Details about Costas Milas

Access statistics for papers by Costas Milas.

Last updated 2009-11-05. Update your information in the RePEc Author Service.

Short-id: pmi119

Working Papers

2009

1. Causes of the Financial Crisis: An Assessment using UK Data
   Department of Economics Working Papers, University of Bath, Department of Economics
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2009)
2. Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
   Working Papers, University of Pretoria, Department of Economics
3. The Sub-Prime Crisis and UK Monetary Policy
   Department of Economics Working Papers, University of Bath, Department of Economics
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2008)

2008

4. Smooth Transition Models in Price Transmission
   Working Paper Series, Rimini Centre for Economic Analysis

2007

5. Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
   Keele Economics Research Papers, Centre for Economic Research, Keele University
   Also in Working Paper Series, Rimini Centre for Economic Analysis (2007)
   See also Journal Article in Oxford Economic Papers (2009)
6. Dynamics in the European Petroleum Markets
   Keele Economics Research Papers, Centre for Economic Research, Keele University View citations
7. Monetary Policy and the Hybrid Phillips Curve
   Working Paper Series, Rimini Centre for Economic Analysis
   Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2007)
8. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts
   Working Paper Series, Rimini Centre for Economic Analysis
   See also Journal Article in International Journal of Forecasting (2008)
9. Testing the Opportunistic Approach to Monetary Policy
   Keele Economics Research Papers, Centre for Economic Research, Keele University
   Also in MPRA Paper, University Library of Munich, Germany (2006)
10. The Complex Response of Monetary Policy to Asset Prices
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
11. The Complex Response of Monetary Policy to the Exchange Rate
    Working Paper Series, Rimini Centre for Economic Analysis
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2006)

2006

12. Asymmetric and Non-Linear Adjustments in Local Fiscal Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
13. Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models
    Discussion Paper Series, Department of Economics, Loughborough University
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2006)
    See also Journal Article in Journal of Forecasting (2007)
14. The Impact of Uncertainty on Monetary Policy Rules in the UK
    Keele Economics Research Papers, Centre for Economic Research, Keele University View citations
15. The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US
    Keele Economics Research Papers, Centre for Economic Research, Keele University

2005

16. Multivariate STAR Unemployment Rate Forecasts
    Econometrics, EconWPA
17. Non-linear adjustments in fiscal policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in City University Economics Discussion Papers, Department of Economics, City University, London (2004)
18. Non-linear real exchange rate effects in the UK labour market
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in International Finance, EconWPA (2004)
    Macroeconomics, EconWPA (2005)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
19. On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models
    Discussion Paper Series, Department of Economics, Loughborough University
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2005)
20. THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES
    Econometrics, EconWPA
    Also in City University Economics Discussion Papers, Department of Economics, City University, London (2003)
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2005) View citations
    See also Journal Article in Finance Research Letters (2005)
21. Uncertainty and Monetary Policy Rules in the United States
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005)
    See also Journal Article in Economic Inquiry (2009)
22. Uncertainty and UK Monetary Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in City University Economics Discussion Papers, Department of Economics, City University, London (2004)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004)

2004

23. Nonlinear inflation dynamics: evidence from the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group

2003

24. Non-linear Inflationary Dynamics: Evidence from the UK
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article in Oxford Economic Papers (2005)
25. Non-linear multivariate adjustment of the UK real exchange rate
    City University Economics Discussion Papers, Department of Economics, City University, London

2002

26. Asymmetric and non-linear adjustment in the revenue-expenditure models
    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 (2002)
27. Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach
    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 (2002) View citations
28. Modelling Monetary Policy: Inflation Targeting in Practice
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations
    See also Journal Article in Economica (2004)
29. On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach
    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)
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA (2001)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)

2001

30. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA
    See also Journal Article in International Journal of Finance & Economics (2004)
31. Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
    Also in BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA (2000)
    See also Journal Article in Economic Modelling (2003)

2000

32. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA

1999

33. Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

1998

34. Modeling The Behaviour of the Spot Prices of Various Types of Coffee
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations

Journal Articles

2009

1. Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
   Oxford Economic Papers, 2009, 61, (1), 168-182
   See also Working Paper (2007)
2. Forecasting returns and risk in financial markets using linear and nonlinear models
   International Journal of Forecasting, 2009, 25, (2), 215-217
3. Price dynamics in European petroleum markets
   Energy Economics, 2009, 31, (1), 99-108
4. UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES
   Economic Inquiry, 2009, 47, (2), 206-215
   See also Working Paper (2005)

2008

5. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
   International Journal of Forecasting, 2008, 24, (1), 101-121 View citations
   See also Working Paper (2007)

2007

6. Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models
   Journal of Forecasting, 2007, 26, (8), 601-619
   See also Working Paper (2006)

2006

7. Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99
   International Journal of Forecasting, 2006, 22, (1), 198-199
8. Non-linear Real Exchange Rate Effects in the UK Labour Market
   Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (1)
   Also in Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (1), 1285-1285 (2006)
   See also Working Paper (2005)

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)
10. The price-dividend relationship in inflationary and deflationary regimes
    Finance Research Letters, 2005, 2, (4), 260-269 View citations
    See also Working Paper (2005)

2004

11. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    International Journal of Finance & Economics, 2004, 9, (3), 277-288
    See also Working Paper (2001)
12. Modelling Monetary Policy: Inflation Targeting in Practice
    Economica, 2004, 71, (281), 209-221 View citations
    See also Working Paper (2002)
13. Time-varying excess returns on UK government bonds: A non-linear approach
    Journal of Banking & Finance, 2004, 28, (1), 45-62 View citations

2003

14. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
    Economic Modelling, 2003, 20, (1), 165-179
    See also Working Paper (2001)

2002

15. Beyond the Demand: The Importance of Supply-Side and Institutional Factors in the Growth of Governments
    Applied Economics Letters, 2002, 9, (8), 523-27
16. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3)
    Also in Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 1093-1093 (2002)
    See also Working Paper (2002)
17. Smooth Transition Vector Error Correction Models for the Spot Prices of Coffee
    Applied Economics Letters, 2002, 9, (14), 925-28 View citations
18. The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth
    International Tax and Public Finance, 2002, 9, (4), 435-449 View citations

2001

19. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641

2000

20. Employment, Output and Political Business Cycle Effects in the Greek Non-tradable Sector
    Applied Economics, 2000, 32, (2), 123-33

1999

21. Labor Market Decisions and Greek Manufacturing Competitiveness
    Journal of Policy Modeling, 1999, 21, (4), 505-513

1998

22. Demand for Greek Imports Using Multivariate Cointegration Techniques
    Applied Economics, 1998, 30, (11), 1483-92
23. Long-run structural estimation of labour market equations with an application to Greece1
    Economic Modelling, 1998, 16, (1), 149-161