Details about Sarantis Kalyvitis

Access statistics for papers by Sarantis Kalyvitis.

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Short-id: pka389

Working Papers

2012

1. Estimating C-CAPM and the Equity Premium over the Frequency Domain
   DEOS Working Papers, Athens University of Economics and Business
2. Green Spending Reforms, Growth and Welfare with Endogenous Subjective Discounting
   DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade
3. Revisiting the “Productivity-Hours Puzzle” in the RBC Paradigm: The Role of Investment Adjustment Costs
   Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods

2011

4. Estimating the Euler Equation for Aggregate Investment with Endogenous Capital Depreciation
   DEOS Working Papers, Athens University of Economics and Business
   See also Journal Article in Southern Economic Journal (2012)
5. Excessive Wages and the Return on Capital
   DEOS Working Papers, Athens University of Economics and Business
   See also Journal Article in Cambridge Journal of Economics (2012)
6. Real Business Cycles with Capital Maintenance
   Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods
7. When does more aid imply less democracy? An empirical examination
   DEOS Working Papers, Athens University of Economics and Business View citations (4)
   See also Journal Article in European Journal of Political Economy (2012)

2009

8. "Unwarranted" Wage Changes and the Return on Capital
   CESifo Working Paper Series, CESifo Group Munich

2008

9. Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates
   Working Papers, Bank of Greece View citations (9)
   See also Journal Article in The Quarterly Review of Economics and Finance (2010)

2006

10. Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (2)
    Also in Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth (2006) View citations (1)
    See also Journal Article in Empirical Economics (2010)

2004

11. Do Foreign Aid Transfers Distort Incentives and Hurt Growth? Theory and Evidence from 75 Aid-recipient Countries
    CESifo Working Paper Series, CESifo Group Munich View citations (10)
12. Does Foreign Aid Distort Incentives And Hurt Growth?
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (1)

2001

13. New evidence on the effects of US monetary policy on exchange rates
    Open Access publications from London School of Economics and Political Science, London School of Economics and Political Science View citations (15)
    See also Journal Article in Economics Letters (2001)

1997

14. Heterogeneous Traders and the Unbiasedness Hypothesis: Explaining the Mark/Dollar Bias
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

1996

15. Public Investment and Endogenous Growth in a Small Open Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)

1994

16. Efficiency and Expectations Revisited: A Foreign Exchange Market with Bayesian Players
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

Undated

17. Capital Maintenance and Depreciation over the Business Cycle
    DEOS Working Papers, Athens University of Economics and Business
18. Public Capital Maintenance, Decentralization and U.s. Productivity Growth
    DEOS Working Papers, Athens University of Economics and Business
19. THE PERSISTENCE OF NOMINAL AND REAL VARIABLES UNDER FIXED AND FLOATING EXCANGE RATES: Evidence from Greece, 1954-1992
    Working Papers, University of Crete, Department of Economics

Journal Articles

2012

1. 'Excessive' wages and the return on capital
   Cambridge Journal of Economics, 2012, 36, (2), 435-461
   See also Working Paper (2011)
2. Are Aid Flows Excessive or Insufficient? Estimating the Growth Impact of Aid in Threshold Regressions
   Scottish Journal of Political Economy, 2012, 59, (3), 298-315
3. Estimating the Euler Equation for Aggregate Investment with Endogenous Capital Depreciation
   Southern Economic Journal, 2012, 78, (3), 1057-1078
   See also Working Paper (2011)
4. When does more aid imply less democracy? An empirical examination
   European Journal of Political Economy, 2012, 28, (1), 132-146 View citations (3)
   See also Working Paper (2011)

2010

5. DEMOCRATIC AID AND THE DEMOCRATIZATION OF RECIPIENTS
   Contemporary Economic Policy, 2010, 28, (2), 188-218 View citations (5)
6. ENDOGENOUS TIME PREFERENCE AND PUBLIC POLICY: GROWTH AND FISCAL IMPLICATIONS
   Macroeconomic Dynamics, 2010, 14, (S2), 243-257 View citations (1)
7. Looking far in the past: revisiting the growth-returns nexus with non-parametric tests
   Empirical Economics, 2010, 38, (3), 743-766 View citations (2)
   See also Working Paper (2006)
8. Some empirical evidence on the effects of U.S. monetary policy shocks on cross exchange rates
   The Quarterly Review of Economics and Finance, 2010, 50, (3), 386-394
   See also Working Paper (2008)

2009

9. Long-Run PPP under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate
   Review of International Economics, 2009, 17, (1), 144-155

2008

10. Does foreign aid distort incentives and hurt growth? Theory and evidence from 75 aid-recipient countries
    Public Choice, 2008, 134, (3), 463-488 View citations (12)
11. On the Growth Implications of Foreign Aid for Public Investment Co-Financing
    Review of Development Economics, 2008, 12, (2), 354-371 View citations (2)
12. Public capital maintenance and congestion: Long-run growth and fiscal policies
    Journal of Economic Dynamics and Control, 2008, 32, (12), 3760-3779 View citations (1)

2006

13. model: an empirical analysis of aggregate business capital spending with maintenance expenditures
    Canadian Journal of Economics, 2006, 39, (4), 1282-1315 View citations (1)

2005

14. “New” Public Investment and/or Public Capital Maintenance for Growth? The Canadian Experience
    Economic Inquiry, 2005, 43, (3), 586-600 View citations (2)

2004

15. On the macroeconomic implications of maintenance in public capital
    Journal of Public Economics, 2004, 88, (3-4), 695-712 View citations (23)

2003

16. Public Investment Rules and Endogenous Growth with Empirical Evidence from Canada
    Scottish Journal of Political Economy, 2003, 50, (1), 90-110 View citations (1)

2002

17. Investigating the links between growth and real stock price changes with empirical evidence from the G-7 economies
    The Quarterly Review of Economics and Finance, 2002, 42, (3), 543-575 View citations (17)
18. On the propagation of the fluctuations of stock returns on growth: is the global effect important?
    Journal of Policy Modeling, 2002, 24, (5), 487-502

2001

19. New evidence on the effects of US monetary policy on exchange rates
    Economics Letters, 2001, 71, (2), 255-263 View citations (16)
    See also Working Paper (2001)
20. Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan
    Journal of Policy Modeling, 2001, 23, (6), 637-650 View citations (11)

2000

21. Forecasting energy consumption and energy related CO2 emissions in Greece: An evaluation of the consequences of the Community Support Framework II and natural gas penetration
    Energy Economics, 2000, 22, (4), 395-422 View citations (3)
22. The Effects of the Second Community Support Framework 1994-99 on the Greek Economy
    Journal of Policy Modeling, 2000, 22, (5), 611-624 View citations (3)

1999

23. Analyzing Devaluation Fears in an Emerging Forward Exchange Market: Greece During 1992
    Ekonomia, 1999, 3, (1), 41-54
24. Cointegration and joint efficiency of international commodity markets
    The Quarterly Review of Economics and Finance, 1999, 39, (2), 213-231 View citations (3)

1998

25. A four-sector macroeconometric model for Greece and the evaluation of the community support framework 1994-1999
    Economic Modelling, 1998, 15, (4), 575-620 View citations (1)
26. The Second CSF (Delors' II Package) for Greece and Its Impact on the Greek Economy: An Ex-ante Assessment Using a Macroeconometric Model
    Economic Change and Restructuring, 1998, 31, (1), 57-79 View citations (1)

1997

27. Efficiency testing revisited: a foreign exchange market with Bayesian learning
    Journal of International Money and Finance, 1997, 16, (3), 367-385 View citations (2)
28. Evaluating the real effects of devaluation expectations in Greece under alternative policies
    Economic Modelling, 1997, 14, (2), 215-236
29. Persistence of Nominal and Real Variables under Fixed and Floating Exchange Rates: Evidence from Greece, 1954-1992
    Bulletin of Economic Research, 1997, 49, (2), 153-68 View citations (1)
30. The demand for energy in Greece: assessing the effects of the Community Support Framework 1994-1999
    Energy Economics, 1997, 19, (4), 393-416 View citations (2)

1996

31. Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS
    Journal of Macroeconomics, 1996, 18, (4), 693-714 View citations (13)

1994

32. Persistence in real variables under alternative exchange rate regimes: Some multi-country evidence
    Economics Letters, 1994, 45, (1), 93-102 View citations (2)
33. Testing for exchange rate bubbles using variance inequalities
    Journal of Macroeconomics, 1994, 16, (2), 359-367