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Details about Costas Milas

E-mail:
Homepage:http://www.liv.ac.uk/management/
Postal address:Professor Costas Milas Management School Chatham Street University of Liverpool Liverpool L69 7ZH email: costas.milas@liverpool.ac.uk
Workplace:Management School, University of Liverpool, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Costas Milas.

Last updated 2017-03-22. Update your information in the RePEc Author Service.

Short-id: pmi119


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Working Papers

2016

  1. Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time–varying Parameter VAR
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads

2015

  1. Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds
    Working Paper Series, European Central Bank Downloads
  2. Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (5)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2015) Downloads View citations (5)

    See also Journal Article in Economics Letters (2015)

2014

  1. Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
  2. Global liquidity, money growth and UK inflation
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
  3. The Policy Window:The Impact of Financial Stress in the UK
    Department of Economics Working Papers, University of Bath, Department of Economics Downloads View citations (1)
  4. Tweets, Google Trends and Sovereign Spreads in the GIIPS
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (4)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) Downloads View citations (10)
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2013) Downloads View citations (11)

    See also Journal Article in Oxford Economic Papers (2015)

2013

  1. Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (6)
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2013) Downloads View citations (6)

    See also Journal Article in Economics Letters (2013)

2012

  1. Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2012) Downloads View citations (1)
  2. Quantitative Easing: A Sceptical Survey
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (21)
    Also in Department of Economics Working Papers, University of Bath, Department of Economics (2012) Downloads View citations (18)

    See also Journal Article in Oxford Review of Economic Policy (2012)
  3. The Impact of Stock Market Illiquidity on Real UK GDP Growth
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads

2011

  1. Debt Sustainability and Financial Crises: Evidence from the GIIPS
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (4)
    Also in CESifo Working Paper Series, CESifo Group Munich (2011) Downloads View citations (1)
  2. Financial Crises and Monetary Policy: Evidence from the UK
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (3)
    See also Journal Article in Journal of Financial Stability (2013)

2010

  1. Financial Stability and Monetary Policy
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (3)
    Also in Department of Economics Working Papers, University of Bath, Department of Economics (2010) Downloads View citations (3)
  2. Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    Working Papers, The University of Sheffield, Department of Economics Downloads
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2009) Downloads View citations (3)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2011)
  3. Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)

2009

  1. A Non-linear Analysis on the Sustainability of the Government's Intertemporal Budget Constraint
    2009 Meeting Papers, Society for Economic Dynamics
  2. Causes of the Financial Crisis: an Assessment Using UK Data
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Department of Economics Working Papers, University of Bath, Department of Economics (2009) Downloads
  3. Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (2)

2008

  1. Smooth Transition Models in Price Transmission
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
  2. The Sub-Prime Crisis and UK Monetary Policy
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    See also Journal Article in International Journal of Central Banking (2010)

2007

  1. 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 Downloads
    Also in Working Paper Series, The Rimini Centre for Economic Analysis (2007) Downloads

    See also Journal Article in Oxford Economic Papers (2009)
  2. Dynamics in the European Petroleum Markets
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads View citations (1)
  3. Monetary Policy and the Hybrid Phillips Curve
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2007) Downloads
  4. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    See also Journal Article in International Journal of Forecasting (2008)
  5. Testing the Opportunistic Approach to Monetary Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (1)

    See also Journal Article in Manchester School (2010)
  6. The Complex Response of Monetary Policy to Asset Prices
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group Downloads
  7. The Complex Response of Monetary Policy to the Exchange Rate
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2006) Downloads

    See also Journal Article in Scottish Journal of Political Economy (2010)

2006

  1. Asymmetric and Non-Linear Adjustments in Local Fiscal Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads View citations (1)
  2. 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 Downloads
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2006) Downloads

    See also Journal Article in Journal of Forecasting (2007)
  3. The Impact of Uncertainty on Monetary Policy Rules in the UK
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
  4. The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads

2005

  1. Multivariate STAR Unemployment Rate Forecasts
    Econometrics, EconWPA Downloads
  2. Non-linear adjustments in fiscal policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
    Also in Working Papers, Department of Economics, City University London (2004) Downloads
  3. Non-linear real exchange rate effects in the UK labour market
    Macroeconomics, EconWPA Downloads View citations (4)
    Also in International Finance, EconWPA (2004) Downloads
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2005) Downloads

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
  4. 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 Downloads View citations (1)
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2005) Downloads
  5. THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES
    Econometrics, EconWPA Downloads View citations (2)
    Also in Working Papers, Department of Economics, City University London (2003) Downloads
    Keele Economics Research Papers, Centre for Economic Research, Keele University (2005) Downloads

    See also Journal Article in Finance Research Letters (2005)
  6. Uncertainty and Monetary Policy Rules in the United States
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2005) Downloads

    See also Journal Article in Economic Inquiry (2009)
  7. Uncertainty and UK Monetary Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads
    Also in Working Papers, Department of Economics, City University London (2004) Downloads
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) Downloads

2004

  1. Nonlinear inflation dynamics: evidence from the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (1)

2003

  1. Non-linear Inflationary Dynamics: Evidence from the UK
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads View citations (2)
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

    See also Journal Article in Oxford Economic Papers (2005)
  2. Non-linear multivariate adjustment of the UK real exchange rate
    Working Papers, Department of Economics, City University London Downloads

2002

  1. Asymmetric and non-linear adjustment in the revenue-expenditure models
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads
  2. 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 Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads View citations (1)

    See also Journal Article in Journal of Futures Markets (2004)
  3. Modelling Monetary Policy: Inflation Targeting in Practice
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (18)
    See also Journal Article in Economica (2004)
  4. 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 Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads View citations (1)
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO (2001) Downloads

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2002)

2001

  1. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    BORRADORES DE INVESTIGACIÓN, UNIVERSIDAD DEL ROSARIO Downloads
    See also Journal Article in International Journal of Finance & Economics (2004)
  2. 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 (2000) Downloads

    See also Journal Article in Economic Modelling (2003)

2000

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

1999

  1. 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 Downloads

1998

  1. 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 Downloads View citations (3)

Journal Articles

2015

  1. Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications
    Journal of Financial Stability, 2015, 16, (C), 89-105 Downloads View citations (1)
  2. Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone
    Economics Letters, 2015, 136, (C), 118-124 Downloads View citations (5)
    See also Working Paper (2015)
  3. Tweets, Google trends, and sovereign spreads in the GIIPS
    Oxford Economic Papers, 2015, 67, (2), 406-432 Downloads View citations (4)
    See also Working Paper (2014)

2014

  1. On stock market illiquidity and real-time GDP growth
    Journal of International Money and Finance, 2014, 44, (C), 210-229 Downloads View citations (7)

2013

  1. Financial crises and monetary policy: Evidence from the UK
    Journal of Financial Stability, 2013, 9, (4), 654-661 Downloads View citations (14)
    See also Working Paper (2011)
  2. Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds
    Economics Letters, 2013, 121, (3), 384-389 Downloads View citations (6)
    See also Working Paper (2013)

2012

  1. Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment
    Computational Statistics & Data Analysis, 2012, 56, (1), 173-189 Downloads View citations (7)
  2. Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS
    Economics Bulletin, 2012, 32, (3), 2586-2593 Downloads View citations (2)
  3. NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENT'S INTERTEMPORAL BUDGET CONSTRAINT
    Economic Inquiry, 2012, 50, (4), 988-999 Downloads View citations (7)
  4. Quantitative easing: a sceptical survey
    Oxford Review of Economic Policy, 2012, 28, (4), 750-764 Downloads View citations (18)
    See also Working Paper (2012)

2011

  1. Price Transmission in the EU Wholesale Petroleum Markets
    Journal of Business & Economic Statistics, 2011, 30, (2), 165-172 Downloads View citations (1)
  2. Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (2), 1-43 Downloads View citations (2)
    See also Working Paper (2010)

2010

  1. Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data
    International Finance, 2010, 13, (3), 443-459 Downloads
  2. TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY
    Manchester School, 2010, 78, (2), 110-125 Downloads View citations (14)
    See also Working Paper (2007)
  3. THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE
    Scottish Journal of Political Economy, 2010, 57, (1), 103-117 Downloads View citations (2)
    See also Working Paper (2007)
  4. The Sub-Prime Crisis and UK Monetary Policy
    International Journal of Central Banking, 2010, 6, (3), 119-144 Downloads View citations (11)
    See also Working Paper (2008)

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 Downloads View citations (6)
    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 Downloads
  3. Price dynamics in European petroleum markets
    Energy Economics, 2009, 31, (1), 99-108 Downloads View citations (15)
  4. UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES
    Economic Inquiry, 2009, 47, (2), 206-215 Downloads View citations (6)
    See also Working Paper (2005)

2008

  1. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
    International Journal of Forecasting, 2008, 24, (1), 101-121 Downloads View citations (15)
    See also Working Paper (2007)

2007

  1. 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 Downloads View citations (2)
    See also Working Paper (2006)

2006

  1. 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 Downloads
  2. Non-linear Real Exchange Rate Effects in the UK Labour Market
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (1), 1-34 Downloads
    See also Working Paper (2005)

2005

  1. Non-linear inflationary dynamics: evidence from the UK
    Oxford Economic Papers, 2005, 57, (1), 51-69 Downloads View citations (7)
    See also Working Paper (2003)
  2. The price-dividend relationship in inflationary and deflationary regimes
    Finance Research Letters, 2005, 2, (4), 260-269 Downloads View citations (4)
    See also Working Paper (2005)

2004

  1. Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach
    Journal of Futures Markets, 2004, 24, (3), 221-250 Downloads View citations (2)
    See also Working Paper (2002)
  2. 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 Downloads View citations (8)
    See also Working Paper (2001)
  3. Modelling Monetary Policy: Inflation Targeting in Practice
    Economica, 2004, 71, (281), 209-221 Downloads View citations (60)
    See also Working Paper (2002)
  4. Time-varying excess returns on UK government bonds: A non-linear approach
    Journal of Banking & Finance, 2004, 28, (1), 45-62 Downloads View citations (10)

2003

  1. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
    Economic Modelling, 2003, 20, (1), 165-179 Downloads View citations (2)
    See also Working Paper (2001)

2002

  1. A Multivariate Approach to the Growth of Governments
    Public Finance Review, 2002, 30, (1), 56-76 Downloads View citations (4)
  2. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 1-21 Downloads View citations (2)
    See also Working Paper (2002)
  3. Smooth transition vector error correction models for the spot prices of coffee
    Applied Economics Letters, 2002, 9, (14), 925-928 Downloads View citations (6)
  4. 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 Downloads View citations (3)

2001

  1. Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom
    Journal of Futures Markets, 2001, 21, (8), 737-768 Downloads View citations (4)
  2. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641 Downloads View citations (7)

2000

  1. Employment, output and political business cycle effects in the Greek non-tradable sector
    Applied Economics, 2000, 32, (2), 123-133 Downloads View citations (8)

1999

  1. Labor Market Decisions and Greek Manufacturing Competitiveness
    Journal of Policy Modeling, 1999, 21, (4), 505-513 Downloads View citations (2)

1998

  1. Demand for Greek imports using multivariate cointegration techniques
    Applied Economics, 1998, 30, (11), 1483-1492 Downloads View citations (5)
  2. Long-run structural estimation of labour market equations with an application to Greece1
    Economic Modelling, 1998, 16, (1), 149-161 Downloads
 
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