Bank, Research Department.
    3. Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.
    4. Fernando da Silva Vinhado & José Angelo Divino, 2015. "Monetary and Macroprudential Policies: Empirical Evidences from Panel-VAR," Brazilian Review of Finance, Brazilian Society of Finance, vol. 13(4), pages 691-731.
    5. Lukasz Kurowski & Pawel Smaga, . "Monetary Policy and Cyclical Systemic Risk - Friends or Foes?," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-19.

  2. Stylianos Asimakopoulos & Yiannis Karavias, "undated". "The impact of government size on economic growth: a threshold analysis," Discussion Papers 15/02, University of Nottingham, Granger Centre for Time Series Econometrics.

    Cited by:

    1. Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2018. "On the examination of non-linear relationship between market structure and performance in the US manufacturing industry," Economics Letters, Elsevier, vol. 164(C), pages 1-4.
    2. Wanjuu Zungwe Lazarus & Hlalefang Khobai & Pierre Le Roux, 2017. "Government Size and Economic Growth in Africa and the Organization for Economic Cooperation and Development Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 628-637.
    3. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Nonfinancial debt and economic growth in euro-area countries," Working Papers del Instituto Complutense de Estudios Internacionales 1708, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
    4. Marta Gómez-Puig & Simón Sosvilla-Rivero, 2017. "Heterogeneity in the debt-growth nexus: Evidence from EMU countries," IREA Working Papers 201706, University of Barcelona, Research Institute of Applied Economics, revised Mar 2017.
    5. Polemis, Michael & Stengos, Thanasis, 2017. "Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model," MPRA Paper 85177, University Library of Munich, Germany.
    6. Phiri, Andrew, 2016. "Nonlinearities in Wagner's law: Further evidence from South Africa," MPRA Paper 71702, University Library of Munich, Germany.
    7. Thi Bich Nguyet Phan & Duc Nam Phung, 2018. "Government Size and Economic Growth in Asia - Evidence from China and Japan," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(1), pages 71-89, January.
    8. Zhou, Peng, 2017. "Separating Yolk from White: A Filter based on Economic Properties of Trend and Cycle," Cardiff Economics Working Papers E2017/1, Cardiff University, Cardiff Business School, Economics Section.
    9. Kim, Dong-Hyeon & Wu, Yi-Chen & Lin, Shu-Chin, 2018. "Heterogeneity in the effects of government size and governance on economic growth," Economic Modelling, Elsevier, vol. 68(C), pages 205-216.

Articles

  1. 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.

    Cited by:

    1. McAdam, Peter & Christopoulos, Dimitris, 2015. "Do financial reforms help stabilize inequality?," Working Paper Series 1780, European Central Bank.
    2. Polemis, Michael L., 2017. "Capturing the impact of shocks on the electricity sector performance in the OECD," Energy Economics, Elsevier, vol. 66(C), pages 99-107.

  2. 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.

    Cited by:

    1. Karanasos, Menelaos G. & Koutroumpis, Panagiotis & Hatgioannides, John & Karanassou, Marika & Sala, Hector, 2017. "The Greek dra(ch)ma: 5 years of austerity. The three economists’ view and a comment," LSE Research Online Documents on Economics 84100, London School of Economics and Political Science, LSE Library.
    2. Menelaos Karanasos & Panagiotis Koutroumpis & John Htgioannides & Marika Karanassou & Hector Sala, 2017. "The Greek Dra(ch)ma: 5 Years of Austerity. The Three Economists’ View and a Comment," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 113, Hellenic Observatory, LSE.

  3. Asimakopoulos, Stylianos & Karavias, Yiannis, 2016. "The impact of government size on economic growth: A threshold analysis," Economics Letters, Elsevier, vol. 139(C), pages 65-68.
    See citations under working paper version above.
  4. 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.
    See citations under working paper version above.
  5. 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.

    Cited by:

    1. Nahla Samargandi & Jan Fidrmuc & Sugata Ghosh, 2014. "Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries," CESifo Working Paper Series 4743, CESifo Group Munich.
    2. Yiannis Karavias & Elias Tzavalis, 2016. "Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 222-239, March.
    3. 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.
    4. Yiannis Karavias & Elias Tzavalis, "undated". "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.
    5. Yiannis Karavias & Elias Tzavalis, "undated". "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers 14/03, University of Nottingham, Granger Centre for Time Series Econometrics.
    6. Karavias, Yiannis & Tzavalis, Elias, 2012. "Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks," MPRA Paper 43128, University Library of Munich, Germany.
    7. Yiannis Karavias & Elias Tzavalis, "undated". "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.
    8. Zhuoheng Chen & Yijun Hu, 2017. "Cumulative sum estimator for change-point in panel data," Statistical Papers, Springer, vol. 58(3), pages 707-728, September.
    9. Yiannis Karavias & Elias Tzavalis, "undated". "Generalized fixed-T panel unit root tests allowing for structural breaks," Discussion Papers 12/02, University of Nottingham, Granger Centre for Time Series Econometrics.

  6. 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.

    Cited by:

    1. 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.
    2. Yiannis Karavias & Elias Tzavalis, "undated". "Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite," Discussion Papers 14/03, University of Nottingham, Granger Centre for Time Series Econometrics.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 7 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) 2012-12-15 2013-04-13 2014-06-02. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2012-12-15 2013-04-13 2014-06-02. Author is listed
  3. NEP-MON: Monetary Economics (2) 2013-09-24 2013-11-22. Author is listed
  4. NEP-BAN: Banking (1) 2013-11-22
  5. NEP-CBA: Central Banking (1) 2013-09-24
  6. NEP-FDG: Financial Development & Growth (1) 2015-08-07
  7. NEP-GRO: Economic Growth (1) 2015-08-07
  8. NEP-MAC: Macroeconomics (1) 2015-08-07
  9. NEP-PBE: Public Economics (1) 2015-08-07
  10. NEP-RMG: Risk Management (1) 2013-11-22

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