Details about Nicholas Apergis

Access statistics for papers by Nicholas Apergis.

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Short-id: pap5

Working Papers

2012

1. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering
   Working papers, University of Connecticut, Department of Economics
   Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2011) View citations (1)
2. The Bank Lending Channel and Monetary Policy Rules for European Banks: Further Extensions
   Working papers, University of Connecticut, Department of Economics
   Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
3. What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? A FAVAR Model for Greece and Ireland
   Economics Working Paper Archive, Levy Economics Institute, The

2011

4. Characteristics of inflation in Greece: Mean Spillover Effects among CPI Components
   GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (8)
5. Convergence Patterns in Financial Development: Evidence from Club Convergence
   Working Papers, University of Nevada, Las Vegas , Department of Economics
   Also in Working papers, University of Connecticut, Department of Economics (2010)
   See also Journal Article in Empirical Economics (2012)
6. Credit rating changes’ impact on banks: evidence from the US banking industry
   MPRA Paper, University Library of Munich, Germany
7. The Greek Sovereign Debt Crisis: Testing for Regime Changes
   Working Paper Series, The Rimini Centre for Economic Analysis

2009

8. Do Structural Oil-Market Shocks Affect Stock Prices?
   Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (11)
   Also in Working papers, University of Connecticut, Department of Economics (2008) View citations (1)
   See also Journal Article in Energy Economics (2009)

2008

9. Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries
   Working Papers, Utrecht School of Economics View citations (2)
   See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2008)
10. International Technology Spillovers, Human Capital and Productivity Linkages: Evidence from the Industrial Sector
    Working Papers, Utrecht School of Economics
    See also Journal Article in Empirica (2009)

2007

11. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility
    Working papers, University of Connecticut, Department of Economics
    See also Journal Article in International Finance (2007)

2006

12. Consumption Asymmetry and the Stock Market: Empirical Evidence
    Working papers, University of Connecticut, Department of Economics View citations (7)
    See also Journal Article in Economics Letters (2006)

2005

13. Consumption asymmetry and the stock market: New evidence through a threshold adjustment model
    Working papers, University of Connecticut, Department of Economics View citations (4)
14. Inflation Targeting and Output Growth: Empirical Evidence for the European Union
    IMF Working Papers, International Monetary Fund View citations (3)
15. Inflation Targeting and Output Growth: Evidence from Aggregate European Data
    Working papers, University of Connecticut, Department of Economics View citations (1)
16. Resurrecting the Wealth Effect on Consumption: Further Analysis and Extension
    Working papers, University of Connecticut, Department of Economics View citations (1)

2004

17. Consumption Asymmetry and the Stock Market: Further Evidence
    Working papers, University of Connecticut, Department of Economics View citations (2)

Journal Articles

2013

1. Inaugural Letter for the International Journal of Financial Studies (IJFS)
   International Journal of Financial Studies, 2013, 1, (1), 30-31
2. The Stylized Facts of Greek Inflation: New Evidence on Persistence
   Panoeconomicus, 2013, 60, (1), 51-71
3. The domestic Balassa--Samuelson effect of inflation for the Greek economy
   Applied Economics, 2013, 45, (23), 3288-3294 View citations (1)

2012

4. Accounting information and excess stock returns: the role of the cost of capital -- new evidence from US firm-level data
   Applied Financial Economics, 2012, 22, (4), 321-329
5. Convergence in U.S. house prices by state: evidence from the club convergence and clustering procedure
   Letters in Spatial and Resource Sciences, 2012, 5, (2), 103-111
6. Convergence patterns in financial development: evidence from club convergence
   Empirical Economics, 2012, 43, (3), 1011-1040
   See also Working Paper (2011)
7. Do market fundamentals determine the Dollar–Euro exchange rate?
   Journal of Policy Modeling, 2012, 34, (1), 1-15
8. Live free or bribe: On the causal dynamics between economic freedom and corruption in U.S. states
   European Journal of Political Economy, 2012, 28, (2), 215-226
9. Long memory and disaggregated energy consumption: Evidence from fossils, coal and electricity retail in the U.S
   Energy Economics, 2012, 34, (4), 1082-1087 View citations (2)
10. Renewable and non-renewable energy consumption-growth nexus: Evidence from a panel error correction model
    Energy Economics, 2012, 34, (3), 733-738 View citations (6)
11. Tax-spend nexus in Greece: are there asymmetries?
    Journal of Economic Studies, 2012, 39, (3), 327-336
12. The Bank Lending Channel and Monetary Policy Rules: Evidence from European Banks
    International Advances in Economic Research, 2012, 18, (1), 1-14 View citations (2)

2011

13. A dynamic panel study of economic development and the electricity consumption-growth nexus
    Energy Economics, 2011, 33, (5), 770-781 View citations (3)
14. Asset pricing and foreign exchange risk
    Research in International Business and Finance, 2011, 25, (3), 308-328
15. Bank Efficiency: Evidence from a Panel of European Banks
    Panoeconomicus, 2011, 58, (3), 329-341
16. FINANCIAL STRUCTURE AND INDUSTRIAL STRUCTURE
    Bulletin of Economic Research, 2011, 63, (2), 109-139
17. Food Price Volatility and Macroeconomic Factors: Evidence from GARCH and GARCH-X Estimates
    Journal of Agricultural and Applied Economics, 2011, 43, (01) View citations (1)
18. Integration properties of disaggregated solar, geothermal and biomass energy consumption in the U.S
    Energy Policy, 2011, 39, (9), 5474-5479 View citations (3)
19. On the dynamics of poverty and income inequality in US states
    Journal of Economic Studies, 2011, 38, (2), 132-143
20. Political and Institutional Factors in the Convergence of International Equity Markets: Evidence from the Club Convergence and Clustering Procedure
    Atlantic Economic Journal, 2011, 39, (1), 7-18 View citations (1)
21. Renewable and non-renewable electricity consumption–growth nexus: Evidence from emerging market economies
    Applied Energy, 2011, 88, (12), 5226-5230
22. Stylised facts of Greek business cycles: new evidence from aggregate and across regimes data
    International Journal of Economics and Business Research, 2011, 3, (2), 147-165
23. Testing for Regime Changes in Greek Sovereign Debt Crisis
    International Advances in Economic Research, 2011, 17, (3), 258-273
24. The renewable energy consumption-growth nexus in Central America
    Applied Energy, 2011, 88, (1), 343-347 View citations (4)

2010

25. A panel study of nuclear energy consumption and economic growth
    Energy Economics, 2010, 32, (3), 545-549 View citations (8)
26. Are fluctuations in coal consumption transitory or permanent? Evidence from a panel of US states
    Applied Energy, 2010, 87, (7), 2424-2426 View citations (6)
27. Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states
    Energy Policy, 2010, 38, (8), 4734-4736 View citations (6)
28. Coal consumption and economic growth: Evidence from a panel of OECD countries
    Energy Policy, 2010, 38, (3), 1353-1359 View citations (2)
29. Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms
    International Advances in Economic Research, 2010, 16, (3), 269-281
30. Energy consumption and growth in South America: Evidence from a panel error correction model
    Energy Economics, 2010, 32, (6), 1421-1426 View citations (13)
31. Incentives and Female Entrepreneurial Activity: Evidence from Panel Firm Level Data
    International Advances in Economic Research, 2010, 16, (4), 371-387
32. Natural gas consumption and economic growth: A panel investigation of 67 countries
    Applied Energy, 2010, 87, (8), 2759-2763 View citations (2)
33. Old Wine in a New Bottle: Growth Convergence Dynamics in the EU
    Atlantic Economic Journal, 2010, 38, (2), 169-181 View citations (2)
34. On the causal dynamics between emissions, nuclear energy, renewable energy, and economic growth
    Ecological Economics, 2010, 69, (11), 2255-2260 View citations (6)
35. Renewable energy consumption and economic growth: Evidence from a panel of OECD countries
    Energy Policy, 2010, 38, (1), 656-660 View citations (18)
36. Renewable energy consumption and growth in Eurasia
    Energy Economics, 2010, 32, (6), 1392-1397 View citations (6)
37. Structural breaks and petroleum consumption in US states: Are shocks transitory or permanent?
    Energy Policy, 2010, 38, (10), 6375-6378 View citations (3)
38. The causal dynamics between coal consumption and growth: Evidence from emerging market economies
    Applied Energy, 2010, 87, (6), 1972-1977 View citations (3)
39. The emissions, energy consumption, and growth nexus: Evidence from the commonwealth of independent states
    Energy Policy, 2010, 38, (1), 650-655 View citations (13)
40. The relationship between corruption and income inequality in U.S. states: evidence from a panel cointegration and error correction model
    Public Choice, 2010, 145, (1), 125-135 View citations (2)

2009

41. A survey of the Feldstein-Horioka puzzle: What has been done and where we stand
    Research in Economics, 2009, 63, (2), 64-76 View citations (18)
42. CO2 emissions, energy usage, and output in Central America
    Energy Policy, 2009, 37, (8), 3282-3286 View citations (19)
43. Do structural oil-market shocks affect stock prices?
    Energy Economics, 2009, 31, (4), 569-575 View citations (14)
    See also Working Paper (2009)
44. Energy consumption and economic growth: Evidence from the Commonwealth of Independent States
    Energy Economics, 2009, 31, (5), 641-647 View citations (29)
45. International technology spillovers, human capital and productivity linkages: evidence from the industrial sector
    Empirica, 2009, 36, (4), 365-387
    See also Working Paper (2008)

2008

46. Foreign Direct Investment Inward and Foreign Direct Investment Outward: Evidence from Panel Unit Root and Cointegration Tests with a Certain Number of Structural Changes
    Global Economy Journal, 2008, 8, (1), 3 View citations (1)
47. Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries
    Review of World Economics (Weltwirtschaftliches Archiv), 2008, 144, (3), 491-508 View citations (1)
    See also Working Paper (2008)
48. PRIVATE AND GOVERNMENT CONSUMPTION IN TRANSITIONAL ECONOMIES: A PANEL DATA ANALYSIS
    Journal of Economic Development, 2008, 33, (1), 113-131 View citations (1)
49. The relationship between foreign direct investment and economic growth: evidence from transition countries
    Transition Studies Review, 2008, 15, (1), 37-51 View citations (1)

2007

50. Financial Deepening and Economic Growth Linkages: A Panel Data Analysis
    Review of World Economics (Weltwirtschaftliches Archiv), 2007, 143, (1), 179-198 View citations (15)
51. Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility*
    International Finance, 2007, 10, (2), 131-152
    See also Working Paper (2007)

2006

52. Consumption asymmetry and the stock market: Empirical evidence
    Economics Letters, 2006, 93, (3), 337-342 View citations (4)
    See also Working Paper (2006)
53. Dynamic Linkages between FDI Inflows and Domestic Investment: A Panel Cointegration Approach
    Atlantic Economic Journal, 2006, 34, (4), 385-394 View citations (4)

2005

54. An estimation of the natural rate of unemployment in Greece
    Journal of Policy Modeling, 2005, 27, (1), 91-99 View citations (1)
55. INFLATION UNCERTAINTY AND GROWTH: EVIDENCE FROM PANEL DATA *
    Australian Economic Papers, 2005, 44, (2), 186-197 View citations (1)
56. Money volatility and output volatility: any asymmetric effects?: Evidence from conditional measures of volatility
    Journal of Economic Studies, 2005, 32, (5), 511-523 View citations (1)

2004

57. Agricultural price volatility spill-over effects: reply
    European Review of Agricultural Economics, 2004, 31, (4), 487-488
58. Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries
    Economics Letters, 2004, 83, (2), 185-191 View citations (19)
59. Macroeconomic rationality and Lucas' misperceptions model: further evidence from 41 countries
    Journal of Economics and Business, 2004, 56, (3), 227-241 View citations (2)

2003

60. Agricultural price volatility spillover effects: the case of Greece
    European Review of Agricultural Economics, 2003, 30, (3), 389-406 View citations (7)
61. An examination of Okun's law: evidence from regional areas in Greece
    Applied Economics, 2003, 35, (10), 1147-1151 View citations (14)
62. Food price volatility and macroeconomic factor volatility: 'heat waves' or 'meteor showers'?
    Applied Economics Letters, 2003, 10, (3), 155-160
63. Housing Prices and Macroeconomic Factors: Prospects within the European Monetary Union
    International Real Estate Review, 2003, 6, (1), 63-47
64. Housing prices and macroeconomic factors in Greece: prospects within the EMU
    Applied Economics Letters, 2003, 10, (9), 561-565 View citations (1)
    Also in Applied Economics Letters, 2003, 10, (12), 799-804 (2003) View citations (2)
65. Mean spillover effects in agricultural prices: The case of Greece
    Agribusiness, 2003, 19, (4), 425-437 View citations (1)
66. Testing Purchasing Power Parity: results from a new foreign exchange market
    Applied Economics Letters, 2003, 10, (2), 91-95
67. The Law of Verdoorn: Evidence from Greek Disaggregated Manufacturing Time Series Data
    The Economic and Social Review, 2003, 34, (1), 87–104 View citations (1)
68. The inflation-output volatility trade-off: a case where anti-inflation monetary policy turns out to be successful, a historical assessment
    Journal of Policy Modeling, 2003, 25, (9), 881-892 View citations (1)

2002

69. Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange
    Journal of Policy Modeling, 2002, 24, (3), 231-236 View citations (4)
70. Measuring Exchange Market Pressure and the Degree of Exchange Market Intervention for the Greek Drachma
    International Economic Journal, 2002, 16, (3), 135-145 View citations (1)
71. The Impact of Financial Deregulation in Greece on Consumption Patterns
    Economia Internazionale / International Economics, 2002, 55, (3), 283-296

2001

72. Asymmetric Cross-Market Volatility Spillovers: Evidence from Daily Data on Equity and Foreign Exchange Markets
    Manchester School, 2001, 69, 81-96 View citations (5)
73. Reassessing the role of buffer stock money under oil price shocks
    Atlantic Economic Journal, 2001, 29, (1), 20-30
74. Testing the intertemporal substitution hypothesis: The impact of income uncertainty on savings
    Review of World Economics (Weltwirtschaftliches Archiv), 2001, 137, (3), 537-548

2000

75. Black Market Rates and Official Rates in Armenia: Evidence from Causality Tests in Alternative Regimes
    Eastern Economic Journal, 2000, 26, (3), 335-344 View citations (3)
76. Current account deficit sustainability: The case of Greece
    Applied Economics Letters, 2000, 7, (9), 599-603 View citations (20)
77. Employment news and exchange rates: policy implications for the European Union
    Applied Economics Letters, 2000, 7, (10), 695-698
78. Monetary Deregulation and Consumption: Evidence from Certain Components of Consumption
    Economic Issues Journal Articles, 2000, 5, (2), 15-20
79. Money supply, consumption and deregulation: the case of Greece
    Applied Economics Letters, 2000, 7, (6), 385-390 View citations (1)
80. Public and Private Investments in Greece: Complementary or Substitute 'Goods'?
    Bulletin of Economic Research, 2000, 52, (3), 225-34 View citations (6)

1999

81. Inflation Uncertainty and Momey Demand: Evidence from a Monetary Regime Changed and the Cases of Greece
    International Economic Journal, 1999, 13, (2), 21-30 View citations (2)
82. Monetary policy design and the buffer-stock hypothesis: further evidence from European Union countries
    Applied Economics Letters, 1999, 6, (12), 793-796

1998

83. An Empirical Analysis of a Reaction-Function Approach to Policymaking in Greece during 1975-1993
    European Research Studies Journal, 1998, I, (3), 51-69
84. Budget deficits and exchange rates: further evidence from cointegration and causality tests
    Journal of Economic Studies, 1998, 25, (3), 161-178
85. Inflation and Uncertainty: Does the EMS Participation Play Any Role?
    Journal of Economic Integration, 1998, 13, 586-605

1997

86. Domestic and eurocurrency yields: Any exchange rate link? Evidence from a VAR model
    Journal of Policy Modeling, 1997, 19, (1), 41-49 View citations (1)
87. Inflation uncertainty, money demand, and monetary deregulation: Evidence from a univariate ARCH model and cointegration tests
    Journal of Policy Modeling, 1997, 19, (3), 279-293 View citations (2)
88. Integration of international capital markets: further evidence from EMS and non-EMS membership
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (3), 277-287 View citations (5)
89. The credibility of policy announcements: Greek evidence
    Applied Economics, 1997, 29, (6), 699-705 View citations (3)
90. The efficient hypothesis and deregulation: the Greek case
    Applied Economics, 1997, 29, (1), 111-117 View citations (2)
91. The relationship between saving and finance: theory and evidence from E.U. countries
    Research in Economics, 1997, 51, (4), 333-358 View citations (6)

1996

92. ARCH effects and cointegration: Is the foreign exchange market efficient?
    Journal of Banking & Finance, 1996, 20, (4), 687-697 View citations (10)
93. What opportunity cost of holding real balances? The case of Greece 1978-1993
    Applied Economics Letters, 1996, 3, (7), 483-485

1994

94. The Feldstein-Horioka puzzle and exchange rate regimes: Evidence from cointegration tests
    Journal of Policy Modeling, 1994, 16, (5), 459-472 View citations (11)