Details about Sophocles N. Brissimis

Access statistics for papers by Sophocles N. Brissimis.

Last updated 2009-11-16. Update your information in the RePEc Author Service.

Short-id: pbr183

Working Papers

2009

1. Bank Heterogeneity and Monetary Policy Transmission
   Working Papers, Bank of Greece
2. Bank-Level Estimates of Market Power
   Working Papers, Bank of Greece View citations

2008

3. Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries
   Working Papers, Bank of Greece View citations
   Also in DEOS Working Papers, Athens University of Economics and Business (2008) View citations
   See also Journal Article in Journal of Banking & Finance (2008)

2007

4. Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel
   Working Papers, Bank of Greece View citations
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)
5. Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity
   Working Papers, Bank of Greece View citations
   See also Journal Article in Journal of International Money and Finance (2008)
6. The Interaction between Mortgage Financing and Housing Prices in Greece
   Working Papers, Bank of Greece View citations
   See also Journal Article in The Journal of Real Estate Finance and Economics (2009)

2006

7. Inflation Forecasts and the New Keynesian Phillips Curve
   Working Papers, Bank of Greece View citations
   See also Journal Article in International Journal of Central Banking (2008)
8. Market Conduct, Price Interdependence and Exchange Rate Pass-Through
   Working Papers, Bank of Greece View citations
9. Monetary Policy Rules under Heterogeneous Inflation Expectations
   Working Papers, Bank of Greece View citations
10. Technical and Allocative Efficiency in European Banking
    Working Papers, Bank of Greece View citations

2005

11. Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability
    Working Papers, Bank of Greece View citations
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)
12. Market Power, Innovative Activity and Exchange Rate Pass-Through
    Working Papers, Bank of Greece View citations
13. Market power, innovative activity and exchange rate pass-through in the euro area
    Working Paper Series, European Central Bank View citations

2004

14. Forward-Looking Information in VAR Models and the Price Puzzle
    Working Papers, Bank of Greece View citations
    See also Journal Article in Journal of Monetary Economics (2006)
15. Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting
    Working Papers, Bank of Greece View citations
    See also Journal Article in Journal of International Money and Finance (2005)

2003

16. Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel
    Working Papers, Bank of Greece View citations
    See also Journal Article in Economic Modelling (2005)
17. Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
    Working Papers, Bank of Greece View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)

2001

18. Is there a Bank lending channel of monetary policy in Greece? Evidence from bank level data
    Working Paper Series, European Central Bank View citations

1997

19. A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies
    Also in DEOS Working Papers, Athens University of Economics and Business (1997)

Journal Articles

2009

1. Identification of a loan supply function: A cross-country test for the existence of a bank lending channel
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 321-335
   See also Working Paper (2007)
2. The Interaction between Mortgage Financing and Housing Prices in Greece
   The Journal of Real Estate Finance and Economics, 2009, 39, (2), 146-164
   See also Working Paper (2007)

2008

3. Bank-specific, industry-specific and macroeconomic determinants of bank profitability
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (2), 121-136 View citations
   See also Working Paper (2005)
4. Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries
   Journal of Banking & Finance, 2008, 32, (12), 2674-2683 View citations
   See also Working Paper (2008)
5. Inflation Forecasts and the New Keynesian Phillips Curve
   International Journal of Central Banking, 2008, 4, (2), 1-22 View citations
   See also Working Paper (2006)
6. Optimal monetary policy in the euro area in the presence of heterogeneity
   Journal of International Money and Finance, 2008, 27, (2), 209-226 View citations
   See also Working Paper (2007)
7. The Efficiency of the Greek Banking System and its Determinants
   Economic Bulletin, 2008, (30), 7-27

2007

8. Determinants of bank interest rates and comparisons between Greece and the euro area
   Economic Bulletin, 2007, (28), 7-30
9. Market power and exchange rate pass-through
   International Review of Economics & Finance, 2007, 16, (2), 202-222 View citations

2006

10. Forward-looking information in VAR models and the price puzzle
    Journal of Monetary Economics, 2006, 53, (6), 1225-1234 View citations
    See also Working Paper (2004)

2005

11. Changes in financial structure and asset price substitutability: A test of the bank lending channel
    Economic Modelling, 2005, 22, (5), 879-904 View citations
    See also Working Paper (2003)
12. Testing long-run purchasing power parity under exchange rate targeting
    Journal of International Money and Finance, 2005, 24, (6), 959-981 View citations
    See also Working Paper (2004)

2004

13. Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility
    Journal of Policy Modeling, 2004, 26, (6), 661-673 View citations
14. The effect of mergers and acquisitions on bank efficiency in Greece
    Economic Bulletin, 2004, (22), 7-31 View citations

2003

15. Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
    Oxford Bulletin of Economics and Statistics, 2003, 65, (5), 605-628 View citations
    See also Working Paper (2003)

2002

16. A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM
    International Journal of Finance & Economics, 2002, 7, (1), 63-78 View citations

1991

17. Instability of the U.S. Money Demand Function
    Journal of Economic Surveys, 1991, 5, (2), 131-61 View citations

1989

18. The effectiveness of devaluation: A general equilibrium assessment with reference to Greece
    Journal of Policy Modeling, 1989, 11, (2), 247-271 View citations

1987

19. An analysis of advertising and distribution effectiveness
    European Journal of Operational Research, 1987, 28, (2), 175-179

1985

20. Estimation of the monetary model of exchange-rate determination under rational expectations
    Journal of Economic Dynamics and Control, 1985, 9, (4), 477-491
21. Specification Tests of the Money Demand Function in an Open Economy
    The Review of Economics and Statistics, 1985, 67, (3), 482-89 View citations

1984

22. An empirical inquiry into the short-run dynamics of output, prices and exchange market pressure
    Journal of International Money and Finance, 1984, 3, (1), 75-89

1981

23. Estimating Autonomous and Induced Cost Inflation
    Empirical Economics, 1981, 6, (2), 103-10

1978

24. On the Asymptotic Distribution of Impact and Interim Multipliers
    Econometrica, 1978, 46, (2), 463-69
25. Polynomial operators and the asymptotic distribution of dynamic multipliers
    Journal of Econometrics, 1978, 7, (3), 373-384

1976

26. Estimating Full-Employment Output for the United Kingdom
    Applied Economics, 1976, 8, (3), 215-27
27. Multiplier Effects for Higher Than First Order Linear Dynamic Econometric Models
    Econometrica, 1976, 44, (3), 593-95