Details about Kostas Mouratidis

Access statistics for papers by Kostas Mouratidis.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pmo588

Working Papers

2024

1. UK productivity: the long and the short of it
   Working Papers, The University of Sheffield, Department of Economics

2023

2. European Trade & Growth Imbalances: An Analysis using a Sign-Restriction Bayesian-GVAR with Stochastic Volatility
   Working Paper series, Rimini Centre for Economic Analysis

2022

3. Monetary Policy and Bank Liquidity Creation: A Multivariate Markov Switching Approach
   Working Papers, The University of Sheffield, Department of Economics

2020

4. The North-South Divide, the Euro and the World
   Working Paper series, Rimini Centre for Economic Analysis
   Also in GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2020) View citations (2)
   Working Papers, The University of Sheffield, Department of Economics (2018)
   Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies) (2018)
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2020)
   See also Journal Article The north-south divide, the euro and the world, Journal of International Money and Finance, Elsevier (2022) View citations (3) (2022)
5. The Risk-Taking Channel in the US: A GVAR Approach
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, The University of Sheffield, Department of Economics (2017)

2018

6. Assessing the Cyclical Behaviour of Bank Capital Buyers in a Finance-Augmented Macro-Economy
   Working Papers, The University of Sheffield, Department of Economics View citations (2)
   See also Journal Article Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy, Journal of International Money and Finance, Elsevier (2021) View citations (4) (2021)

2016

7. Financial Depth and the Asymmetric Impact of Monetary Policy
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Financial Depth and the Asymmetric Impact of Monetary Policy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (12) (2017)

2015

8. The Role of Financial Depth on The Asymmetric Impact of Monetary Policy
   EcoMod2015, EcoMod View citations (3)
   Also in Working Papers, The University of Sheffield, Department of Economics (2013) View citations (1)

2013

9. The Price Puzzle: Fact or Artefact?
   Working Papers, The University of Sheffield, Department of Economics

2012

10. Asymmetric monetary policy rules for open economies: Evidence from four countries
    MPRA Paper, University Library of Munich, Germany View citations (7)
11. The Impact of Inflation Uncertainty on Economic Growth: A MRS-IV Approach
    Working Papers, The University of Sheffield, Department of Economics

2011

12. Monetary Policy Preferences of the European Monetary Union and the UK
    Working Papers, The University of Sheffield, Department of Economics
13. Monetary policy effects on output and exchange rates: Results from US, UK and Japan
    Working Papers, The University of Sheffield, Department of Economics View citations (1)

2004

14. Evaluating currency crises: the case of the European Monetary System
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)
    See also Journal Article Evaluating currency crises: the case of the European monetary system, Empirical Economics, Springer (2008) View citations (8) (2008)

2003

15. Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries?
    Macroeconomics, University Library of Munich, Germany
    See also Journal Article Is There a Trade‐Off Between Inflation Variability and Output‐Gap Variability in the EMU Countries?, Scottish Journal of Political Economy, Scottish Economic Society (2004) View citations (4) (2004)

2002

16. The Impact of Financial Liberalisation Policies on Financial Development Evidence from Developing Economies
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (83)

1998

17. Estimating Cointegrating Relationships When There Is Uncertainty About The Time Series Properties of
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (1)

Journal Articles

2022

1. The north-south divide, the euro and the world
   Journal of International Money and Finance, 2022, 121, (C) View citations (3)
   See also Working Paper The North-South Divide, the Euro and the World, Working Paper series (2020) (2020)

2021

2. Assessing the cyclical behaviour of bank capital buffers in a finance-augmented macro-economy
   Journal of International Money and Finance, 2021, 110, (C) View citations (4)
   See also Working Paper Assessing the Cyclical Behaviour of Bank Capital Buyers in a Finance-Augmented Macro-Economy, Working Papers (2018) View citations (2) (2018)
3. The risk‐taking channel in the United States: A GVAR approach
   International Journal of Finance & Economics, 2021, 26, (4), 5826-5849

2018

4. Estimating the Impact of Credit Risk Determinants in two Southeast European Countries: A Non-Linear Structural VAR Approach
   Review of Economic Analysis, 2018, 10, (1), 55-74 View citations (1)
5. Rethinking how built environments influence subjective well-being: a new conceptual framework
   Journal of Urbanism: International Research on Placemaking and Urban Sustainability, 2018, 11, (1), 24-40 View citations (19)

2017

6. Financial Depth and the Asymmetric Impact of Monetary Policy
   Oxford Bulletin of Economics and Statistics, 2017, 79, (6), 1195-1218 View citations (12)
   See also Working Paper Financial Depth and the Asymmetric Impact of Monetary Policy, MPRA Paper (2016) View citations (6) (2016)

2016

7. Asymmetric Monetary Policy Rules for an Open Economy: Evidence from Canada and the Uk
   International Journal of Finance & Economics, 2016, 21, (3), 279-293 View citations (12)
8. Monetary Policy Preferences of the EMU and the UK
   Manchester School, 2016, 84, (4), 528-550 View citations (3)
9. Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach
   Scottish Journal of Political Economy, 2016, 63, (2), 135-155 View citations (6)

2015

10. Effects of Inflation on Output Gap: A MRS-IV Approach
    Review of Economic Analysis, 2015, 7, (1), 3-23

2013

11. EVALUATING CURRENCY CRISES: A MULTIVARIATE MARKOV REGIME SWITCHING APPROACH
    Manchester School, 2013, 81, (1), 33-57 View citations (3)

2009

12. FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS
    Economic Inquiry, 2009, 47, (1), 34-54 View citations (15)

2008

13. Evaluating currency crises: A Bayesian Markov switching approach
    Journal of Macroeconomics, 2008, 30, (4), 1688-1711 View citations (7)
14. Evaluating currency crises: the case of the European monetary system
    Empirical Economics, 2008, 35, (1), 11-27 View citations (8)
    See also Working Paper Evaluating currency crises: the case of the European Monetary System, Money Macro and Finance (MMF) Research Group Conference 2003 (2004) View citations (1) (2004)

2007

15. Uncertainty in UK manufacturing: Evidence from qualitative survey data
    Economics Letters, 2007, 94, (2), 245-252 View citations (18)

2005

16. Credibility of monetary policy in four accession countries: a Markov regime-switching approach
    International Journal of Finance & Economics, 2005, 10, (1), 81-89 View citations (10)

2004

17. Credibility of European Monetary System Interest Rate Policies: A Markov Regime‐Switching Approach
    Manchester School, 2004, 72, (1), 1-23 View citations (3)
18. Is There a Trade‐Off Between Inflation Variability and Output‐Gap Variability in the EMU Countries?
    Scottish Journal of Political Economy, 2004, 51, (5), 691-706 View citations (4)
    See also Working Paper Is There A Trade-Off Between Inflation Variability And Output-Gap Variability in The EMU Countries?, Macroeconomics (2003) (2003)

2002

19. The Euro: Reflections on the first three years
    International Review of Applied Economics, 2002, 16, (1), 1-17 View citations (14)

2001

20. Do Emu Countries Constitute an Optimum Currency Area? An Empirical Test of the Generalised Purchasing Power Parity Hypothesis
    Zagreb International Review of Economics and Business, 2001, 4, (2), 49-70 View citations (1)

Chapters

2007

1. Credibility of Interest Rate Policies in Eight European Monetary System Countries: An Application of the Markov Regime-Switching of a Bivariate Autoregressive Model
   Palgrave Macmillan