Details about Efthymios Mike Tsionas

Access statistics for papers by Efthymios Mike Tsionas.

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Short-id: pts84

Working Papers

2012

1. Economic Restructuring, Crises and the Regions: The Political Economy of Regional Inequalities in Greece
   GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (1)
2. On the estimation of marginal cost
   MPRA Paper, University Library of Munich, Germany

2011

3. A new method to estimate the risk of financial intermediaries
   MPRA Paper, University Library of Munich, Germany
4. Firm-Heterogeneity, Persistent and Transient Technical Inefficiency
   MPRA Paper, University Library of Munich, Germany
5. Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited
   Working Papers, Bank of Greece

2009

6. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in Journal of Financial Stability (2012)
7. The joint estimation of bank-level market power and efficiency
   MPRA Paper, University Library of Munich, Germany View citations (10)
   See also Journal Article in Journal of Banking & Finance (2009)

2007

8. Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample
   Working Papers, Business School - Economics, University of Glasgow View citations (11)
   See also Journal Article in Public Choice (2008)

2006

9. Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach
   MPRA Paper, University Library of Munich, Germany
10. Foreign presence, technical efficiency and firm survival in Greece: a simultaneous equation model with latent variables approach
    MPRA Paper, University Library of Munich, Germany
11. Technical and Allocative Efficiency in European Banking
    Working Papers, Bank of Greece View citations (6)
    See also Journal Article in European Journal of Operational Research (2010)

2005

12. Efficiency in Damage Control Inputs: A Stochastic Production Frontier Approach
    2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists

2001

13. A Consistent Approach to Cost Efficiency Measurement
    DEOS Working Papers, Athens University of Economics and Business
    Also in Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies (2001)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
14. Stochastic Frontier Models with Random Coefficients
    DEOS Working Papers, Athens University of Economics and Business
    Also in Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies (2001) View citations (4)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

15. Bayesian Inference in the Non-Central Student-T Model
    DEOS Working Papers, Athens University of Economics and Business
    Also in Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies (2000)

Undated

16. Does Deregulation Change Economic Behavior of Firms?
    Working Papers, University of Crete, Department of Economics View citations (1)

Journal Articles

2013

1. A zero inefficiency stochastic frontier model
   Journal of Econometrics, 2013, 172, (1), 66-76
2. Turkish bank efficiency: Bayesian estimation with undesirable outputs
   Journal of Banking & Finance, 2013, 37, (2), 506-517

2012

3. Bayesian estimation approaches to first-price auctions
   Journal of Econometrics, 2012, 168, (1), 47-59
4. Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
   Statistics & Probability Letters, 2012, 82, (11), 1986-1989
5. Measurement of excess bidding in auctions
   Economics Letters, 2012, 116, (3), 377-380
6. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
   Journal of Financial Stability, 2012, 8, (2), 57-68 View citations (1)
   See also Working Paper (2009)

2011

7. Rail infrastructure charging in Hellenic railways
   Journal of Policy Modeling, 2011, 33, (3), 370-380
8. Stochastic error specification in primal and dual production systems
   Journal of Applied Econometrics, 2011, 26, (2), 270-297 View citations (3)
9. Stylized facts of money and credit over the business cycles
   Applied Financial Economics, 2011, 21, (23), 1735-1755
10. The business cycle in Eurozone economies (1960 to 2009)
    Applied Financial Economics, 2011, 21, (20), 1495-1513

2010

11. A Bayesian approach to statistical inference in stochastic DEA
    Omega, 2010, 38, (5), 309-314 View citations (4)
12. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
    Economic Modelling, 2010, 27, (3), 697-704
13. Globally flexible functional forms: The neural distance function
    European Journal of Operational Research, 2010, 206, (2), 456-469 View citations (1)
14. Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
    Econometric Reviews, 2010, 29, (1), 39-61 View citations (1)
15. Technical and allocative efficiency in European banking
    European Journal of Operational Research, 2010, 204, (1), 153-163 View citations (2)
    See also Working Paper (2006)
16. Testing for the generalized normal-Laplace distribution with applications
    Computational Statistics & Data Analysis, 2010, 54, (12), 3174-3180

2009

17. ELECTORAL MOTIVES, PARTISAN MOTIVES AND DYNAMIC OPTIMALITY WITH MANY TAXES: AN INTERNATIONAL INVESTIGATION
    Scottish Journal of Political Economy, 2009, 56, (1), 94-113
18. Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
    Economic Modelling, 2009, 26, (5), 904-909
19. Joint estimation of technology choice and technical efficiency: an application to organic and conventional dairy farming
    Journal of Productivity Analysis, 2009, 31, (3), 151-161 View citations (9)
20. Stylized Facts of Prices and Interest Rates over the Business Cycle
    Economics Bulletin, 2009, 29, (4), 2613-2627
21. The joint estimation of bank-level market power and efficiency
    Journal of Banking & Finance, 2009, 33, (10), 1842-1850 View citations (7)
    See also Working Paper (2009)

2008

22. Commentary
    Journal of Productivity Analysis, 2008, 30, (1), 71-75
23. Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample
    Public Choice, 2008, 137, (1), 245-278 View citations (3)
    See also Working Paper (2007)
24. Estimation of input-oriented technical efficiency using a nonhomogeneous stochastic production frontier model
    Agricultural Economics, 2008, 38, (1), 99-108 View citations (1)
25. PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
    Metroeconomica, 2008, 59, (2), 203-211
26. Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
    Empirical Economics, 2008, 34, (3), 585-602 View citations (5)

2007

27. Are Regional Incomes in the USA Converging? A Non-linear Perspective
    Regional Studies, 2007, 41, (4), 525-530 View citations (2)
28. Do we estimate an input or an output distance function? An application of the mixture approach to European railways
    Journal of Productivity Analysis, 2007, 27, (2), 87-100 View citations (5)
29. Efficiency Measurement with the Weibull Stochastic Frontier
    Oxford Bulletin of Economics and Statistics, 2007, 69, (5), 693-706 View citations (1)
30. Nonparametric stochastic frontiers: A local maximum likelihood approach
    Journal of Econometrics, 2007, 137, (1), 1-27 View citations (32)

2006

31. Estimation of stochastic frontier production functions with input-oriented technical efficiency
    Journal of Econometrics, 2006, 133, (1), 71-96 View citations (6)
32. Firm exit and technical inefficiency
    Empirical Economics, 2006, 31, (2), 535-548 View citations (5)
33. Inference in dynamic stochastic frontier models
    Journal of Applied Econometrics, 2006, 21, (5), 669-676 View citations (14)

2005

34. Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
    Journal of Econometrics, 2005, 126, (2), 355-384 View citations (23)
35. Productivity growth and inflation in Europe: Evidence from panel cointegration tests
    Empirical Economics, 2005, 30, (1), 137-150 View citations (3)
36. The Abrams curve of government size and unemployment: evidence from panel data
    Applied Economics, 2005, 37, (10), 1193-1199 View citations (4)
37. The Joint Measurement of Technical and Allocative Inefficiencies: An Application of Bayesian Inference in Nonlinear Random-Effects Models
    Journal of the American Statistical Association, 2005, 100, 736-747 View citations (7)

2004

38. A Consistent Approach to Cost Efficiency Measurement
    Oxford Bulletin of Economics and Statistics, 2004, 66, (1), 49-69 View citations (1)
    See also Working Paper (2001)
39. A Distance Function Approach for Estimating Technical and Allocative Inefficiency
    Indian Economic Review, 2004, 39, (1), 19-30 View citations (1)
40. Convergence and regional productivity differences: Evidence from Greek prefectures
    The Annals of Regional Science, 2004, 38, (3), 387-396 View citations (14)
41. Dynamic Distributions of Productivity Growth in European Railways
    Journal of Transport Economics and Policy, 2004, 38, (1), 45-75 View citations (3)
42. Financial development and economic growth: evidence from panel unit root and cointegration tests
    Journal of Development Economics, 2004, 73, (1), 55-74 View citations (70)
43. Inflation, Shadow Prices and the EMU: Evidence From Greece
    Bulletin of Economic Research, 2004, 56, (3), 251-269
44. International Evidence on Import Demand
    Empirica, 2004, 31, (1), 43-53
45. Markov switching stochastic frontier model
    Econometrics Journal, 2004, 7, (2), 398-425 View citations (5)
46. Value Relevance Of Institutional Investors
    European Research Studies Journal, 2004, VII, (3-4), 83-102

2003

47. A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests
    International Economic Journal, 2003, 17, (3), 39-54 View citations (3)
48. Cointegration modeling of interrelated factor demands: With an application to labor-import substitution in the European Union
    Journal of Macroeconomics, 2003, 25, (4), 509-526
49. Combining DEA and stochastic frontier models: An empirical Bayes approach
    European Journal of Operational Research, 2003, 147, (3), 499-510 View citations (4)
50. Exact solution of asset pricing models with arbitrary shock distributions
    Journal of Economic Dynamics and Control, 2003, 27, (5), 843-851 View citations (7)
51. Inflation and Productivity in Europe: An Empirical Investigation
    Empirica, 2003, 30, (1), 39-62 View citations (2)
52. Inflation and Productivity: Empirical Evidence from Europe
    Review of International Economics, 2003, 11, (1), 114-129 View citations (3)
53. Maastricht convergence and real convergence: European evidence from threshold and smooth transition regression models
    Journal of Policy Modeling, 2003, 25, (1), 43-52 View citations (4)
54. Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests
    Public Choice, 2003, 115, (3-4), 439-53 View citations (1)
55. The performance of the Greek banking system in view of the EMU: results from a non-parametric approach
    Economic Modelling, 2003, 20, (3), 571-592 View citations (9)

2002

56. Allocative inefficiency and the capital-energy controversy
    Energy Economics, 2002, 24, (4), 305-318 View citations (9)
57. Another Look at Regional Convergence in Greece
    Regional Studies, 2002, 36, (6), 603-609 View citations (8)
58. Bayesian inference in time series models using kernel quasi likelihoods
    Statistica Neerlandica, 2002, 56, (3), 285-294
59. Efficiency of the Greek banking system in view of the EMU: a heteroscedastic stochastic frontier approach
    Journal of Policy Modeling, 2002, 24, (9), 813-829 View citations (16)
60. Productivity growth in European railways: a new approach
    Transportation Research Part A: Policy and Practice, 2002, 36, (7), 633-644 View citations (5)
61. Stochastic frontier models with random coefficients
    Journal of Applied Econometrics, 2002, 17, (2), 127-147 View citations (48)
    See also Working Paper (2001)
62. Unemployment and government size: Is there any credible causality?
    Applied Economics Letters, 2002, 9, (12), 797-800 View citations (3)

2001

63. A note on joint estimation of scale economies and productivity growth parameters
    International Journal of Production Economics, 2001, 70, (1), 37-43 View citations (1)
64. Banking Economic Efficiency in the Deregulation Period: Results from Heteroscedastic Stochastic Frontier Models
    Manchester School, 2001, 69, (6), 656-76 View citations (9)
65. Efficiency in European railways: Not as inefficient as one might think
    Journal of Applied Economics, 2001, IV, 63-88 View citations (7)
66. Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
    Economics Bulletin, 2001, 3, (14), 1-7
67. Environmental Kuznets curves: Bayesian evidence from switching regime models
    Energy Economics, 2001, 23, (2), 191-210 View citations (17)
68. Euro-land: any good for the European South?
    Journal of Policy Modeling, 2001, 23, (1), 67-81 View citations (1)
69. European common stochastic long-run trends
    Journal of Economics, 2001, 74, (2), 119-130
70. P-STAR analysis in a converging economy: the case of Greece
    Economic Modelling, 2001, 18, (1), 49-60 View citations (3)
71. Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data
    Regional Studies, 2001, 35, (8), 689-696 View citations (4)

2000

72. Bayesian model comparison by Markov chain simulation: Illustration using stock market data
    Research in Economics, 2000, 54, (4), 403-416 View citations (1)
73. Likelihood Analysis of Random Effect Stochastic Frontier Models with Panel Data
    European Research Studies Journal, 2000, III, (3-4), 35-42
74. Posterior Analysis of Environmental Damage Evaluation in Europe
    International Review of Applied Economics, 2000, 14, (3), 371-390 View citations (3)
75. Productivity Convergence in Europe
    Eastern Economic Journal, 2000, 26, (3), 297-320 View citations (3)
76. Real convergence in Europe. How robust are econometric inferences?
    Applied Economics, 2000, 32, (11), 1475-1482 View citations (6)
77. Regional Growth and Convergence: Evidence from the United States
    Regional Studies, 2000, 34, (3), 231-238 View citations (20)

1998

78. Monte Carlo inference in econometric models with symmetric stable disturbances
    Journal of Econometrics, 1998, 88, (2), 365-401 View citations (11)