Details about Theodore Panagiotidis

Access statistics for papers by Theodore Panagiotidis.

Last updated 2009-11-03. Update your information in the RePEc Author Service.

Short-id: ppa215

Working Papers

2009

1. ARE EU BUDGET DEFICITS STATIONARY?
   Working Paper Series, Rimini Centre for Economic Analysis
2. COINTEGRATION AND ASYMMETRIC ADJUSTMENT: SOME NEW EVIDENCE CONCERNING THE BEHAVIOUR OF THE US CURRENT ACCOUNT
   Working Paper Series, Rimini Centre for Economic Analysis
   Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009)
   See also Journal Article in The B.E. Journal of Macroeconomics (2009)
3. Modelling stock returns in Africa's emerging equity markets
   Stirling Economics Discussion Papers, University of Stirling, Department of Economics
   Also in Discussion Paper Series, Department of Economics, University of Macedonia (2009)
   See also Journal Article in International Review of Financial Analysis (2009)

2008

4. Are EU budgets stationary?
   Discussion Paper Series, Department of Economics, University of Macedonia
5. Market Efficiency and the Euro: The case of the Athens Stock exchange
   Discussion Paper Series, Department of Economics, University of Macedonia
   Also in Finance, EconWPA (2005) View citations
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
   Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)

2007

6. Are EU budget deficits sustainable?
   Discussion Paper Series, Department of Economics, Loughborough University
7. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
   Working Paper Series, Rimini Centre for Economic Analysis View citations
   Also in Discussion Paper Series, Department of Economics, Loughborough University (2005)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2004)
8. On The Sustainability of the EU’s Current Account Deficits
   Discussion Paper Series, Department of Economics, Loughborough University
9. The Sustainability of India's current account (1950-2003): Evidence from parametric and non-parametric unit root and cointegration tests
   Working Paper Series, Rimini Centre for Economic Analysis
10. The sustainability of India’s current account
    Discussion Paper Series, Department of Economics, University of Macedonia

2006

11. Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange
    Discussion Paper Series, Department of Economics, Loughborough University View citations
12. 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)

2005

13. Central Bank Independence and Inflation: The case of Greece
    Discussion Paper Series, Department of Economics, Loughborough University
    Also in REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA (2006)
14. OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH
    Econometrics, EconWPA
15. 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)
16. Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group
17. Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
    Econometrics, EconWPA View citations

2004

18. Monetary Policy And The Natural Rate Of Unemployment
    Royal Economic Society Annual Conference 2004, Royal Economic Society
    Also in Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004)
19. Oil and gas market in the UK: evidence from a cointegration approach
    Discussion Paper Series, Department of Economics, Loughborough University
20. Using the Correlation Dimension to Detect non-linear dynamics
    Discussion Paper Series, Department of Economics, Loughborough University

2003

21. An Analysis of Exports and Growth in India: Some Empirical Evidence (1971-2001)
    Working Papers, The University of Sheffield, Department of Economics
22. Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations

2002

23. Is non-linear serial dependence present in the US unemployment rate and the growth rates of employment sectoral shares?
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

24. 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)

Journal Articles

2009

1. Cointegration and Asymmetric Adjustment: Some New Evidence Concerning the Behavior of the U.S. Current Account
   The B.E. Journal of Macroeconomics, 2009, 9, (1)
   See also Working Paper (2009)
2. Modelling stock returns in Africa's emerging equity markets
   International Review of Financial Analysis, 2009, 18, (1-2), 1-11
   See also Working Paper (2009)

2008

3. An empirical investigation of the sustainability of the public deficit in Portugal
   International Economics and Economic Policy, 2008, 5, (1), 209-223

2007

4. 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)
5. NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
   Macroeconomic Dynamics, 2007, 11, (05), 613-637
6. Oil and gas markets in the UK: Evidence from a cointegrating approach
   Energy Economics, 2007, 29, (2), 329-347 View citations

2005

7. An Analysis of Exports and Growth in India: Cointegration and Causality Evidence (1971-2001)
   Review of Development Economics, 2005, 9, (2), 232-248
8. Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange
   Applied Financial Economics, 2005, 15, (10), 707-713 View citations

2004

9. 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)

2003

10. Testing for non-linearity in labour markets: the case of Germany and the UK
    Journal of Policy Modeling, 2003, 25, (3), 275-286 View citations

2002

11. Testing the assumption of Linearity
    Economics Bulletin, 2002, 3, (29), 1-9 View citations