Details about Theologos Pantelidis

Access statistics for papers by Theologos Pantelidis.

Last updated 2024-07-18. Update your information in the RePEc Author Service.

Short-id: ppa465

Working Papers

2021

1. The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility
   Discussion Paper Series, Department of Economics, University of Macedonia

2017

2. Do agents' characteristics affect their valuation of ‘common pool’ resources? A full-preference ranking analysis for the value of sustainable river basin management
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (4)

2015

3. Declining discount rates and the Fisher Effect: inflated past, discounted future?
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (18)
   Also in Discussion Paper Series, Department of Economics, University of Macedonia (2015) View citations (17)
   GRI Working Papers, Grantham Research Institute on Climate Change and the Environment (2013) View citations (8)
   See also Journal Article Declining discount rates and the Fisher Effect: Inflated past, discounted future?, Journal of Environmental Economics and Management, Elsevier (2015) View citations (21) (2015)
4. Hedge fund predictability and optimal asset allocation
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences
5. Measuring the Economic Value of Sustainable River Basin Management: The Full-Preference Rank Method
   DEOS Working Papers, Athens University of Economics and Business

2014

6. Speculative behaviour and oil price predictability
   Discussion Paper Series, Department of Economics, University of Macedonia
   See also Journal Article Speculative behaviour and oil price predictability, Economic Modelling, Elsevier (2015) View citations (8) (2015)

2012

7. Testing for Granger causality in a system of more than two variables
   Discussion Paper Series, Department of Economics, University of Macedonia

2011

8. Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries
   Post-Print, HAL View citations (5)
   See also Journal Article Convergence in per capita health expenditures and health outcomes in the OECD countries, Applied Economics, Taylor & Francis Journals (2012) View citations (23) (2012)

2008

9. Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy
   IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (72)
   Also in LERNA Working Papers, LERNA, University of Toulouse (2008) View citations (70)
   See also Journal Article Declining discount rates: Economic justifications and implications for long-run policy, Economic Policy, CEPR, CESifo, Sciences Po (2008) View citations (58) (2008)

2007

10. Club Convergence in Carbon Dioxide Emissions
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (3)
    See also Journal Article Club Convergence in Carbon Dioxide Emissions, Environmental & Resource Economics, Springer (2009) View citations (115) (2009)

2006

11. Social Discounting Under Uncertainty: A cross-country comparison
    The Institute for International Integration Studies Discussion Paper Series, IIIS View citations (11)
    See also Journal Article Social discounting under uncertainty: A cross-country comparison, Journal of Environmental Economics and Management, Elsevier (2009) View citations (38) (2009)
12. The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (1)
    Also in The Institute for International Integration Studies Discussion Paper Series, IIIS (2006) View citations (1)

2005

13. Declining Discount Rates: Evidence from the UK
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
    Also in DEOS Working Papers, Athens University of Economics and Business (2005)
14. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth View citations (20)
    See also Journal Article Discounting the distant future: How much does model selection affect the certainty equivalent rate?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (67) (2007)
15. Integration at a cost: Evidence from volatility impulse response functions
    Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth
    See also Journal Article Integration at a cost: evidence from volatility impulse response functions, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (19) (2009)

2004

16. An Econometric Approach To Estimating Long-Run Discount Rates
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (13)
17. Model Selection For Estimating Certainty Equivalent Discount Rates
    DEOS Working Papers, Athens University of Economics and Business
18. THE BDS TEST AS A TEST FOR THE ADEQUACY OF A GARCH(1,1) SPECIFICATION: A MONTE CARLO STUDY
    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 (2004) View citations (3)
    Economics Series, Institute for Advanced Studies (2004) View citations (3)

Journal Articles

2024

1. Economic policy uncertainty as an indicator of abrupt movements in the US stock market
   The Quarterly Review of Economics and Finance, 2024, 94, (C), 93-103

2016

2. The Fisher effect in the presence of time-varying coefficients
   Computational Statistics & Data Analysis, 2016, 100, (C), 495-511 View citations (8)

2015

3. Declining discount rates and the Fisher Effect: Inflated past, discounted future?
   Journal of Environmental Economics and Management, 2015, 73, (C), 32-49 View citations (21)
   See also Working Paper Declining discount rates and the Fisher Effect: inflated past, discounted future?, LSE Research Online Documents on Economics (2015) View citations (18) (2015)
4. Regime-switching models for exchange rates
   The European Journal of Finance, 2015, 21, (12), 1023-1069 View citations (7)
5. Speculative behaviour and oil price predictability
   Economic Modelling, 2015, 47, (C), 128-136 View citations (8)
   See also Working Paper Speculative behaviour and oil price predictability, Discussion Paper Series (2014) (2014)
6. Testing for causality in the presence of leading variables
   Economics and Business Letters, 2015, 4, (1), 17-29

2013

7. CROSS‐STATE DISPARITIES IN US HEALTH CARE EXPENDITURES
   Health Economics, 2013, 22, (4), 451-465 View citations (10)
8. Decomposing the persistence of real exchange rates
   Empirical Economics, 2013, 44, (3), 1217-1242 View citations (3)

2012

9. Convergence in per capita health expenditures and health outcomes in the OECD countries
   Applied Economics, 2012, 44, (30), 3909-3920 View citations (23)
   See also Working Paper Convergence in Per Capita Health Expenditures and Health Outcomes in the OECD Countries, Post-Print (2011) View citations (5) (2011)

2009

10. Club Convergence in Carbon Dioxide Emissions
    Environmental & Resource Economics, 2009, 44, (1), 47-70 View citations (115)
    See also Working Paper Club Convergence in Carbon Dioxide Emissions, The Institute for International Integration Studies Discussion Paper Series (2007) View citations (3) (2007)
11. Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
    Journal of Forecasting, 2009, 28, (7), 612-630
12. Forecasting growth and inflation in an enlarged euro area
    Journal of Forecasting, 2009, 28, (5), 405-425 View citations (3)
13. Integration at a cost: evidence from volatility impulse response functions
    Applied Financial Economics, 2009, 19, (11), 917-933 View citations (19)
    See also Working Paper Integration at a cost: Evidence from volatility impulse response functions, Economics Department Working Paper Series (2005) (2005)
14. Social discounting under uncertainty: A cross-country comparison
    Journal of Environmental Economics and Management, 2009, 57, (2), 140-150 View citations (38)
    See also Working Paper Social Discounting Under Uncertainty: A cross-country comparison, The Institute for International Integration Studies Discussion Paper Series (2006) View citations (11) (2006)

2008

15. Declining discount rates: Economic justifications and implications for long-run policy
    (Regime switches in interest rates)
    Economic Policy, 2008, 23, (56), 758-795 View citations (58)
    See also Working Paper Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy, IDEI Working Papers (2008) View citations (72) (2008)

2007

16. Discounting the distant future: How much does model selection affect the certainty equivalent rate?
    Journal of Applied Econometrics, 2007, 22, (3), 641-656 View citations (67)
    See also Working Paper Discounting the distant future: How much does model selection affect the certainty equivalent rate?, Economics Department Working Paper Series (2005) View citations (20) (2005)

2004

17. Testing for Granger causality in variance in the presence of causality in mean
    Economics Letters, 2004, 85, (2), 201-207 View citations (30)