Details about Thanasis Stengos

Homepage:	https://www.uoguelph.ca/lang/people/thanasis-stengos
Phone:	519 824-4120 est 539
Postal address:	Department of Economics and Finance, University of Guelph Guelph, Ontario N1G 2W1 Canada
Workplace:	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)

Access statistics for papers by Thanasis Stengos.

Last updated 2023-04-29. Update your information in the RePEc Author Service.

Short-id: pst21

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Working Papers

2022

1. On the volatility of cryptocurrencies
   Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
   See also Journal Article in Research in International Business and Finance (2022)

2021

2. Sweden is calling: What shapes the delay in the Nobel Prize discoveries? A research note
   MPRA Paper, University Library of Munich, Germany

2020

3. A principal component-guided sparse regression approach for the determination of bitcoin returns
   Working Papers, University of Guelph, Department of Economics and Finance View citations (10)
   See also Journal Article in JRFM (2020)
4. Life Expectancy During the Covid-19 Pandemic: A Semi-Parametric Difference-in-Differences Analysis
   MPRA Paper, University Library of Munich, Germany
5. Nuclear Energy, Economic Growth and the Environment: Optimal policies in a model with endogenous technical change and environmental constraints
   Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
6. Threshold effects during the COVID-19 pandemic: Evidence from international tourist destinations
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in Working Papers, University of Guelph, Department of Economics and Finance (2020) View citations (1)

2019

7. Robust Tests for Convergence Clubs
   CEIS Research Paper, Tor Vergata University, CEIS
   Also in Papers, arXiv.org (2018) View citations (1)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2018) View citations (1)

2018

8. Aid to agriculture, trade and take-off
   Working Paper series, Rimini Centre for Economic Analysis
9. Identification of Common Factors in Panel Data Growth Model
   Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (2)
   See also Journal Article in Economics Letters (2018)
10. Modeling the effect of competition using robust conditional nonparametric frontiers: Evidence from U.S. manufacturing sector
    MPRA Paper, University Library of Munich, Germany
11. On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis
    MPRA Paper, University Library of Munich, Germany
12. On the determinants of bitcoin returns: a LASSO approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (83)
    See also Journal Article in Finance Research Letters (2018)
13. Re-examining the Asymmetric Gasoline Pricing Mechanism in EU: A Panel Threshold Analysis
    MPRA Paper, University Library of Munich, Germany
14. The effects of markets, uncertainty and search intensity on bitcoin returns
    Working Paper series, Rimini Centre for Economic Analysis View citations (15)
    See also Journal Article in International Review of Financial Analysis (2019)

2017

15. Does Competition Prevent Industrial Pollution? Evidence from a Panel Threshold Model
    Working Paper series, Rimini Centre for Economic Analysis View citations (11)
    Also in MPRA Paper, University Library of Munich, Germany (2017) View citations (10)
    See also Journal Article in Business Strategy and the Environment (2019)
16. Endogeneity in Semiparametric Threshold Regression
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (9)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2017) View citations (8)
    See also Journal Article in Econometric Theory (2022)
17. Output and Pollution Abatement in a U.S. State Emission Function
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics
    See also Journal Article in Environment and Development Economics (2020)

2016

18. Detecting Convergence Clubs
    Working Papers, University of Guelph, Department of Economics and Finance View citations (7)
    See also Journal Article in Macroeconomic Dynamics (2020)
19. Earnings inequality, the business cycle, and the life cycle
    Working Papers, University of Guelph, Department of Economics and Finance
20. Persistence in Convergence: Some further results
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)

2015

21. Nature or Nurture in Higher Education? Inter-generational Implications of the Vietnam-Era Lottery
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2015)
22. Survival Maximizing Leverage of an Economy: The Case of Greece
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2015) View citations (1)

2014

23. ANALYSIS OF THE SEEDS OF THE DEBT CRISIS IN EUROPE
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014)
    See also Journal Article in The European Journal of Finance (2017)
24. Assessing temporal trends and industry contributions to air and water pollution using stochastic dominance
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
25. The business cycle human capital accumulation nexus and its effect on hours worked volatility
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2012)
    See also Journal Article in Journal of Economic Dynamics and Control (2015)

2013

26. A New Index of Environmental Quality Based on Greenhouse Gas Emissions
    Working Paper series, Rimini Centre for Economic Analysis
27. A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article in Finance Research Letters (2014)
28. The Role of Foreign Direct Investment (FDI) in a Dualistic Growth Framework: An Application of Smooth Coefficient Semi-parametric Approach
    Working Paper series, Rimini Centre for Economic Analysis

2012

29. Grades, Aspirations and Post-Secondary Education Outcomes
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (10)
30. Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (1)
31. Measuring Human Development: A Stochastic Dominance Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (3)
    See also Journal Article in Journal of Economic Growth (2013)
32. Non-Monotonicity of Fertility in Human Capital Accumulation and Economic Growth
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    See also Journal Article in Journal of Macroeconomics (2013)
33. Persistence in Real Exchange Rate Convergence
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)
34. The Effect of Public Debt on Growth in Multiple Regimes
    Working Paper series, Rimini Centre for Economic Analysis View citations (5)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2012) View citations (15)
    See also Journal Article in Journal of Macroeconomics (2013)
35. The Implication of Peer and Parental Influences on University Attendance: A Gender Comparison
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)

2011

36. A New Index of Environmental Quality
    Working Paper series, Rimini Centre for Economic Analysis
37. Growth and Pollution Convergence: Theory and Evidence
    Working Papers, University of Guelph, Department of Economics and Finance View citations (65)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (65)
    See also Journal Article in Journal of Environmental Economics and Management (2011)
38. Persistence in Convergence
    Working Papers, University of Guelph, Department of Economics and Finance View citations (7)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2014)
39. Structural Threshold Regression
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (34)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2009) View citations (14)
    Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University (2008) View citations (2)
    Working Paper series, Rimini Centre for Economic Analysis (2011) View citations (11)
    Working Paper series, Rimini Centre for Economic Analysis (2009) View citations (15)
    See also Journal Article in Econometric Theory (2016)
40. Testing for Bivariate Stochastic Dominance Using Inequality Restrictions
    Working Papers, University of Guelph, Department of Economics and Finance
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011)
    See also Journal Article in Economics Letters (2012)

2010

41. An Updated Ranking of Academic Journals in Economics
    Working Papers, University of Guelph, Department of Economics and Finance View citations (25)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (30)
    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2011)
42. Product Line Pricing in a Vertically Differentiated Oligopoly
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2010) View citations (5)
    See also Journal Article in Canadian Journal of Economics (2011)

2009

43. Do Institutions Rule? The Role of Heterogeneity in the Institutions vs. Geography Debate
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
    See also Journal Article in Economics Bulletin (2010)
44. Growth and the pollution convergence hypothesis: A nonparametric approach
    MPRA Paper, University Library of Munich, Germany View citations (7)
    Also in CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich (2009) View citations (2)
    Working Papers, University of Guelph, Department of Economics and Finance (2009) View citations (3)
45. The Evolution of the Conditional Joint Distribution of Life Expectancy and Per Capita Income Growth
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
    See also Chapter (2009)

2008

46. FOREIGN DIRECT INVESTMENT, HUMAN CAPITAL AND NONLINEARITIES IN ECONOMIC GROWTH
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Working Papers, University of Peloponnese, Department of Economics (2008) View citations (1)
    See also Journal Article in Journal of Macroeconomics (2010)
47. THRET: Threshold Regression with Endogenous Threshold Variables
    Working Papers, University of Guelph, Department of Economics and Finance View citations (15)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2008) View citations (11)
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2008) View citations (10)
48. The Contribution of Greenhouse Pollution to Productivity Growth
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
49. The Contribution of Pollution to Productivity Growth
    Working Paper series, Rimini Centre for Economic Analysis View citations (6)
50. The Global Joint Distribution of Income and Health
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2008)
    CESifo Working Paper Series, CESifo (2008) View citations (1)

2007

51. Demographic vs Expenditure Flexibility in Engel Curves
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2002)
52. Information-Theoretic Distribution Test with Application to Normality
    Working Paper series, Rimini Centre for Economic Analysis
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2006) View citations (1)
    Working Papers, University of Guelph, Department of Economics and Finance (2006) View citations (4)
    See also Journal Article in Econometric Reviews (2010)
53. Nonlinearities in Economic Growth: A Semiparametric Approach applied to Information Technology data
    Working Papers, University of Guelph, Department of Economics and Finance View citations (20)
    See also Journal Article in Journal of Macroeconomics (2007)
54. The Effect of Information Technology and Human Capital on Economic Growth
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2011)
55. The absolute health income hypothesis revisited: A Semiparametric Quantile Regression Approach
    Working Paper series, Rimini Centre for Economic Analysis
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2005) View citations (3)
    Working Papers, University of Guelph, Department of Economics and Finance (2006)
    See also Journal Article in Empirical Economics (2008)

2006

56. ESTIMATES OF TECHNOLOGY AND CONVERGENCE: SIMULATION RESULTS
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    See also Journal Article in Ekonomia (2010)
57. Love thy Neighbor, Love thy Kin: Strategy and Bias in the Eurovision Song Contest
    Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations (19)
    See also Journal Article in Ekonomia (2012)
58. Love thy Neighbor, Love thy Kin: Voting Biases in the Eurovision Song Contest
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (13)

2005

59. Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach
    Working Papers, University of Guelph, Department of Economics and Finance
    See also Journal Article in Review of Economic Analysis (2011)
60. Is the Financial Development and Economic Growth Relationship Nonlinear?
    Working Papers, University of Guelph, Department of Economics and Finance View citations (11)
    See also Journal Article in Economics Bulletin (2007)
61. Partially Adaptive Estimation via Maximum Entropy Densities
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (12)
    See also Journal Article in Econometrics Journal (2005)

2003

62. Estimates of Semiparametric Equivalence Scales
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2006)
63. Intertemporal Pricing and Price Discrimination: A Semiparametric Hedonic Analysis of the Personal Computer Market
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2002)
    See also Journal Article in Journal of Applied Econometrics (2006)
64. Rankings of Academic Journals and Institutions
    Working Papers, University of Guelph, Department of Economics and Finance View citations (313)
65. The Environmental Kuznets Curve: Real Progress or Misspecified Models?
    Natural Field Experiments, The Field Experiments Website View citations (197)
    Also in Working Papers, University of Guelph, Department of Economics and Finance (2002) View citations (37)
    See also Journal Article in The Review of Economics and Statistics (2003)
66. Wage Rigidity in Canadian Collective Bargaining Agreements
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (30)
    See also Journal Article in ILR Review (2003)

2002

67. Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach
    Working Papers, University of Guelph, Department of Economics and Finance View citations (21)
    See also Journal Article in Journal of Applied Econometrics (2006)

2001

68. Nesting Quadratic Logarithmic Demand Systems
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics
    See also Journal Article in Economics Letters (2002)
69. Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada
    CESifo Working Paper Series, CESifo View citations (7)
70. Rankings of Academic Journals and Institutions in Economics
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (40)
    See also Journal Article in Journal of the European Economic Association (2003)

2000

71. Income Inequality and Economic Development: Evidence from the Threshold Regression Model
    Working Papers, University of Guelph, Department of Economics and Finance View citations (32)
    See also Journal Article in Economics Letters (2000)
72. Measures of Human Capital and Nonlinearities in Economic Growth
    Working Papers, University of Guelph, Department of Economics and Finance View citations (75)
    See also Journal Article in Journal of Economic Growth (2001)
73. Research Spillovers among Academic Institutions: Europe and North America
    Working Papers, University of Guelph, Department of Economics and Finance

1999

74. Testing Serial Correlation in Semiparametric Time Series Model
    Working Papers, University of Guelph, Department of Economics and Finance
    See also Journal Article in Journal of Time Series Analysis (2003)

1997

75. Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    See also Journal Article in Econometric Reviews (2001)
76. Testing for Asymmetric Pricing in the Canadian Retail Gasoline Market
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    See also Journal Article in Energy Economics (2000)

1996

77. On the Calculation of Marginal Effects in the Bivariate Probit Model
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article in Economics Letters (1997)
78. On the Sensitivity Analysis of Cross-Country Growth Regressions: A Semiparametric Approach
    Working Papers, University of Guelph, Department of Economics and Finance
79. Technical Trading Rules and the Size of the Risk Premium in Security Returns
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (1997)
80. Welfare Participation and Labour Market Behaviour in Canada
    Working Papers, University of Guelph, Department of Economics and Finance View citations (3)
    See also Journal Article in Canadian Journal of Economics (1997)

1994

81. Non-parametric specification testing of non-nested econometric models
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística

1993

82. Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance
83. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)
    See also Journal Article in International Economic Review (1994)

1992

84. Root-Consistent Semiparametric Regression with Conditionally Heteroskedastic Disturbances
    Working Papers, University of Guelph, Department of Economics and Finance View citations (9)
85. Root-N-Consistent Semiparametric Estimation of a Dynamic Panel Data Model
    Working Papers, University of Guelph, Department of Economics and Finance View citations (2)

1991

86. A Comparison of Risk-Premium Forecasts implied by Parametric versus Nonparametric Conditional Mean Estimators
    Working Paper, Economics Department, Queen's University
    See also Journal Article in Journal of Econometrics (1992)

1990

87. DISCONTINUITIES IN CANADIAN ECONOMIC GROWTH, 1870-1985
    Working Papers, University of Guelph, Department of Economics and Finance View citations (6)
    See also Journal Article in Explorations in Economic History (1991)
88. Semiparametric Specification Testing
    Working Paper, Economics Department, Queen's University View citations (6)
89. Semiparametric Specification Testing of Nonlinear Models
    Working Paper, Economics Department, Queen's University

1989

90. A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION
    Working Papers, University of Guelph, Department of Economics and Finance
91. NEAREST NEIGHBOR FORECASTS OF PRECIOUS METEL RATES OF RETURN
    Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
92. Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootsrap
    Staff General Research Papers Archive, Iowa State University, Department of Economics
    Also in Staff General Research Papers Archive, Iowa State University, Department of Economics (1988)
    See also Journal Article in Empirical Economics (1988)

1987

93. Alternative Estimates of Union-Nonunion and Public-Private Wage Differentials in Ontario, 1981
    Working Papers, Queen's at Kingston - Sch. of Indus. Relat. Papers in Industrial Relations
    Also in Working Paper, Economics Department, Queen's University (1986)

1984

94. Micro Estimates of the Union-Nonunion Wage Differential in Canada Using a Sample Selectivity Approach
    Working Paper, Economics Department, Queen's University View citations (1)

Journal Articles

2023

1. Bribery, on-the-job training, and firm performance
   Small Business Economics, 2023, 60, (1), 37-58
2. Does markup regulation restrict price hikes? Evidence from the oil industry
   Letters in Spatial and Resource Sciences, 2023, 16, (1), 1-11
3. Revisiting the Determinants of Consumption: A Bayesian Model Averaging Approach
   JRFM, 2023, 16, (3), 1-13
4. The scope and methodology of economic and financial asymmetries
   The Journal of Economic Asymmetries, 2023, 27, (C)
5. What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies
   Open Economies Review, 2023, 34, (2), 371-409

2022

6. Does market power converge among the US states? Evidence from the natural gas sector
   Economics Letters, 2022, 214, (C)
7. ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
   Econometric Theory, 2022, 38, (3), 562-595
   See also Working Paper (2017)
8. Estimation and Inference for the Threshold Model with Hybrid Stochastic Local Unit Root Regressors
   JRFM, 2022, 15, (6), 1-15
9. Leisure and innovation in horizontal R&D-based growth
   Economic Modelling, 2022, 107, (C)
10. On the volatility of cryptocurrencies
    Research in International Business and Finance, 2022, 62, (C) View citations (1)
    See also Working Paper (2022)
11. Renewable energy and CO2 emissions: New evidence with the panel threshold model
    Renewable Energy, 2022, 194, (C), 117-128 View citations (1)
12. Stochastic dominance spanning and augmenting the human development index with institutional quality
    Annals of Operations Research, 2022, 315, (1), 341-369
13. The Effect of Pollution on the Spread of COVID-19 in Europe
    Economics of Disasters and Climate Change, 2022, 6, (1), 129-140
14. Threshold effects during the COVID-19 pandemic crisis: evidence from international tourist destinations
    Current Issues in Tourism, 2022, 25, (3), 387-393
15. Vietnam Era Fathers: The Intergenerational Transmission of Tertiary Education
    Review of Income and Wealth, 2022, 68, (3), 593-616
16. What shapes the delay in the Nobel Prize discoveries? A research note
    Scientometrics, 2022, 127, (2), 803-811 View citations (1)

2021

17. Democracy in the neighborhood and foreign direct investment
    Review of Development Economics, 2021, 25, (1), 449-477
18. Determinants of renewable energy consumption: Importance of democratic institutions
    Renewable Energy, 2021, 179, (C), 75-83 View citations (28)
19. Dimension Reduction via Penalized GLMs for Non-Gaussian Response: Application to Stock Market Volatility
    JRFM, 2021, 14, (12), 1-0
20. Measuring the presence of organized crime across Italian provinces: a sensitivity analysis
    European Journal of Law and Economics, 2021, 51, (1), 31-95 View citations (2)
21. Quantile eco-efficiency estimation and convergence: A nonparametric frontier approach
    Economics Letters, 2021, 202, (C) View citations (1)
22. Recent Developments in Cryptocurrency Markets: Co-Movements, Spillovers and Forecasting
    JRFM, 2021, 14, (3), 1-3 View citations (1)
23. Revisiting the link between output growth and volatility: panel GARCH analysis
    Empirical Economics, 2021, 61, (2), 743-771

2020

24. A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns
    JRFM, 2020, 13, (2), 1-10 View citations (10)
    See also Working Paper (2020)
25. A general model for financial crises: An application to eurozone crisis
    International Review of Economics & Finance, 2020, 70, (C), 202-229 View citations (1)
26. Advertising expenses and operational performance: Evidence from the global hotel industry
    Economics Letters, 2020, 192, (C)
27. Aid to agriculture, trade and structural change
    Metroeconomica, 2020, 71, (2), 345-368 View citations (1)
28. Cryptocurrency Returns before and after the Introduction of Bitcoin Futures
    JRFM, 2020, 13, (6), 1-21 View citations (3)
29. DETECTING CONVERGENCE CLUBS
    Macroeconomic Dynamics, 2020, 24, (3), 629-669 View citations (7)
    See also Working Paper (2016)
30. Modeling the effect of competition on US manufacturing sectors’ efficiency: an order-m frontier analysis
    Journal of Productivity Analysis, 2020, 54, (1), 27-41
31. On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
    European Journal of Operational Research, 2020, 281, (2), 415-427 View citations (8)
32. Output and pollution abatement in a U.S. state emission function
    Environment and Development Economics, 2020, 25, (1), 44-65 View citations (3)
    See also Working Paper (2017)
33. Re-examining the asymmetric gasoline pricing mechanism in EU: a note on a panel threshold analysis
    Applied Economics Letters, 2020, 27, (10), 778-783 View citations (1)
34. Recent Advancements in Section “Economics and Finance”
    JRFM, 2020, 13, (11), 1-2
35. Renewable energy consumption and economic growth nexus: Evidence from a threshold model
    Energy Policy, 2020, 139, (C) View citations (74)
36. Revisiting the impact of financial depth on growth: A semi-parametric approach
    Finance Research Letters, 2020, 36, (C) View citations (5)
37. The Effects of Corporate Bonds on Employment: Early Evidence from Greece
    Review of Economic Analysis, 2020, 12, (2), 167-202
38. The Environmental Kuznets Curve with Recycling: A Partially Linear Semiparametric Approach
    JRFM, 2020, 13, (11), 1-26 View citations (3)
39. The impact of regulatory quality on business venturing: A semi-parametric approach
    Economic Analysis and Policy, 2020, 67, (C), 29-36 View citations (1)
40. The impact of state aid on economic growth
    Economics Bulletin, 2020, 40, (2), 1083-1090

2019

41. Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU
    Energy Economics, 2019, 81, (C), 1-12 View citations (4)
42. Does competition prevent industrial pollution? Evidence from a panel threshold model
    Business Strategy and the Environment, 2019, 28, (1), 98-110 View citations (17)
    See also Working Paper (2017)
43. Nonparametric Econometric Methods and Applications
    JRFM, 2019, 12, (4), 1-3
44. Sensitivity of university rankings: implications of stochastic dominance efficiency analysis
    Education Economics, 2019, 27, (1), 75-92 View citations (3)
45. Spatial Dependence in the Residential Canadian Housing Market
    The Journal of Real Estate Finance and Economics, 2019, 58, (2), 223-263 View citations (3)
46. The effects of markets, uncertainty and search intensity on bitcoin returns
    International Review of Financial Analysis, 2019, 63, (C), 220-242 View citations (49)
    See also Working Paper (2018)

2018

47. Greenhouse Emissions and Productivity Growth
    JRFM, 2018, 11, (3), 1-14 View citations (12)
48. Identification of common factors in panel data growth model
    Economics Letters, 2018, 168, (C), 94-97 View citations (1)
    See also Working Paper (2018)
49. On the determinants of bitcoin returns: A LASSO approach
    Finance Research Letters, 2018, 27, (C), 235-240 View citations (83)
    See also Working Paper (2018)
50. On the examination of non-linear relationship between market structure and performance in the US manufacturing industry
    Economics Letters, 2018, 164, (C), 1-4 View citations (12)
51. PERSISTENCE IN CONVERGENCE AND CLUB FORMATION
    Bulletin of Economic Research, 2018, 70, (2), 119-138 View citations (1)
52. Quantile forecast combination using stochastic dominance
    Empirical Economics, 2018, 55, (4), 1717-1755 View citations (3)
53. Regime switching with structural breaks in output convergence
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (3), 17
54. Taming the SO2 and NOx emissions: evidence from a SUR model for the US
    Letters in Spatial and Resource Sciences, 2018, 11, (2), 95-104 View citations (2)

2017

55. A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
    International Review of Finance, 2017, 17, (3), 479-490
56. Analysis of the seeds of the debt crisis in Europe
    The European Journal of Finance, 2017, 23, (15), 1589-1610 View citations (2)
    See also Working Paper (2014)
57. Detecting capital market convergence clubs
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 14
58. Electricity Sector Performance: A Panel Threshold Analysis
    The Energy Journal, 2017, Volume 38, (Number 3) View citations (21)
59. Testing for the implicit weights of the dimensions of the Human Development Index using stochastic dominance
    Economics Letters, 2017, 161, (C), 38-42 View citations (13)

2016

60. STRUCTURAL THRESHOLD REGRESSION
    Econometric Theory, 2016, 32, (4), 827-860 View citations (26)
    See also Working Paper (2011)

2015

61. An environmental degradation index based on stochastic dominance
    Empirical Economics, 2015, 48, (1), 439-459 View citations (8)
62. Does market structure affect labour productivity and wages? Evidence from a smooth coefficient semiparametric panel model
    Economics Letters, 2015, 137, (C), 182-186 View citations (12)
63. Measuring Human Development in the MENA Region
    Emerging Markets Finance and Trade, 2015, 51, (6), 1179-1192 View citations (9)
64. The business cycle human capital accumulation nexus and its effect on hours worked volatility
    Journal of Economic Dynamics and Control, 2015, 51, (C), 356-377 View citations (11)
    See also Working Paper (2014)

2014

65. A sovereign risk index for the Eurozone based on stochastic dominance
    Finance Research Letters, 2014, 11, (4), 375-384 View citations (7)
    See also Working Paper (2013)
66. Empirical likelihood-based inference for the generalized entropy class of inequality measures
    Economics Letters, 2014, 123, (1), 54-57
67. PERSISTENCE IN CONVERGENCE
    Macroeconomic Dynamics, 2014, 18, (4), 753-782 View citations (10)
    See also Working Paper (2011)
68. Persistence in real exchange rate convergence
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (1), 73-88 View citations (10)
    See also Working Paper (2012)
69. Testing for structural breaks with local smoothers: A simulation study
    Economics Letters, 2014, 125, (1), 119-122 View citations (1)
70. The role of Foreign Direct Investment (FDI) in a dualistic growth framework: A smooth coefficient semi-parametric approach
    Borsa Istanbul Review, 2014, 14, (3), 133-144 View citations (6)

2013

71. Measuring human development: a stochastic dominance approach
    Journal of Economic Growth, 2013, 18, (1), 69-108 View citations (30)
    See also Working Paper (2012)
72. Non-monotonicity of fertility in human capital accumulation and economic growth
    Journal of Macroeconomics, 2013, 38, (PA), 44-59 View citations (17)
    See also Working Paper (2012)
73. The effect of public debt on growth in multiple regimes
    Journal of Macroeconomics, 2013, 38, (PA), 35-43 View citations (116)
    See also Working Paper (2012)

2012

74. A new country risk index for emerging markets: A stochastic dominance approach
    Journal of Empirical Finance, 2012, 19, (5), 741-761 View citations (19)
75. Are Aid Flows Excessive or Insufficient? Estimating the Growth Impact of Aid in Threshold Regressions
    Scottish Journal of Political Economy, 2012, 59, (3), 298-315 View citations (8)
76. Economic Policies and the Impact of Natural Disasters on Economic Growth: A Threshold Regression Approach
    Economics Bulletin, 2012, 32, (1), 229-241 View citations (5)
77. Love thy Neighbour, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest
    Ekonomia, 2012, 15, (1), 22-44 View citations (2)
    See also Working Paper (2006)
78. Testing for bivariate stochastic dominance using inequality restrictions
    Economics Letters, 2012, 115, (1), 60-62 View citations (2)
    See also Working Paper (2011)

2011

79. An updated ranking of academic journals in economics
    Canadian Journal of Economics/Revue canadienne d'économique, 2011, 44, (4), 1525-1538 View citations (39)
    Also in Canadian Journal of Economics, 2011, 44, (4), 1525-1538 (2011) View citations (87)
    See also Working Paper (2010)
80. Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach
    Review of Economic Analysis, 2011, 3, (2), 129-148
    See also Working Paper (2005)
81. Growth and pollution convergence: Theory and evidence
    Journal of Environmental Economics and Management, 2011, 62, (2), 199-214 View citations (65)
    See also Working Paper (2011)
82. Product line pricing in a vertically differentiated oligopoly
    Canadian Journal of Economics, 2011, 44, (3), 907-929 View citations (4)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2011, 44, (3), 907-929 (2011) View citations (3)
    See also Working Paper (2010)
83. THE EFFECT OF INFORMATION TECHNOLOGY AND HUMAN CAPITAL ON ECONOMIC GROWTH
    Macroeconomic Dynamics, 2011, 15, (5), 595-615 View citations (8)
    See also Working Paper (2007)

2010

84. Do institutions rule? The role of heterogeneity in the institutions vs. geography debate
    Economics Bulletin, 2010, 30, (3), 1710-1719 View citations (6)
    See also Working Paper (2009)
85. Estimates of Technology and Convergence: Simulation Results
    Ekonomia, 2010, 13-14, (2-1), 97-108
    See also Working Paper (2006)
86. Foreign direct investment, human capital and non-linearities in economic growth
    Journal of Macroeconomics, 2010, 32, (3), 858-871 View citations (37)
    See also Working Paper (2008)
87. Information-Theoretic Distribution Test with Application to Normality
    Econometric Reviews, 2010, 29, (3), 307-329 View citations (2)
    See also Working Paper (2007)

2008

88. An empirical investigation of the relationship between education and growth in Pakistan
    International Economic Journal, 2008, 22, (3), 345-359 View citations (5)
89. Demographic versus expenditure flexibility in Engel curves
    Empirical Economics, 2008, 34, (2), 257-271 View citations (2)
90. The absolute health income hypothesis revisited: a semiparametric quantile regression approach
    Empirical Economics, 2008, 35, (2), 395-412 View citations (1)
    See also Working Paper (2007)

2007

91. An algorithm for censored quantile regressions
    Economics Bulletin, 2007, 3, (1), 1-9
92. Growth and convergence: A profile of distribution dynamics and mobility
    Journal of Econometrics, 2007, 136, (2), 483-508 View citations (116)
93. Is the Financial Development and Economic Growth Relationship Nonlinear?
    Economics Bulletin, 2007, 15, (14), 1-12 View citations (21)
    See also Working Paper (2005)
94. Nonlinearities in economic growth: A semiparametric approach applied to information technology data
    Journal of Macroeconomics, 2007, 29, (3), 555-568 View citations (20)
    See also Working Paper (2007)
95. Testing for Shape Invariance of Semiparametric Equivalence Scales
    Economics Bulletin, 2007, 4, (21), 1-11

2006

96. Economic development and the return to human capital: a smooth coefficient semiparametric approach
    Journal of Applied Econometrics, 2006, 21, (1), 111-132 View citations (74)
    Also in Journal of Applied Econometrics, 2006, 21, (1), 111-132 (2006) View citations (8)
    See also Working Paper (2002)
97. Estimates of semiparametric equivalence scales
    Journal of Applied Econometrics, 2006, 21, (5), 629-639
    Also in Journal of Applied Econometrics, 2006, 21, (5), 629-639 (2006) View citations (10)
    See also Working Paper (2003)
98. Intertemporal pricing and price discrimination: a semiparametric hedonic analysis of the personal computer market
    Journal of Applied Econometrics, 2006, 21, (3), 371-386
    Also in Journal of Applied Econometrics, 2006, 21, (3), 371-386 (2006) View citations (21)
    See also Working Paper (2003)
99. Semiparametric efficient adaptive estimation of asymmetric GARCH models
    Journal of Econometrics, 2006, 133, (1), 373-386 View citations (14)

2005

100. Financial intermediation and growth: Some robustness results
     Economics Letters, 2005, 88, (3), 306-312 View citations (47)
101. Partially adaptive estimation via the maximum entropy densities
     Econometrics Journal, 2005, 8, (3), 352-366 View citations (11)
     See also Working Paper (2005)
102. Short-Run and Long-Run Effects of Exchange Rate Volatility on the Volume of Exports: A Case Study for Pakistan
     International Journal of Business and Economics, 2005, 4, (3), 209-222 View citations (8)

2004

103. Estimates of the black economy based on consumer demand approaches
     Economic Journal, 2004, 114, (497), 622-640 View citations (101)
104. Research spillovers among European and North-American economics departments
     Economics of Education Review, 2004, 23, (2), 191-202 View citations (11)

2003

105. Rankings of Academic Journals and Institutions in Economics
     Journal of the European Economic Association, 2003, 1, (6), 1346-1366 View citations (319)
     See also Working Paper (2001)
106. Testing Serial Correlation in Semiparametric Time Series Models
     Journal of Time Series Analysis, 2003, 24, (3), 311-335 View citations (10)
     See also Working Paper (1999)
107. The Environmental Kuznets Curve: Real Progress or Misspecified Models?
     The Review of Economics and Statistics, 2003, 85, (4), 1038-1047 View citations (225)
     See also Working Paper (2003)
108. Wage Rigidity in Canadian Collective Bargaining Agreements
     ILR Review, 2003, 56, (3), 429-448 View citations (27)
     See also Working Paper (2003)

2002

109. Age effects on consumer demand: an additive partially linear regression model
     Canadian Journal of Economics, 2002, 35, (1), 153-165 View citations (9)
     Also in Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (1), 153-165 (2002) View citations (8)
110. Intra-Day Features of Realized Volatility: Evidence from an Emerging Market
     International Journal of Business and Economics, 2002, 1, (1), 17-24 View citations (10)
111. Nesting quadratic logarithmic demand systems
     Economics Letters, 2002, 76, (3), 369-374 View citations (8)
     See also Working Paper (2001)
112. Specification and sensitivity analysis of cross-country growth regressions
     Empirical Economics, 2002, 27, (4), 645-656 View citations (3)
113. The partially linear regression model: Monte Carlo evidence from the projection pursuit regression approach
     Economics Letters, 2002, 75, (1), 11-16 View citations (3)
114. The symmetry of the wage-change distribution: Survey and contract data
     Empirical Economics, 2002, 27, (4), 705-723 View citations (6)

2001

115. A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION
     Econometric Reviews, 2001, 20, (1), 41-60 View citations (8)
     See also Working Paper (1997)
116. A non-parametric test of the symmetry of PSID wage-change distributions
     Economics Letters, 2001, 71, (3), 363-368 View citations (10)
117. Measures of Human Capital and Nonlinearities in Economic Growth
     Journal of Economic Growth, 2001, 6, (3), 229-54 View citations (140)
     See also Working Paper (2000)

2000

118. A non-linear sensitivity analysis of cross-country growth regressions
     Canadian Journal of Economics, 2000, 33, (3), 604-617 View citations (30)
     Also in Canadian Journal of Economics/Revue canadienne d'économique, 2000, 33, (3), 604-617 (2000)
119. Corrigendum to "On the calculation of marginal effects in the bivariate probit model" [Econ. Lett. 54, (1997) 203-208]
     Economics Letters, 2000, 68, (3), 339-339 View citations (2)
120. Income inequality and economic development: evidence from the threshold regression model
     Economics Letters, 2000, 69, (2), 207-212 View citations (34)
     See also Working Paper (2000)
121. Nonparametric model check based on local polynomial fitting
     Statistics & Probability Letters, 2000, 48, (4), 327-334 View citations (8)
122. Testing for asymmetric pricing in the Canadian retail gasoline market
     Energy Economics, 2000, 22, (3), 349-368 View citations (126)
     See also Working Paper (1997)

1999

123. European economics: An analysis based on publications in the core journals
     European Economic Review, 1999, 43, (4-6), 1150-1168 View citations (104)
124. Non-linearities in Cross-Country Growth Regressions: A Semiparametric Approach
     Journal of Applied Econometrics, 1999, 14, (5), 527-38 View citations (143)
125. Preference Heterogeneity and the Rank of Demand Systems
     Journal of Business & Economic Statistics, 1999, 17, (2), 248-52 View citations (17)
126. Rankings of Economic Departments Among Greek-Speaking Institutions
     Ekonomia, 1999, 3, (1), 70-75 View citations (6)
127. Testing the rank of Engel curves with endogenous expenditure
     Economics Letters, 1999, 64, (1), 61-65 View citations (17)

1997

128. On the calculation of marginal effects in the bivariate probit model
     Economics Letters, 1997, 54, (3), 203-208 View citations (40)
     See also Working Paper (1996)
129. Technical Trading Rules and the Size of the Risk Premium in Security Returns
     Studies in Nonlinear Dynamics & Econometrics, 1997, 2, (2), 1-14 View citations (18)
     See also Working Paper (1996)
130. Welfare Participation and Labour Market Behaviour in Canada
     Canadian Journal of Economics, 1997, 30, (3), 595-621 View citations (21)
     See also Working Paper (1996)

1996

131. Semiparametric estimation of partially linear panel data models
     Journal of Econometrics, 1996, 71, (1-2), 389-397 View citations (74)

1995

132. A semi-parametric non-nested test in a dynamic panel data model
     Economics Letters, 1995, 49, (1), 1-6
133. REJOINDER Segmented Trend Models of Canadian Economic Growth
     Explorations in Economic History, 1995, 32, (2), 253-261 View citations (2)

1994

134. Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
     International Economic Review, 1994, 35, (4), 981-1000 View citations (18)
     See also Working Paper (1993)
135. Employing conditional variance processes to examine the market efficiency of the gold rates of return
     Journal of Economics and Business, 1994, 46, (5), 355-365 View citations (3)
136. Semiparametric Specification Testing of Non-nested Econometric Models
     Review of Economic Studies, 1994, 61, (2), 291-303 View citations (27)

1993

137. Evidence concerning non-linear structure in Canadian provincial unemployment rates
     Structural Change and Economic Dynamics, 1993, 4, (2), 333-343 View citations (6)

1992

138. A Hausman specification test based on root-N-consistent semiparametric estimators
     Economics Letters, 1992, 40, (2), 141-146 View citations (3)
139. A comparison of risk-premium forecasts implied by parametric versus nonparametric conditional mean estimators
     Journal of Econometrics, 1992, 52, (1-2), 225-244 View citations (9)
     See also Working Paper (1991)
140. Testing the Efficiency of the Athens Stock Exchange: Some Results from the Banking Sector
     Empirical Economics, 1992, 17, (2), 239-52 View citations (10)

1991

141. Discontinuities in Canadian economic growth, 1870-1985
     Explorations in Economic History, 1991, 28, (3), 274-286 View citations (9)
     See also Working Paper (1990)

1990

142. N-Kernel: A Review
     Journal of Applied Econometrics, 1990, 5, (3), 299-304

1989

143. Measuring the Strangeness of Gold and Silver Rates of Return
     Review of Economic Studies, 1989, 56, (4), 553-567 View citations (57)

1988

144. Chaotic Dynamics in Economic Time-Series
     Journal of Economic Surveys, 1988, 2, (2), 103-33 View citations (26)
145. International chaos?
     European Economic Review, 1988, 32, (8), 1569-1584 View citations (25)
146. Nonparametric Kernel Estimation Applied to Forecasting: An Evaluation Based on the Bootstrap
     Empirical Economics, 1988, 13, (3/4), 141-54
     See also Working Paper (1989)
147. Some evidence concerning macroeconomic chaos
     Journal of Monetary Economics, 1988, 22, (3), 423-438 View citations (30)
148. Testing for Short-run Money Neutrality in a Small Open Economy: The Case of Canada
     Empirical Economics, 1988, 13, (2), 103-20 View citations (2)
149. The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
     Economics Letters, 1988, 27, (1), 11-14 View citations (4)

1987

150. Bootstrapping Confidence Intervals: An Application to Forecasting the Supply of Pork
     American Journal of Agricultural Economics, 1987, 69, (2), 266-273 View citations (6)
151. Hypothesis testing in regression models with AR(1) errors and a lagged dependent variable: Bootstrapping and artificial regression compared
     Economics Letters, 1987, 24, (3), 237-242
152. On the robustness of the corrected least squares (cols) estimator for the tobit model
     Brazilian Review of Econometrics, 1987, 7, (2)

1986

153. Interpreting the wage gap estimate from selectivity correction techniques using micro data
     Economics Letters, 1986, 20, (2), 191-195 View citations (2)
154. Testing for parameter stability in a regression model with ar(1) errors
     Economics Letters, 1986, 20, (1), 29-32

1985

155. Measuring the Union Relative Wage Impact: A Methodological Note
     Canadian Journal of Economics, 1985, 18, (1), 182-89 View citations (2)

Books

2011

1. Mathematics for Economics, vol 1
   MIT Press Books, The MIT Press View citations (6)
   Also in MIT Press Books, The MIT Press (2011) View citations (6)
2. Student Solutions Manual for Mathematics for Economics, vol 1
   MIT Press Books, The MIT Press View citations (3)

2001

3. Mathematics for Economics, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations (11)
4. Student's Solutions Manual for Mathematics for Economics, 2nd Edition, vol 1
   MIT Press Books, The MIT Press View citations (3)

Chapters

2009

1. The evolution of the conditional joint distribution of life expectancy and per capita income growth
   A chapter in Nonparametric Econometric Methods, 2009, pp 171-191
   See also Working Paper (2009)

2005

2. Financial Intermediation and Economic Growth: A Semiparametric Approach
   Springer View citations (10)