Details about Sophocles N. Brissimis

Access statistics for papers by Sophocles N. Brissimis.

Last updated 2023-04-09. Update your information in the RePEc Author Service.

Short-id: pbr183

Working Papers

2022

1. The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?
   Working Papers, Bank of Greece View citations (1)
2. The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates
   Working Papers, Bank of Greece View citations (4)

2018

3. Some Thoughts on the External Finance Premium and the Cost of Internal Finance
   MPRA Paper, University Library of Munich, Germany View citations (1)

2017

4. The link between consumption and leisure under Cobb-Douglas preferences:Some new evidence
   MPRA Paper, University Library of Munich, Germany

2014

5. Consumer default and optimal consumption decisions
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Consumer default and optimal consumption decisions, Journal of Economic Studies, Emerald Group Publishing Limited (2020) (2020)

2013

6. Inflation persistence and the rationality of inflation expectations
   Working Papers, Bank of Greece
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
   See also Journal Article Inflation persistence, learning dynamics and the rationality of inflation expectations, Empirical Economics, Springer (2016) View citations (3) (2016)

2012

7. Bank market power and monetary policy transmission
   MPRA Paper, University Library of Munich, Germany View citations (5)
   See also Journal Article Bank Market Power and Monetary Policy Transmission, International Journal of Central Banking, International Journal of Central Banking (2014) View citations (27) (2014)
8. Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?
   MPRA Paper, University Library of Munich, Germany View citations (3)
   Also in Working Papers, Bank of Greece (2012) View citations (5)
   See also Journal Article Consumer credit in an era of financial liberalization: an overreaction to repressed demand?, Applied Economics, Taylor & Francis Journals (2014) View citations (12) (2014)

2011

9. Developing a step-by-step effectiveness assessment model for customer-oriented service organizations
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Developing a step-by-step effectiveness assessment model for customer-oriented service organizations, European Journal of Operational Research, Elsevier (2012) View citations (1) (2012)
10. The determinants of current account imbalances in the Euro Area: a panel estimation approach
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article The determinants of current account imbalances in the euro area: a panel estimation approach, Economic Change and Restructuring, Springer (2013) View citations (9) (2013)
11. The theoretical framework of monetary policy revisited
    Working Papers, Bank of Greece View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (6)

2010

12. Bank heterogeneity and monetary policy transmission
    Working Paper Series, European Central Bank View citations (30)
    Also in Working Papers, Bank of Greece (2009) View citations (9)
13. Current account determinants and external sustainability in periods of structural change
    Working Papers, Bank of Greece View citations (46)
    Also in Working Paper Series, European Central Bank (2010) View citations (35)
    See also Journal Article Current account determinants and external sustainability in periods of structural change, Economic Change and Restructuring, Springer (2012) View citations (39) (2012)

2009

14. Bank-Level Estimates of Market Power
    Working Papers, Bank of Greece View citations (2)
    See also Journal Article Bank-level estimates of market power, European Journal of Operational Research, Elsevier (2011) View citations (17) (2011)

2008

15. Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries
    Working Papers, Bank of Greece View citations (152)
    See also Journal Article Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries, Journal of Banking & Finance, Elsevier (2008) View citations (145) (2008)

2007

16. Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel
    Working Papers, Bank of Greece View citations (9)
    See also Journal Article Identification of a loan supply function: A cross-country test for the existence of a bank lending channel, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (28) (2009)
17. Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity
    Working Papers, Bank of Greece View citations (15)
    See also Journal Article Optimal monetary policy in the euro area in the presence of heterogeneity, Journal of International Money and Finance, Elsevier (2008) View citations (21) (2008)
18. The Interaction between Mortgage Financing and Housing Prices in Greece
    Working Papers, Bank of Greece View citations (9)
    See also Journal Article The Interaction between Mortgage Financing and Housing Prices in Greece, The Journal of Real Estate Finance and Economics, Springer (2009) View citations (40) (2009)

2006

19. Inflation Forecasts and the New Keynesian Phillips Curve
    Working Papers, Bank of Greece View citations (5)
    See also Journal Article Inflation Forecasts and the New Keynesian Phillips Curve, International Journal of Central Banking, International Journal of Central Banking (2008) View citations (52) (2008)
20. Market Conduct, Price Interdependence and Exchange Rate Pass-Through
    Working Papers, Bank of Greece View citations (8)
21. Monetary Policy Rules under Heterogeneous Inflation Expectations
    Working Papers, Bank of Greece View citations (4)
    See also Journal Article MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS, Economic Inquiry, Western Economic Association International (2017) View citations (1) (2017)
22. Technical and Allocative Efficiency in European Banking
    Working Papers, Bank of Greece View citations (7)
    See also Journal Article Technical and allocative efficiency in European banking, European Journal of Operational Research, Elsevier (2010) View citations (45) (2010)

2005

23. Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability
    Working Papers, Bank of Greece View citations (68)
    Also in MPRA Paper, University Library of Munich, Germany (2005) View citations (69)
    See also Journal Article Bank-specific, industry-specific and macroeconomic determinants of bank profitability, Journal of International Financial Markets, Institutions and Money, Elsevier (2008) View citations (615) (2008)
24. Market Power, Innovative Activity and Exchange Rate Pass-Through
    Working Papers, Bank of Greece View citations (13)
25. Market power, innovative activity and exchange rate pass-through in the euro area
    Working Paper Series, European Central Bank View citations (13)

2004

26. Forward-Looking Information in VAR Models and the Price Puzzle
    Working Papers, Bank of Greece View citations (11)
    See also Journal Article Forward-looking information in VAR models and the price puzzle, Journal of Monetary Economics, Elsevier (2006) View citations (45) (2006)
27. Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting
    Working Papers, Bank of Greece View citations (6)
    See also Journal Article Testing long-run purchasing power parity under exchange rate targeting, Journal of International Money and Finance, Elsevier (2005) View citations (16) (2005)
28. The effect of M&A on bank efficiency in Greece
    MPRA Paper, University Library of Munich, Germany View citations (1)

2003

29. Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel
    Working Papers, Bank of Greece View citations (5)
    See also Journal Article Changes in financial structure and asset price substitutability: A test of the bank lending channel, Economic Modelling, Elsevier (2005) View citations (11) (2005)
30. Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
    Working Papers, Bank of Greece View citations (25)
    See also Journal Article Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2003) View citations (25) (2003)

2001

31. Is there a bank lending channel of monetary policy in Greece? Evidence from bank level data
    Working Paper Series, European Central Bank View citations (24)

1997

32. A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies View citations (2)
    Also in DEOS Working Papers, Athens University of Economics and Business (1997)
    See also Journal Article A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2002) View citations (16) (2002)

Journal Articles

2021

1. Are household consumption decisions affected by past due unsecured debt? Theory and evidence
   International Journal of Finance & Economics, 2021, 26, (2), 3040-3053
2. Identifying key aspects of household behavior in a representative agent framework
   Economic Modelling, 2021, 97, (C), 105-117

2020

3. Consumer default and optimal consumption decisions
   Journal of Economic Studies, 2020, 48, (5), 1020-1034
   See also Working Paper Consumer default and optimal consumption decisions, MPRA Paper (2014) View citations (1) (2014)

2019

4. Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior
   Journal of Banking & Finance, 2019, 101, (C), 161-172 View citations (5)

2017

5. MONETARY POLICY RULES UNDER HETEROGENEOUS INFLATION EXPECTATIONS
   Economic Inquiry, 2017, 55, (3), 1400-1415 View citations (1)
   See also Working Paper Monetary Policy Rules under Heterogeneous Inflation Expectations, Working Papers (2006) View citations (4) (2006)

2016

6. Inflation persistence, learning dynamics and the rationality of inflation expectations
   Empirical Economics, 2016, 51, (3), 963-979 View citations (3)
   See also Working Paper Inflation persistence and the rationality of inflation expectations, Working Papers (2013) (2013)

2014

7. A unified framework for analysing price interdependence, innovative activity and exchange rate pass-through
   Economics Letters, 2014, 122, (2), 159-162
8. Bank Market Power and Monetary Policy Transmission
   International Journal of Central Banking, 2014, 10, (4), 173-214 View citations (27)
   See also Working Paper Bank market power and monetary policy transmission, MPRA Paper (2012) View citations (5) (2012)
9. Consumer credit in an era of financial liberalization: an overreaction to repressed demand?
   Applied Economics, 2014, 46, (2), 139-152 View citations (12)
   See also Working Paper Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?, MPRA Paper (2012) View citations (3) (2012)

2013

10. The determinants of current account imbalances in the euro area: a panel estimation approach
    Economic Change and Restructuring, 2013, 46, (3), 299-319 View citations (9)
    See also Working Paper The determinants of current account imbalances in the Euro Area: a panel estimation approach, MPRA Paper (2011) View citations (3) (2011)

2012

11. Current account determinants and external sustainability in periods of structural change
    Economic Change and Restructuring, 2012, 45, (1), 71-95 View citations (39)
    See also Working Paper Current account determinants and external sustainability in periods of structural change, Working Papers (2010) View citations (46) (2010)
12. Developing a step-by-step effectiveness assessment model for customer-oriented service organizations
    European Journal of Operational Research, 2012, 223, (1), 226-233 View citations (1)
    See also Working Paper Developing a step-by-step effectiveness assessment model for customer-oriented service organizations, MPRA Paper (2011) (2011)

2011

13. Bank-level estimates of market power
    European Journal of Operational Research, 2011, 212, (3), 508-517 View citations (17)
    See also Working Paper Bank-Level Estimates of Market Power, Working Papers (2009) View citations (2) (2009)

2010

14. Technical and allocative efficiency in European banking
    European Journal of Operational Research, 2010, 204, (1), 153-163 View citations (45)
    See also Working Paper Technical and Allocative Efficiency in European Banking, Working Papers (2006) View citations (7) (2006)

2009

15. Identification of a loan supply function: A cross-country test for the existence of a bank lending channel
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (2), 321-335 View citations (28)
    See also Working Paper Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel, Working Papers (2007) View citations (9) (2007)
16. The Interaction between Mortgage Financing and Housing Prices in Greece
    The Journal of Real Estate Finance and Economics, 2009, 39, (2), 146-164 View citations (40)
    See also Working Paper The Interaction between Mortgage Financing and Housing Prices in Greece, Working Papers (2007) View citations (9) (2007)

2008

17. Bank-specific, industry-specific and macroeconomic determinants of bank profitability
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (2), 121-136 View citations (615)
    See also Working Paper Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability, Working Papers (2005) View citations (68) (2005)
18. Exploring the nexus between banking sector reform and performance: Evidence from newly acceded EU countries
    Journal of Banking & Finance, 2008, 32, (12), 2674-2683 View citations (145)
    See also Working Paper Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries, Working Papers (2008) View citations (152) (2008)
19. Inflation Forecasts and the New Keynesian Phillips Curve
    International Journal of Central Banking, 2008, 4, (2), 1-22 View citations (52)
    See also Working Paper Inflation Forecasts and the New Keynesian Phillips Curve, Working Papers (2006) View citations (5) (2006)
20. Optimal monetary policy in the euro area in the presence of heterogeneity
    Journal of International Money and Finance, 2008, 27, (2), 209-226 View citations (21)
    See also Working Paper Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity, Working Papers (2007) View citations (15) (2007)
21. The Efficiency of the Greek Banking System and its Determinants
    Economic Bulletin, 2008, (30), 7-27 View citations (23)

2007

22. Determinants of bank interest rates and comparisons between Greece and the euro area
    Economic Bulletin, 2007, (28), 7-30 View citations (42)
23. Market power and exchange rate pass-through
    International Review of Economics & Finance, 2007, 16, (2), 202-222 View citations (11)

2006

24. Forward-looking information in VAR models and the price puzzle
    Journal of Monetary Economics, 2006, 53, (6), 1225-1234 View citations (45)
    See also Working Paper Forward-Looking Information in VAR Models and the Price Puzzle, Working Papers (2004) View citations (11) (2004)

2005

25. Changes in financial structure and asset price substitutability: A test of the bank lending channel
    Economic Modelling, 2005, 22, (5), 879-904 View citations (11)
    See also Working Paper Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel, Working Papers (2003) View citations (5) (2003)
26. Testing long-run purchasing power parity under exchange rate targeting
    Journal of International Money and Finance, 2005, 24, (6), 959-981 View citations (16)
    See also Working Paper Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting, Working Papers (2004) View citations (6) (2004)

2004

27. Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility
    Journal of Policy Modeling, 2004, 26, (6), 661-673 View citations (11)
28. The effect of mergers and acquisitions on bank efficiency in Greece
    Economic Bulletin, 2004, (22), 7-31 View citations (36)

2003

29. Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
    Oxford Bulletin of Economics and Statistics, 2003, 65, (5), 605-628 View citations (25)
    See also Working Paper Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece, Working Papers (2003) View citations (25) (2003)

2002

30. A Unifying Framework for Analysing Offsetting Capital Flows and Sterilization: Germany and the ERM
    International Journal of Finance & Economics, 2002, 7, (1), 63-78 View citations (16)
    See also Working Paper A Unifying Framework for Analysing Offsetting Capital Flows and Sterilisation, Athens University of Economics and Business (1997) View citations (2) (1997)

1991

31. Instability of the U.S. Money Demand Function
    Journal of Economic Surveys, 1991, 5, (2), 131-61 View citations (3)

1989

32. The effectiveness of devaluation: A general equilibrium assessment with reference to Greece
    Journal of Policy Modeling, 1989, 11, (2), 247-271 View citations (26)

1987

33. An analysis of advertising and distribution effectiveness
    European Journal of Operational Research, 1987, 28, (2), 175-179 View citations (1)

1985

34. Estimation of the monetary model of exchange-rate determination under rational expectations
    Journal of Economic Dynamics and Control, 1985, 9, (4), 477-491
35. Specification Tests of the Money Demand Function in an Open Economy
    The Review of Economics and Statistics, 1985, 67, (3), 482-89 View citations (11)

1984

36. An empirical inquiry into the short-run dynamics of output, prices and exchange market pressure
    Journal of International Money and Finance, 1984, 3, (1), 75-89 View citations (5)

1981

37. Estimating Autonomous and Induced Cost Inflation
    Empirical Economics, 1981, 6, (2), 103-10

1978

38. On the Asymptotic Distribution of Impact and Interim Multipliers
    Econometrica, 1978, 46, (2), 463-69 View citations (4)
39. Polynomial operators and the asymptotic distribution of dynamic multipliers
    Journal of Econometrics, 1978, 7, (3), 373-384 View citations (8)

1976

40. Multiplier Effects for Higher Than First Order Linear Dynamic Econometric Models
    Econometrica, 1976, 44, (3), 593-95 View citations (1)