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Details about Theologos Pantelidis

E-mail:
Homepage:http://www.uom.gr/modules.php?op=modload&name=Cv&file=index&id=1503&tmima=3&categorymenu=2
Workplace:Department of Economics, University of Macedonia, (more information at EDIRC)

Access statistics for papers by Theologos Pantelidis.

Last updated 2017-04-08. Update your information in the RePEc Author Service.

Short-id: ppa465


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Working Papers

2015

  1. Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (2)
    Also in GRI Working Papers, Grantham Research Institute on Climate Change and the Environment (2013) Downloads View citations (5)

    See also Journal Article in Journal of Environmental Economics and Management (2015)
  2. Hedge fund predictability and optimal asset allocation
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads
  3. Measuring the Economic Value of Sustainable River Basin Management: The Full-Preference Rank Method
    DEOS Working Papers, Athens University of Economics and Business Downloads

2014

  1. Speculative behaviour and oil price predictability
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in Economic Modelling (2015)

2012

  1. Testing for Granger causality in a system of more than two variables
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads

2011

  1. Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article in Applied Economics (2012)

2008

  1. Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse Downloads View citations (33)
    Also in LERNA Working Papers, LERNA, University of Toulouse (2008) Downloads View citations (26)

    See also Journal Article in Economic Policy (2008)

2007

  1. Club Convergence in Carbon Dioxide Emissions
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (1)
    See also Journal Article in Environmental & Resource Economics (2009)

2006

  1. Social Discounting Under Uncertainty: A cross-country comparison
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (9)
    See also Journal Article in Journal of Environmental Economics and Management (2009)
  2. The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) Downloads

2005

  1. Declining Discount Rates: Evidence from the UK
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
  2. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads View citations (17)
    See also Journal Article in Journal of Applied Econometrics (2007)
  3. Integration at a cost: Evidence from volatility impulse response functions
    Economics, Finance and Accounting Department Working Paper Series, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth Downloads
    See also Journal Article in Applied Financial Economics (2009)

2004

  1. An Econometric Approach To Estimating Long-Run Discount Rates
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (12)
  2. THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads View citations (1)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads View citations (5)
    Economics Series, Institute for Advanced Studies (2004) Downloads View citations (2)

Journal Articles

2016

  1. The Fisher effect in the presence of time-varying coefficients
    Computational Statistics & Data Analysis, 2016, 100, (C), 495-511 Downloads

2015

  1. Declining discount rates and the Fisher Effect: Inflated past, discounted future?
    Journal of Environmental Economics and Management, 2015, 73, (C), 32-49 Downloads View citations (2)
    See also Working Paper (2015)
  2. Regime-switching models for exchange rates
    The European Journal of Finance, 2015, 21, (12), 1023-1069 Downloads
  3. Speculative behaviour and oil price predictability
    Economic Modelling, 2015, 47, (C), 128-136 Downloads View citations (2)
    See also Working Paper (2014)
  4. Testing for causality in the presence of leading variables
    Economics and Business Letters, 2015, 4, (1), 17-29 Downloads

2013

  1. CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES
    Health Economics, 2013, 22, (4), 451-465 View citations (3)
  2. Decomposing the persistence of real exchange rates
    Empirical Economics, 2013, 44, (3), 1217-1242 Downloads View citations (1)

2012

  1. Convergence in per capita health expenditures and health outcomes in the OECD countries
    Applied Economics, 2012, 44, (30), 3909-3920 Downloads View citations (6)
    See also Working Paper (2011)

2009

  1. Club Convergence in Carbon Dioxide Emissions
    Environmental & Resource Economics, 2009, 44, (1), 47-70 Downloads View citations (37)
    See also Working Paper (2007)
  2. Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
    Journal of Forecasting, 2009, 28, (7), 612-630 Downloads
  3. Forecasting growth and inflation in an enlarged euro area
    Journal of Forecasting, 2009, 28, (5), 405-425 Downloads
  4. Integration at a cost: evidence from volatility impulse response functions
    Applied Financial Economics, 2009, 19, (11), 917-933 Downloads View citations (10)
    See also Working Paper (2005)
  5. Social discounting under uncertainty: A cross-country comparison
    Journal of Environmental Economics and Management, 2009, 57, (2), 140-150 Downloads View citations (27)
    See also Working Paper (2006)

2008

  1. Declining discount rates: Economic justifications and implications for long-run policy
    Economic Policy, 2008, 23, 757-795 Downloads View citations (30)
    See also Working Paper (2008)

2007

  1. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Journal of Applied Econometrics, 2007, 22, (3), 641-656 Downloads View citations (31)
    See also Working Paper (2005)

2004

  1. Testing for Granger causality in variance in the presence of causality in mean
    Economics Letters, 2004, 85, (2), 201-207 Downloads View citations (21)
 
Page updated 2017-09-19