Details about Antonis Michis

Access statistics for papers by Antonis Michis.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pmi739

Working Papers

2016

1. MEAN SQUARED PREDICTION ERROR REDUCTION WITH INSTRUMENTAL VARIABLES
   Working Papers, Central Bank of Cyprus

2015

2. Estimation and Prediction of Shipping Trends with the Data-Driven Haar-Fisz Transform
   Working Papers, Central Bank of Cyprus

2014

3. Investing in Gold: Individual Asset Risk in the Long Run
   Working Papers, Central Bank of Cyprus View citations (14)
   See also Journal Article Investing in gold: Individual asset risk in the long run, Finance Research Letters, Elsevier (2014) View citations (14) (2014)
4. Time Scale Evaluation of Economic Forecasts
   Working Papers, Central Bank of Cyprus View citations (7)
   See also Journal Article Time scale evaluation of economic forecasts, Economics Letters, Elsevier (2014) View citations (8) (2014)

2013

5. Measuring Market Power in the Banking Industry in the Presence of Opportunity Cost
   Working Papers, Central Bank of Cyprus
6. National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries
   Working Paper series, Rimini Centre for Economic Analysis View citations (5)
   See also Journal Article National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries, Scandinavian Journal of Economics, Wiley Blackwell (2015) View citations (15) (2015)

2012

7. Monitoring Forecasting Combinations with Semiparametric Regression Models
   Working Papers, Central Bank of Cyprus

2011

8. Multiscale Analysis of the Liquidity Effect
   Working Papers, Central Bank of Cyprus

2010

9. Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment
   Working Papers, Central Bank of Cyprus View citations (2)
   See also Chapter Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment, IFC Bulletins chapters, Bank for International Settlements (2011) (2011)
10. The Impact of the Iraq War on US Consumer Goods Sales in Arab Countries
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2010)
    Working Paper series, Rimini Centre for Economic Analysis (2010)

Journal Articles

2024

1. Hedonic Decomposition of Beer Prices: Consumer Ratings and Quantity Discounts
   International Journal of the Economics of Business, 2024, 31, (1), 1-23

2023

2. Precious Metals Comovements in Turbulent Times: COVID-19 and the Ukrainian Conflict
   JRFM, 2023, 16, (5), 1-18
3. Retail distribution evaluation in brand-level sales response models
   Journal of Marketing Analytics, 2023, 11, (3), 366-378

2022

4. Multiscale Partial Correlation Clustering of Stock Market Returns
   JRFM, 2022, 15, (1), 1-22 View citations (4)

2021

5. Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators
   Journal of Classification, 2021, 38, (3), 443-480 View citations (1)

2019

6. The systematic risk of gold at different time-scales
   Economics Bulletin, 2019, 39, (2), 1215-1227

2017

7. Case study: shipping trend estimation and prediction via multiscale variance stabilisation
   Journal of Applied Statistics, 2017, 44, (15), 2672-2684

2016

8. Channel Concentration and Retail Prices: Evidence from the Traditional Cheese Market of Cyprus
   Journal of Agricultural & Food Industrial Organization, 2016, 14, (1), 109-119
9. Market concentration and nonlinear pricing in European banking
   Journal of Economics and Business, 2016, 85, (C), 1-12 View citations (3)

2015

10. A wavelet smoothing method to improve conditional sales forecasting
    Journal of the Operational Research Society, 2015, 66, (5), 832-844 View citations (7)
11. Multiscale Analysis of the Liquidity Effect in the UK Economy
    Computational Economics, 2015, 45, (4), 615-633 View citations (4)
12. National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries
    Scandinavian Journal of Economics, 2015, 117, (3), 829-851 View citations (15)
    See also Working Paper National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries, Working Paper series (2013) View citations (5) (2013)

2014

13. Investing in gold: Individual asset risk in the long run
    Finance Research Letters, 2014, 11, (4), 369-374 View citations (14)
    See also Working Paper Investing in Gold: Individual Asset Risk in the Long Run, Working Papers (2014) View citations (14) (2014)
14. Time scale evaluation of economic forecasts
    Economics Letters, 2014, 123, (3), 279-281 View citations (8)
    See also Working Paper Time Scale Evaluation of Economic Forecasts, Working Papers (2014) View citations (7) (2014)

2013

15. Determinants of retail wine prices: evidence from Cyprus
    Empirical Economics, 2013, 45, (1), 267-280 View citations (2)

2009

16. Forecasting brand sales with wavelet decompositions of related causal series
    International Journal of Business Forecasting and Marketing Intelligence, 2009, 1, (2), 95-110 View citations (2)
17. Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights
    Review of Marketing Science, 2009, 7, (1), 43 View citations (2)

2007

18. Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (4), 25 View citations (6)

Chapters

2011

1. Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment
   A chapter in Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, 2011, vol. 34, pp 383-392
   See also Working Paper Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment, Central Bank of Cyprus (2010) View citations (2) (2010)