Details about Michael Arghyrou

Access statistics for papers by Michael Arghyrou.

Last updated 2009-09-17. Update your information in the RePEc Author Service.

Short-id: par104

Working Papers

2009

1. A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section
2. Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2008

3. The single monetary policy and domestic macro-fundamentals: Evidence from Spain
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section

2007

4. Do real interest rates converge? Evidence from the European Union
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations
   Also in Working Papers, Department of Economics, University of Glasgow (2007) View citations
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)

2006

5. Current Account Imbalances and Real Exchange Rates in the Euro Area
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations
   See also Journal Article in Review of International Economics (2008)
6. Monetary policy before and after the euro: Evidence from Greece
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations
   See also Journal Article in Empirical Economics (2009)

2005

7. Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe
   Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group View citations

2004

8. Debt Sustainability, Structural Breaks and Non-linear Fiscal Adjustment: A Testing Application to Greek Fiscal Policy
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations
   Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
9. Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies
   Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations
10. Nonlinear inflation dynamics: evidence from the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group

2003

11. Government Solvency: Revisiting some EMU Countries
    Royal Economic Society Annual Conference 2003, Royal Economic Society View citations
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    See also Journal Article in Journal of Macroeconomics (2007)
12. Non-linear Inflationary Dynamics: Evidence from the UK
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations
    See also Journal Article in Oxford Economic Papers (2005)
13. Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)

2002

14. COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)

1999

15. Monetary Policy at the European Periphery. Greek Experience and Lessons for Transition Economies
    CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University

Journal Articles

2009

1. Do real interest rates converge? Evidence from the European union
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 447-460 View citations
   See also Working Paper (2007)
2. Introduction to the EEFS conference papers
   Journal of Policy Modeling, 2009, 31, (1), 131-132
3. Monetary policy before and after the euro: evidence from Greece
   Empirical Economics, 2009, 36, (3), 621-643
   See also Working Paper (2006)

2008

4. Current Account Imbalances and Real Exchange Rates in the Euro Area
   Review of International Economics, 2008, 16, (4), 747-764 View citations
   See also Working Paper (2006)
5. Non-linearity versus non-normality in real exchange rate dynamics
   Economics Letters, 2008, 100, (2), 200-203

2007

6. Government solvency: Revisiting some EMU countries
   Journal of Macroeconomics, 2007, 29, (2), 387-410 View citations
   See also Working Paper (2003)
7. Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap
   Economics Letters, 2007, 95, (2), 285-290 View citations
8. The price effects of joining the euro: modelling the Greek experience using non-linear price-adjustment models
   Applied Economics, 2007, 39, (4), 493-503

2005

9. Non-linear inflationary dynamics: evidence from the UK
   Oxford Economic Papers, 2005, 57, (1), 51-69 View citations
   See also Working Paper (2003)

2000

10. EU Participation and the External Trade of Greece: An Appraisal of the Evidence
    Applied Economics, 2000, 32, (2), 151-59 View citations
11. Public Expenditure and National Income: Time Series Evidence from Greece
    Ekonomia, 2000, 4, (2), 173-191
    Also in Ekonomia, 2000, 4, (2), 173-191 (2000)

1998

12. Causal Relationships between Public Expenditure, Public Receipts and Gross Domestic Product: Greece 1965-95
    Applied Economics Letters, 1998, 5, (11), 727-31