Details about Costas Milas

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:	Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC) Management School, University of Liverpool, (more information at EDIRC)

Access statistics for papers by Costas Milas.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: pmi119

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Working Papers

2024

1. An Assessment of Inflation Targeting
   Discussion Paper Series, Department of Economics, University of Macedonia
   Also in Working Paper series, Rimini Centre for Economic Analysis (2024)
   See also Journal Article An assessment of inflation targeting, The Quarterly Review of Economics and Finance, Elsevier (2024) (2024)
2. UK Foreign Direct Investment in Uncertain Economic Times
   Working Paper series, Rimini Centre for Economic Analysis
   Also in Discussion Paper Series, Department of Economics, University of Macedonia (2024)
   See also Journal Article UK Foreign Direct Investment in uncertain economic times, Journal of International Money and Finance, Elsevier (2024) (2024)

2023

3. COVID-19 anti-contagion policies and economic support measures in the USA
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (2)
   See also Journal Article COVID-19 anti-contagion policies and economic support measures in the USA, Oxford Economic Papers, Oxford University Press (2023) View citations (2) (2023)

2022

4. Unemployment Claims During COVID-19 and Economic Support Measures in the U.S
   Working Paper series, Rimini Centre for Economic Analysis View citations (7)
   See also Journal Article Unemployment claims during COVID-19 and economic support measures in the U.S, Economic Modelling, Elsevier (2022) View citations (7) (2022)

2021

5. Does it Matter where you Search? Twitter versus Traditional News Media
   Discussion Paper Series, Department of Economics, University of Macedonia View citations (8)
   See also Journal Article Does It Matter Where You Search? Twitter versus Traditional News Media, Journal of Money, Credit and Banking, Blackwell Publishing (2021) View citations (7) (2021)
6. Effectiveness of Government Policies in Response to the COVID-19 Outbreak
   Discussion Paper Series, Department of Economics, University of Macedonia View citations (9)

2019

7. A Mixed Frequency Approach for Stock Returns and Valuation Ratios
   Discussion Paper Series, Department of Economics, University of Macedonia
   See also Journal Article A mixed frequency approach for stock returns and valuation ratios, Economics Letters, Elsevier (2020) View citations (4) (2020)
8. Non-performing loans and sovereign credit ratings
   Working Paper series, Rimini Centre for Economic Analysis View citations (19)
   See also Journal Article Non-performing loans and sovereign credit ratings, International Review of Financial Analysis, Elsevier (2019) View citations (19) (2019)

2018

9. Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets
   Working Paper series, Rimini Centre for Economic Analysis View citations (3)

2017

10. An assessment of the inflation targeting experience
    Bank of Estonia Working Papers, Bank of Estonia View citations (1)
11. Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone
    Working Paper series, Rimini Centre for Economic Analysis View citations (39)
    See also Journal Article Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone, Journal of International Money and Finance, Elsevier (2017) View citations (31) (2017)

2016

12. Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR, Journal of International Money and Finance, Elsevier (2017) View citations (9) (2017)

2015

13. 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 View citations (1)
14. Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone
    Working Paper series, Rimini Centre for Economic Analysis View citations (17)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2015) View citations (17)
    See also Journal Article Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone, Economics Letters, Elsevier (2015) View citations (17) (2015)

2014

15. Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013
    Working Paper series, Rimini Centre for Economic Analysis
16. Global liquidity, money growth and UK inflation
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Global liquidity, money growth and UK inflation, Journal of Financial Stability, Elsevier (2019) View citations (5) (2019)
17. Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication
    DEM Working Papers Series, University of Pavia, Department of Economics and Management
18. The Policy Window: The Impact of Financial Stress in the UK
    Department of Economics Working Papers, University of Bath, Department of Economics View citations (2)
19. Tweets, Google Trends and Sovereign Spreads in the GIIPS
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (11)
    Also in GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2013) View citations (15)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (13)
    See also Journal Article Tweets, Google trends, and sovereign spreads in the GIIPS, Oxford Economic Papers, Oxford University Press (2015) View citations (44) (2015)

2013

20. Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds
    CESifo Working Paper Series, CESifo View citations (31)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (31)
    See also Journal Article Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds, Economics Letters, Elsevier (2013) View citations (32) (2013)

2012

21. Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS
    CESifo Working Paper Series, CESifo
    Also in Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (3)
22. Quantitative Easing: A Sceptical Survey
    Working Paper series, Rimini Centre for Economic Analysis View citations (61)
    Also in Department of Economics Working Papers, University of Bath, Department of Economics (2012) View citations (51)
    See also Journal Article Quantitative easing: a sceptical survey, Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited (2012) View citations (56) (2012)
23. The Impact of Stock Market Illiquidity on Real UK GDP Growth
    Working Paper series, Rimini Centre for Economic Analysis

2011

24. Debt Sustainability and Financial Crises: Evidence from the GIIPS
    CESifo Working Paper Series, CESifo View citations (5)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (5)
25. Financial Crises and Monetary Policy: Evidence from the UK
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article Financial crises and monetary policy: Evidence from the UK, Journal of Financial Stability, Elsevier (2013) View citations (39) (2013)

2010

26. Financial Stability and Monetary Policy
    Department of Economics Working Papers, University of Bath, Department of Economics View citations (14)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (14)
27. Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    Working Papers, The University of Sheffield, Department of Economics
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (4)
    See also Journal Article Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2011) View citations (7) (2011)
28. Spend-and-Tax Adjustments and the Sustainability of the Government's Intertemporal Budget Constraint
    CESifo Working Paper Series, CESifo View citations (2)

2009

29. A Non-linear Analysis on the Sustainability of the Government's Intertemporal Budget Constraint
    2009 Meeting Papers, Society for Economic Dynamics
30. Causes of the Financial Crisis: An Assessment using UK Data
    Department of Economics Working Papers, University of Bath, Department of Economics
    Also in Working Paper series, Rimini Centre for Economic Analysis (2009)
31. Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2009) View citations (3)
32. The Sub-Prime Crisis and UK Monetary Policy
    Department of Economics Working Papers, University of Bath, Department of Economics View citations (2)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2008) View citations (5)
    See also Journal Article The Sub-Prime Crisis and UK Monetary Policy, International Journal of Central Banking, International Journal of Central Banking (2010) View citations (14) (2010)

2008

33. Smooth Transition Models in Price Transmission
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)

2007

34. Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2007)
    See also Journal Article Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model, Oxford Economic Papers, Oxford University Press (2009) View citations (9) (2009)
35. Dynamics in the European Petroleum Markets
    Keele Economics Research Papers, Centre for Economic Research, Keele University
36. Monetary Policy and the Hybrid Phillips Curve
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in Working Paper series, Rimini Centre for Economic Analysis (2007)
37. Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts, International Journal of Forecasting, Elsevier (2008) View citations (28) (2008)
38. Testing the Opportunistic Approach to Monetary Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (1)
    See also Journal Article TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY, Manchester School, University of Manchester (2010) View citations (20) (2010)
39. The Complex Response of Monetary Policy to Asset Prices
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group
40. The Complex Response of Monetary Policy to the Exchange Rate
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2006)
    See also Journal Article THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE, Scottish Journal of Political Economy, Scottish Economic Society (2010) View citations (6) (2010)

2006

41. Asymmetric and Non-Linear Adjustments in Local Fiscal Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
42. 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 Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models, Journal of Forecasting, John Wiley & Sons, Ltd. (2007) View citations (5) (2007)
43. The Impact of Uncertainty on Monetary Policy Rules in the UK
    Keele Economics Research Papers, Centre for Economic Research, Keele University
44. The Response of Monetary Policy to Uncertainty: Theory and Empirical Evidence for the US
    Keele Economics Research Papers, Centre for Economic Research, Keele University

2005

45. Multivariate STAR Unemployment Rate Forecasts
    Econometrics, University Library of Munich, Germany View citations (1)
46. Non-linear adjustments in fiscal policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in Working Papers, Department of Economics, City University London (2004)
47. Non-linear real exchange rate effects in the UK labour market
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in International Finance, University Library of Munich, Germany (2004)
    Macroeconomics, University Library of Munich, Germany (2005) View citations (4)
    See also Journal Article Non-linear Real Exchange Rate Effects in the UK Labour Market, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2006) View citations (4) (2006)
48. 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 View citations (1)
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2005)
49. THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES
    Econometrics, University Library of Munich, Germany View citations (4)
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2005)
    Working Papers, Department of Economics, City University London (2003)
    See also Journal Article The price-dividend relationship in inflationary and deflationary regimes, Finance Research Letters, Elsevier (2005) View citations (4) (2005)
50. Uncertainty and Monetary Policy Rules in the United States
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Keele Economics Research Papers, Centre for Economic Research, Keele University (2005)
    See also Journal Article UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES, Economic Inquiry, Western Economic Association International (2009) View citations (12) (2009)
51. Uncertainty and UK Monetary Policy
    Keele Economics Research Papers, Centre for Economic Research, Keele University
    Also in Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group (2004) View citations (3)
    Working Papers, Department of Economics, City University London (2004) View citations (3)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)

2004

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

2003

53. Non-linear Inflationary Dynamics: Evidence from the UK
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article Non-linear inflationary dynamics: evidence from the UK, Oxford Economic Papers, Oxford University Press (2005) View citations (13) (2005)
54. Non-linear multivariate adjustment of the UK real exchange rate
    Working Papers, Department of Economics, City University London

2002

55. Asymmetric and non-linear adjustment in the revenue-expenditure models
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) View citations (1)
56. 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
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    See also Journal Article Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach, Journal of Futures Markets, John Wiley & Sons, Ltd. (2004) View citations (6) (2004)
57. Modelling Monetary Policy: Inflation Targeting in Practice
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (25)
58. 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
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    Borradores de Investigación, Universidad del Rosario (2001)
    See also Journal Article On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2002) View citations (8) (2002)

2001

59. Forecasting the spot prices of various coffee types using linear and non-linear error correction models
    Borradores de Investigación, Universidad del Rosario
    See also Journal Article Forecasting the spot prices of various coffee types using linear and non-linear error correction models, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2004) View citations (14) (2004)
60. 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) View citations (1)
    See also Journal Article Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach, Economic Modelling, Elsevier (2003) View citations (2) (2003)

2000

61. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version)
    Borradores de Investigación, Universidad del Rosario

1999

62. IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1999)

1998

63. MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998) View citations (3)

Journal Articles

2024

1. An assessment of inflation targeting
   The Quarterly Review of Economics and Finance, 2024, 97, (C)
   See also Working Paper An Assessment of Inflation Targeting, Discussion Paper Series (2024) (2024)
2. UK Foreign Direct Investment in uncertain economic times
   Journal of International Money and Finance, 2024, 147, (C)
   See also Working Paper UK Foreign Direct Investment in Uncertain Economic Times, Working Paper series (2024) (2024)

2023

3. Brexit and coronavirus: financial perspectives and future prospects
   The European Journal of Finance, 2023, 29, (16), 1825-1834
4. COVID-19 anti-contagion policies and economic support measures in the USA
   Oxford Economic Papers, 2023, 75, (3), 613-630 View citations (2)
   See also Working Paper COVID-19 anti-contagion policies and economic support measures in the USA, LSE Research Online Documents on Economics (2023) View citations (2) (2023)
5. Of votes and viruses: the UK economy and economic policy uncertainty
   The European Journal of Finance, 2023, 29, (16), 1849-1865

2022

6. Effectiveness of government policies in response to the first COVID-19 outbreak
   PLOS Global Public Health, 2022, 2, (4), 1-19 View citations (3)
7. Unemployment claims during COVID-19 and economic support measures in the U.S
   Economic Modelling, 2022, 113, (C) View citations (7)
   See also Working Paper Unemployment Claims During COVID-19 and Economic Support Measures in the U.S, Working Paper series (2022) View citations (7) (2022)

2021

8. Does It Matter Where You Search? Twitter versus Traditional News Media
   Journal of Money, Credit and Banking, 2021, 53, (7), 1757-1795 View citations (7)
   See also Working Paper Does it Matter where you Search? Twitter versus Traditional News Media, Discussion Paper Series (2021) View citations (8) (2021)
9. On the economic impact of aggregate liquidity shocks: The case of the UK
   The Quarterly Review of Economics and Finance, 2021, 80, (C), 737-752

2020

10. A mixed frequency approach for stock returns and valuation ratios
    Economics Letters, 2020, 187, (C) View citations (4)
    See also Working Paper A Mixed Frequency Approach for Stock Returns and Valuation Ratios, Discussion Paper Series (2019) (2019)

2019

11. Global liquidity, money growth and UK inflation
    Journal of Financial Stability, 2019, 42, (C), 67-74 View citations (5)
    See also Working Paper Global liquidity, money growth and UK inflation, Working Paper series (2014) (2014)
12. Non-performing loans and sovereign credit ratings
    International Review of Financial Analysis, 2019, 64, (C), 301-314 View citations (19)
    See also Working Paper Non-performing loans and sovereign credit ratings, Working Paper series (2019) View citations (19) (2019)

2017

13. Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone
    Journal of International Money and Finance, 2017, 79, (C), 39-71 View citations (31)
    See also Working Paper Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone, Working Paper series (2017) View citations (39) (2017)
14. Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR
    Journal of International Money and Finance, 2017, 72, (C), 93-117 View citations (9)
    See also Working Paper Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR, Working Paper series (2016) (2016)

2015

15. Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications
    Journal of Financial Stability, 2015, 16, (C), 89-105 View citations (3)
16. Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone
    Economics Letters, 2015, 136, (C), 118-124 View citations (17)
    See also Working Paper Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone, Working Paper series (2015) View citations (17) (2015)
17. Tweets, Google trends, and sovereign spreads in the GIIPS
    Oxford Economic Papers, 2015, 67, (2), 406-432 View citations (44)
    See also Working Paper Tweets, Google Trends and Sovereign Spreads in the GIIPS, Discussion Paper Series (2014) View citations (11) (2014)

2014

18. On stock market illiquidity and real-time GDP growth
    Journal of International Money and Finance, 2014, 44, (C), 210-229 View citations (21)

2013

19. Financial crises and monetary policy: Evidence from the UK
    Journal of Financial Stability, 2013, 9, (4), 654-661 View citations (39)
    See also Working Paper Financial Crises and Monetary Policy: Evidence from the UK, Working Paper series (2011) View citations (3) (2011)
20. Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds
    Economics Letters, 2013, 121, (3), 384-389 View citations (32)
    See also Working Paper Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds, CESifo Working Paper Series (2013) View citations (31) (2013)

2012

21. 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 View citations (10)
22. Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS
    Economics Bulletin, 2012, 32, (3), 2586-2593 View citations (4)
23. NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENT'S INTERTEMPORAL BUDGET CONSTRAINT
    Economic Inquiry, 2012, 50, (4), 988-999 View citations (15)
24. Quantitative easing: a sceptical survey
    Oxford Review of Economic Policy, 2012, 28, (4), 750-764 View citations (56)
    See also Working Paper Quantitative Easing: A Sceptical Survey, Working Paper series (2012) View citations (61) (2012)

2011

25. Price Transmission in the EU Wholesale Petroleum Markets
    Journal of Business & Economic Statistics, 2011, 30, (2), 165-172 View citations (4)
26. Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty
    Studies in Nonlinear Dynamics & Econometrics, 2011, 15, (2), 43 View citations (7)
    See also Working Paper Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty, Working Papers (2010) (2010)

2010

27. Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data
    International Finance, 2010, 13, (3), 443-459 View citations (3)
28. TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY
    Manchester School, 2010, 78, (2), 110-125 View citations (20)
    See also Working Paper Testing the Opportunistic Approach to Monetary Policy, Keele Economics Research Papers (2007) (2007)
29. THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE
    Scottish Journal of Political Economy, 2010, 57, (1), 103-117 View citations (6)
    See also Working Paper The Complex Response of Monetary Policy to the Exchange Rate, Working Paper series (2007) (2007)
30. The Sub-Prime Crisis and UK Monetary Policy
    International Journal of Central Banking, 2010, 6, (3), 119-144 View citations (14)
    See also Working Paper The Sub-Prime Crisis and UK Monetary Policy, Department of Economics Working Papers (2009) View citations (2) (2009)

2009

31. 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 View citations (9)
    See also Working Paper Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model, Working Paper series (2007) View citations (4) (2007)
32. Forecasting returns and risk in financial markets using linear and nonlinear models
    International Journal of Forecasting, 2009, 25, (2), 215-217
33. Price dynamics in European petroleum markets
    Energy Economics, 2009, 31, (1), 99-108 View citations (20)
34. UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES
    Economic Inquiry, 2009, 47, (2), 206-215 View citations (12)
    See also Working Paper Uncertainty and Monetary Policy Rules in the United States, Economics and Finance Discussion Papers (2005) (2005)

2008

35. Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts
    International Journal of Forecasting, 2008, 24, (1), 101-121 View citations (28)
    See also Working Paper Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts, Working Paper series (2007) (2007)

2007

36. 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 View citations (5)
    See also Working Paper Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models, Discussion Paper Series (2006) (2006)

2006

37. 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
38. Non-linear Real Exchange Rate Effects in the UK Labour Market
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (1), 34 View citations (4)
    See also Working Paper Non-linear real exchange rate effects in the UK labour market, Keele Economics Research Papers (2005) (2005)

2005

39. Non-linear inflationary dynamics: evidence from the UK
    Oxford Economic Papers, 2005, 57, (1), 51-69 View citations (13)
    See also Working Paper Non-linear Inflationary Dynamics: Evidence from the UK, Economics and Finance Discussion Papers (2003) (2003)
40. The price-dividend relationship in inflationary and deflationary regimes
    Finance Research Letters, 2005, 2, (4), 260-269 View citations (4)
    See also Working Paper THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES, Econometrics (2005) View citations (4) (2005)

2004

41. 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 View citations (6)
    See also Working Paper 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 (2002) (2002)
42. 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 View citations (14)
    See also Working Paper Forecasting the spot prices of various coffee types using linear and non-linear error correction models, Borradores de Investigación (2001) (2001)
43. Time-varying excess returns on UK government bonds: A non-linear approach
    Journal of Banking & Finance, 2004, 28, (1), 45-62 View citations (12)

2003

44. Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach
    Economic Modelling, 2003, 20, (1), 165-179 View citations (2)
    See also Working Paper Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach, CeNDEF Workshop Papers, January 2001 (2001) (2001)

2002

45. A Multivariate Approach to the Growth of Governments
    Public Finance Review, 2002, 30, (1), 56-76 View citations (5)
46. On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 21 View citations (8)
    See also Working Paper On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach, Public Policy Discussion Papers (2002) (2002)
47. Smooth transition vector error correction models for the spot prices of coffee
    Applied Economics Letters, 2002, 9, (14), 925-928 View citations (11)
48. 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 View citations (9)

2001

49. 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 View citations (21)
50. Modelling the spot prices of various coffee types
    Economic Modelling, 2001, 18, (4), 625-641 View citations (16)

2000

51. Employment, output and political business cycle effects in the Greek non-tradable sector
    Applied Economics, 2000, 32, (2), 123-133 View citations (11)

1999

52. Labor Market Decisions and Greek Manufacturing Competitiveness
    Journal of Policy Modeling, 1999, 21, (4), 505-513 View citations (3)

1998

53. Demand for Greek imports using multivariate cointegration techniques
    Applied Economics, 1998, 30, (11), 1483-1492 View citations (6)
54. Long-run structural estimation of labour market equations with an application to Greece1
    Economic Modelling, 1998, 16, (1), 149-161 View citations (1)