Details about Mike Tsionas

Workplace:

Management School, Lancaster University, (more information at EDIRC)

Access statistics for papers by Mike Tsionas.

Last updated 2020-01-22. Update your information in the RePEc Author Service.

Short-id: pts139

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Working Papers

2020

1. A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth
   Working Papers, Federal Reserve Bank of Dallas
2. The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility
   Working Papers, Federal Reserve Bank of Dallas

2019

3. A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2019)
4. Bayesian estimation of large dimensional time varying VARs using copulas
   Papers, arXiv.org
5. Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior
   MPRA Paper, University Library of Munich, Germany
6. Estimating Stochastic Ray Production Frontiers
   IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics
7. Heterogeneous Decision-Making and Market Power
   Working Papers, Rice University, Department of Economics
8. Product Durability and Exchange Rate Exposure in International Triopolies
   Working Papers, Department of Economics, City University London
9. Steady State and Efficiency Convergence Dynamics in Alternative Banking Systems: The Cases of Islamic and Community Banks
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2018

10. A Bayesian dynamic model to test persistence in funds' performance
    Working Paper series, Rimini Centre for Economic Analysis
11. An Internally Consistent Approach to the Estimation of Market Power and Cost Efficiency with an Application to U.S. Banking
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article in European Journal of Operational Research (2018)
12. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach
    MPRA Paper, University Library of Munich, Germany
13. Decomposing global bank productivity growth: the role of non-performing loans, equity and technology
    Working Paper series, Rimini Centre for Economic Analysis
14. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Post-Print, HAL View citations (1)
    See also Journal Article in Economic Modelling (2018)

2017

15. Bayesian analysis of chaos: The joint return-volatility dynamical system
    MPRA Paper, University Library of Munich, Germany View citations (1)
16. Bayesian inference in threshold stochastic frontier models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    See also Journal Article in Empirical Economics (2019)
17. Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)

2016

18. Alternative Bayesian compression in Vector Autoregressions and related models
    Working Papers, Bank of Greece View citations (1)
19. Alternatives to large VAR, VARMA and multivariate stochastic volatility models
    Working Papers, Bank of Greece
20. Financial Bubble Detection: A Non-Linear Method with Application to S&P 500
    MPRA Paper, University Library of Munich, Germany View citations (1)
21. Market and Political Power Interactions in Greece:An Empirical Investigation
    Working Papers, Athens University Of Economics and Business, Department of Economics View citations (2)
    See also Journal Article in IZA Journal of Labor Policy (2018)
22. Non-performing loans in the euro area: are core-periphery banking markets fragmented?
    Working Papers, Bank of Greece View citations (13)
    See also Journal Article in International Journal of Finance & Economics (2019)
23. Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model
    Working Papers, University of Pretoria, Department of Economics

2015

24. A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2016)
25. Banks’ Risk Endogenous to Strategic Management Choices
    MPRA Paper, University Library of Munich, Germany View citations (12)
26. Bayesian Approach to Disentangling Technical and Environmental Productivity
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Econometrics (2015)
27. Bayesian Estimation of Agent-Based Models
    Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (3)
    Also in LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies (2015) View citations (7)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
28. Estimation of Input Distance Functions: A System Approach
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article in American Journal of Agricultural Economics (2015)
29. Firms’ risk endogenous to strategic management choices
    Research Discussion Papers, Bank of Finland View citations (5)
30. The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)
    MPRA Paper, University Library of Munich, Germany View citations (1)

2014

31. A Poisson Stochastic Frontier Model with Finite Mixture Structure
    MPRA Paper, University Library of Munich, Germany View citations (1)
32. Mobility of Knowledge and Local Innovation Activity
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in European Economic Review (2016)
33. On modeling banking risk
    Working Papers, Bank of Greece
34. The risk of financial intermediaries
    Research Discussion Papers, Bank of Finland View citations (17)
    See also Journal Article in Journal of Banking & Finance (2014)

2012

35. Economic Restructuring, Crises and the Regions: The Political Economy of Regional Inequalities in Greece
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (19)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) View citations (19)
36. On the estimation of marginal cost
    MPRA Paper, University Library of Munich, Germany View citations (14)
    See also Journal Article in Operations Research (2014)
37. Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
    MPRA Paper, University Library of Munich, Germany

2011

38. A new method to estimate the risk of financial intermediaries
    MPRA Paper, University Library of Munich, Germany
39. Firm-Heterogeneity, Persistent and Transient Technical Inefficiency
    MPRA Paper, University Library of Munich, Germany
40. Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited
    Working Papers, Bank of Greece

2009

41. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article in Journal of Financial Stability (2012)
42. The joint estimation of bank-level market power and efficiency
    MPRA Paper, University Library of Munich, Germany View citations (56)
    See also Journal Article in Journal of Banking & Finance (2009)

2008

43. Neural Networks for Approximating the Cost and Production Functions
    MPRA Paper, University Library of Munich, Germany

2007

44. Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample
    Working Papers, Business School - Economics, University of Glasgow View citations (13)
    See also Journal Article in Public Choice (2008)

2006

45. Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach
    MPRA Paper, University Library of Munich, Germany View citations (6)
46. Foreign presence, technical efficiency and firm survival in Greece: a simultaneous equation model with latent variables approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
47. Technical and Allocative Efficiency in European Banking
    Working Papers, Bank of Greece View citations (7)
    See also Journal Article in European Journal of Operational Research (2010)

2005

48. Efficiency in Damage Control Inputs: A Stochastic Production Frontier Approach
    2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists

2003

49. Estimating a Mixture of Efficiency Indices
    Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG)
50. Recent Developments in Stochastic Frontier Modeling
    Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG) View citations (1)

2001

51. A Consistent Approach to Cost Efficiency Measurement
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
52. Stochastic Frontier Models with Random Coefficients
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

53. Bayesian Inference in the Non-Central Student-T Model
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies
    Also in DEOS Working Papers, Athens University of Economics and Business (2000)

Undated

54. Does Deregulation Change Economic Behavior of Firms?
    Working Papers, University of Crete, Department of Economics View citations (1)

Journal Articles

2020

1. A novel forecasting model for the Baltic dry index utilizing optimal squeezing
   Journal of Forecasting, 2020, 39, (1), 56-68
2. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
   Annals of Operations Research, 2020, 284, (1), 469-482

2019

3. A Bayesian semiparametric approach to stochastic frontiers and productivity
   European Journal of Operational Research, 2019, 274, (1), 391-402 View citations (4)
4. A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA
   Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (1), 16
   See also Working Paper (2019)
5. A review of research into performance modeling in tourism research - Launching the Annals of Tourism Research curated collection on performance modeling in tourism research
   Annals of Tourism Research, 2019, 76, (C), 266-277
6. A time-varying true individual effects model with endogenous regressors
   Journal of Econometrics, 2019, 211, (2), 539-559 View citations (5)
7. Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis
   Computational Economics, 2019, 54, (3), 1005-1025
8. Bayesian inference in threshold stochastic frontier models
   Empirical Economics, 2019, 56, (2), 399-422 View citations (1)
   See also Working Paper (2017)
9. Bayesian nonlinear panel cointegration: an empirical application to the EKC hypothesis
   Letters in Spatial and Resource Sciences, 2019, 12, (2), 113-120 View citations (1)
10. Does efficiency help banks survive and thrive during financial crises?
    Journal of Banking & Finance, 2019, 106, (C), 445-470 View citations (3)
11. Dynamics of Inefficiency and Merger in English Higher Education From 1996/97 to 2008/9: A Comparison of Pre‐Merging, Post‐Merging and Non‐Merging Universities Using Bayesian Methods
    Manchester School, 2019, 87, (3), 297-323
12. Estimating Technical Efficiency and Production Risk under Contract Farming: A Bayesian Estimation and Stochastic Dominance Methodology
    Journal of Agricultural Economics, 2019, 70, (2), 353-371 View citations (1)
13. Exploring vessel-price dynamics: the case of the dry bulk market
    Maritime Policy & Management, 2019, 46, (3), 309-329 View citations (2)
14. Financial development and economic growth nexus: A more revisionist approach
    Economic Notes, 2019, 48, (2)
15. Forecasting occupancy rate with Bayesian compression methods
    Annals of Tourism Research, 2019, 75, (C), 439-449 View citations (1)
16. Further results on estimating inefficiency effects in stochastic frontier models
    European Journal of Operational Research, 2019, 275, (3), 1157-1164 View citations (3)
17. Importance sampling from posterior distributions using copula-like approximations
    Journal of Econometrics, 2019, 210, (1), 45-57 View citations (1)
18. Measuring comparative advantages in the Euro Area
    Economic Modelling, 2019, 76, (C), 260-269 View citations (1)
19. Measuring the Productive Efficiency of the Connecticut Long Island Lobster Sound Fishery Using a Novel Finite Mixture Model
    Marine Resource Economics, 2019, 34, (3), 267 - 285
20. Modeling asymmetric price transmission in the European food market
    Economic Modelling, 2019, 76, (C), 216-230 View citations (3)
21. Multi-objective optimization using statistical models
    European Journal of Operational Research, 2019, 276, (1), 364-378 View citations (2)
22. Multivariate stochastic volatility with large and moderate shocks
    Journal of the Royal Statistical Society Series A, 2019, 182, (3), 887-917
23. Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?
    International Journal of Finance & Economics, 2019, 24, (1), 97-112 View citations (7)
    See also Working Paper (2016)
24. On proper specification in tourism research
    Annals of Tourism Research, 2019, 77, (C), 148-153
25. On the estimation of total factor productivity: A novel Bayesian non-parametric approach
    European Journal of Operational Research, 2019, 277, (3), 886-902 View citations (4)
26. Robust Bayesian Inference in Stochastic Frontier Models
    Journal of Risk and Financial Management, 2019, 12, (4), 1-1
27. The impact of market competition on CEO salary in the US energy sector1
    Energy Policy, 2019, 132, (C), 32-37 View citations (2)
28. Transition and limiting distributions when covariates are available
    Economics Letters, 2019, 183, (C), -

2018

29. A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
    Omega, 2018, 77, (C), 73-79 View citations (2)
30. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
    Computational Economics, 2018, 51, (3), 637-675 View citations (1)
31. A novel model of costly technical efficiency
    European Journal of Operational Research, 2018, 268, (2), 653-664 View citations (4)
32. An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
    European Journal of Operational Research, 2018, 270, (2), 747-760 View citations (11)
    See also Working Paper (2018)
33. Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach
    Economic Modelling, 2018, 73, (C), 254-263 View citations (2)
34. Bayesian CV@R/super-quantile regression
    Journal of Applied Statistics, 2018, 45, (16), 2943-2957 View citations (1)
35. Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme
    Computational Statistics, 2018, 33, (4), 1687-1713
36. Bayesian local influence analysis: With an application to stochastic frontiers
    Economics Letters, 2018, 165, (C), 54-57
37. Debt dynamics in Europe: A Network General Equilibrium GVAR approach
    Journal of Economic Dynamics and Control, 2018, 93, (C), 175-202
38. Foreign direct investment in OECD countries: a special focus in the case of Greece
    Applied Economics, 2018, 50, (52), 5579-5591
39. Market and political power interactions in Greece: an empirical investigation
    IZA Journal of Labor Policy, 2018, 7, (1), 1-43 View citations (5)
    See also Working Paper (2016)
40. Measuring management practices
    International Journal of Production Economics, 2018, 199, (C), 65-77 View citations (3)
41. Production of output and ideas: efficiency and growth patterns in the United States
    Regional Studies, 2018, 52, (1), 105-118 View citations (2)
42. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Economic Modelling, 2018, 75, (C), 132-141 View citations (1)
    See also Working Paper (2018)
43. Shadow directional distance functions with bads: GMM estimation of optimal directions and efficiencies
    Empirical Economics, 2018, 54, (1), 207-230 View citations (1)
44. Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares
    European Journal of Operational Research, 2018, 271, (3), 797-807 View citations (5)
45. Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
    Journal of Econometrics, 2018, 204, (2), 131-146 View citations (1)
46. The estimation and decomposition of tourism productivity
    Tourism Management, 2018, 65, (C), 131-142 View citations (9)
47. The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (2), 8
48. The time has come: Toward Bayesian SEM estimation in tourism research
    Tourism Management, 2018, 64, (C), 98-109

2017

49. A non-iterative (trivial) method for posterior inference in stochastic volatility models
    Statistics & Probability Letters, 2017, 126, (C), 83-87
50. A structural vector autoregressive model of technical efficiency and delays with an application to Chinese airlines
    Transportation Research Part A: Policy and Practice, 2017, 101, (C), 1-10 View citations (6)
51. Adjustment costs in the technical efficiency: An application to global banking
    European Journal of Operational Research, 2017, 256, (2), 640-649 View citations (12)
52. Asymmetric Price Adjustment in the US Gasoline Industry: Evidence from Bayesian Threshold Dynamic Panel Data Models
    International Journal of the Economics of Business, 2017, 24, (1), 91-128 View citations (9)
53. Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity
    Econometrics, 2017, 5, (3), 1-1 View citations (3)
54. Bayesian estimation of agent-based models
    Journal of Economic Dynamics and Control, 2017, 77, (C), 26-47 View citations (45)
    See also Working Paper (2015)
55. Corrigendum to ‘Adjustment costs in the technical efficiency: An application to global banking’ [European Journal of Operational Research 256 (2017) 640–649]
    European Journal of Operational Research, 2017, 257, (2), 704-704
56. Destination characteristics that drive hotel performance: A state-of-the-art global analysis
    Tourism Management, 2017, 60, (C), 270-279 View citations (3)
57. Did the financial crisis affect the market valuation of large systemic U.S. banks?
    Journal of Financial Stability, 2017, 32, (C), 115-123 View citations (6)
58. Endogenous bank risk and efficiency
    European Journal of Operational Research, 2017, 260, (1), 376-387 View citations (9)
59. Foreign Direct Investment Determinants in OECD and Developing Countries
    Review of Development Economics, 2017, 21, (3), 527-542 View citations (5)
60. Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
    Journal of Banking & Finance, 2017, 83, (C), 36-56 View citations (2)
61. Microfoundations for stochastic frontiers
    European Journal of Operational Research, 2017, 258, (3), 1165-1170 View citations (3)
62. Modeling technical and service efficiency
    Transportation Research Part B: Methodological, 2017, 96, (C), 113-125 View citations (2)
63. Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system
    Physica A: Statistical Mechanics and its Applications, 2017, 482, (C), 95-107 View citations (1)
    See also Working Paper (2017)
64. System stress testing of bank liquidity risk
    Journal of International Money and Finance, 2017, 73, (PA), 22-40 View citations (1)
65. The long-run causal relationship between exports and economic growth in the euro area
    Applied Economics Letters, 2017, 24, (8), 536-539 View citations (1)
66. The profit function system with output- and input-specific technical efficiency
    Economics Letters, 2017, 151, (C), 111-114
67. “When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling
    Journal of the American Statistical Association, 2017, 112, (519), 948-965 View citations (4)

2016

68. A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010
    Journal of Applied Econometrics, 2016, 31, (7), 1407-1429 View citations (15)
    See also Working Paper (2015)
69. A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions
    Scottish Journal of Political Economy, 2016, 63, (3), 243-257 View citations (17)
70. An Empirical Model of Behavioral Heterogeneity
    Review of Economic Analysis, 2016, 8, (2), 125-134
71. An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
    Energy Economics, 2016, 56, (C), 384-388 View citations (12)
72. Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs
    Journal of International Financial Markets, Institutions and Money, 2016, 42, (C), 1-26 View citations (7)
73. Bayesian analysis of multivariate stable distributions using one-dimensional projections
    Journal of Multivariate Analysis, 2016, 143, (C), 185-193
74. Business cycle determinants and fiscal policy: A Panel ARDL approach for EMU
    The Journal of Economic Asymmetries, 2016, 13, (C), 57-68 View citations (5)
75. Determinants of non-performing loans: Evidence from Euro-area countries
    Finance Research Letters, 2016, 18, (C), 116-119 View citations (38)
76. Directional distance functions: Optimal endogenous directions
    Journal of Econometrics, 2016, 190, (2), 301-314 View citations (19)
77. Mobility of knowledge and local innovation activity
    European Economic Review, 2016, 85, (C), 39-61 View citations (9)
    See also Working Paper (2014)
78. Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500
    Journal of Financial Stability, 2016, 24, (C), 61-70
79. Notes on technical efficiency estimation with multiple inputs and outputs
    European Journal of Operational Research, 2016, 249, (2), 784-788 View citations (1)
80. On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency
    Econometric Reviews, 2016, 35, (5), 871-893
81. On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
    Economics Letters, 2016, 147, (C), 19-22
82. Parameters measuring bank risk and their estimation
    European Journal of Operational Research, 2016, 250, (1), 291-304 View citations (4)
83. The good, the bad and the technology: Endogeneity in environmental production models
    Journal of Econometrics, 2016, 190, (2), 315-327 View citations (6)
84. Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach
    European Journal of Operational Research, 2016, 249, (3), 1113-1123 View citations (7)

2015

85. Bayesian Approach to Disentangling Technical and Environmental Productivity
    Econometrics, 2015, 3, (2), 1-23 View citations (5)
    See also Working Paper (2015)
86. Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
    Journal of Banking & Finance, 2015, 61, (S1), S84-S98 View citations (10)
87. Dynamic technical and allocative efficiencies in European banking
    Journal of Banking & Finance, 2015, 52, (C), 130-139 View citations (15)
88. Economic Fluctuations and Fiscal Policy in Europe: A Political Business Cycles Approach Using Panel Data and Clustering (1996–2013)
    Open Economies Review, 2015, 26, (5), 971-998
89. Endogeneity in stochastic frontier models: Copula approach without external instruments
    Economics Letters, 2015, 133, (C), 85-88 View citations (15)
90. Estimation of Input Distance Functions: A System Approach
    American Journal of Agricultural Economics, 2015, 97, (5), 1478-1493 View citations (7)
    See also Working Paper (2015)
91. Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking
    European Journal of Operational Research, 2015, 241, (1), 148-160 View citations (6)
92. How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
    Journal of Banking & Finance, 2015, 61, (C), 106-116 View citations (3)
93. Incorporating destination quality into the measurement of tourism performance: A Bayesian approach
    Tourism Management, 2015, 49, (C), 58-71 View citations (16)
94. System estimation of GVAR with two dominants and network theory: Evidence for BRICs
    Economic Modelling, 2015, 51, (C), 604-616 View citations (5)

2014

95. Corporate social responsibility disclosure: The case of international shipping
    Transportation Research Part E: Logistics and Transportation Review, 2014, 71, (C), 18-44 View citations (12)
96. FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model
    Journal of Applied Econometrics, 2014, 29, (1), 110-132 View citations (50)
97. Half a century of empirical evidence of business cycles in OECD countries
    Journal of Policy Modeling, 2014, 36, (2), 389-409 View citations (1)
98. Is the Greek crisis in the EMU contagious?
    Applied Economics Letters, 2014, 21, (1), 13-18
99. On the Estimation of Marginal Cost
    Operations Research, 2014, 62, (3), 543-556 View citations (8)
    See also Working Paper (2012)
100. On the use of marginal posteriors in marginal likelihood estimation via importance sampling
     Computational Statistics & Data Analysis, 2014, 77, (C), 54-69 View citations (9)
101. Quantitative Price Tests in Antitrust Market Definition with an Application to the Savory Snacks Markets
     Journal of Agricultural & Food Industrial Organization, 2014, 12, (1), 33 View citations (3)
102. Short-run and long-run performance of international tourism: Evidence from Bayesian dynamic models
     Tourism Management, 2014, 42, (C), 22-36 View citations (12)
103. The risk of financial intermediaries
     Journal of Banking & Finance, 2014, 44, (C), 1-12 View citations (17)
     See also Working Paper (2014)
104. Understanding relative efficiency among airports: A general dynamic model for distinguishing technical and allocative efficiency
     Transportation Research Part B: Methodological, 2014, 70, (C), 18-34 View citations (5)

2013

105. A zero inefficiency stochastic frontier model
     Journal of Econometrics, 2013, 172, (1), 66-76 View citations (23)
106. Bayesian inference in regression with Pearson disturbances
     Economics Letters, 2013, 118, (1), 177-181
107. GMM estimation of stochastic frontier model with endogenous regressors
     Economics Letters, 2013, 118, (1), 233-236 View citations (31)
108. Turkish bank efficiency: Bayesian estimation with undesirable outputs
     Journal of Banking & Finance, 2013, 37, (2), 506-517 View citations (41)

2012

109. Bayesian estimation approaches to first-price auctions
     Journal of Econometrics, 2012, 168, (1), 47-59 View citations (3)
110. Concentrated ownership and corporate performance revisited: The case of shipping
     Transportation Research Part E: Logistics and Transportation Review, 2012, 48, (4), 843-852 View citations (11)
111. Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
     Statistics & Probability Letters, 2012, 82, (11), 1986-1989
112. Maximum likelihood estimation of stochastic frontier models by the Fourier transform
     Journal of Econometrics, 2012, 170, (1), 234-248 View citations (8)
113. Measurement of excess bidding in auctions
     Economics Letters, 2012, 116, (3), 377-380
114. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
     Journal of Financial Stability, 2012, 8, (2), 57-68 View citations (21)
     See also Working Paper (2009)

2011

115. Advances in Applied Econometrics
     Journal of Probability and Statistics, 2011, 2011, 1-2
116. Rail infrastructure charging in Hellenic railways
     Journal of Policy Modeling, 2011, 33, (3), 370-380 View citations (2)
117. Some Recent Developments in Efficiency Measurement in Stochastic Frontier Models
     Journal of Probability and Statistics, 2011, 2011, 1-25
118. Stochastic error specification in primal and dual production systems
     Journal of Applied Econometrics, 2011, 26, (2), 270-297 View citations (18)
119. Stylized facts of money and credit over the business cycles
     Applied Financial Economics, 2011, 21, (23), 1735-1755 View citations (5)
120. The business cycle in Eurozone economies (1960 to 2009)
     Applied Financial Economics, 2011, 21, (20), 1495-1513 View citations (8)

2010

121. A Bayesian approach to statistical inference in stochastic DEA
     Omega, 2010, 38, (5), 309-314 View citations (20)
122. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
     Economic Modelling, 2010, 27, (3), 697-704 View citations (1)
123. Estimation of production risk and risk preference function: a nonparametric approach
     Annals of Operations Research, 2010, 176, (1), 369-378 View citations (6)
124. Globally flexible functional forms: The neural distance function
     European Journal of Operational Research, 2010, 206, (2), 456-469 View citations (6)
125. Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
     Econometric Reviews, 2010, 29, (1), 39-61 View citations (14)
126. Technical and allocative efficiency in European banking
     European Journal of Operational Research, 2010, 204, (1), 153-163 View citations (37)
     See also Working Paper (2006)
127. Testing for the generalized normal-Laplace distribution with applications
     Computational Statistics & Data Analysis, 2010, 54, (12), 3174-3180 View citations (2)

2009

128. ELECTORAL MOTIVES, PARTISAN MOTIVES AND DYNAMIC OPTIMALITY WITH MANY TAXES: AN INTERNATIONAL INVESTIGATION
     Scottish Journal of Political Economy, 2009, 56, (1), 94-113
129. Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
     Economic Modelling, 2009, 26, (5), 904-909 View citations (7)
130. Joint estimation of technology choice and technical efficiency: an application to organic and conventional dairy farming
     Journal of Productivity Analysis, 2009, 31, (3), 151-161 View citations (48)
131. Stylized Facts of Prices and Interest Rates over the Business Cycle
     Economics Bulletin, 2009, 29, (4), 2613-2627 View citations (4)
132. The joint estimation of bank-level market power and efficiency
     Journal of Banking & Finance, 2009, 33, (10), 1842-1850 View citations (53)
     See also Working Paper (2009)
133. Where in the U-shaped Curve Is Europe Found? An Empirical Analysis of Centre-Periphery in the E.U
     The Journal of Economic Asymmetries, 2009, 6, (1), 75-88

2008

134. Commentary
     Journal of Productivity Analysis, 2008, 30, (1), 71-75
135. Cost Structure, Efficiency and Productivity in Hellenic Railways
     The Journal of Economic Asymmetries, 2008, 5, (1), 39-52
136. Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample
     Public Choice, 2008, 137, (1), 245-278 View citations (34)
     See also Working Paper (2007)
137. EU Growth, Convergence and the Knowledge Economy: An Empirical Investigation
     The Journal of Economic Asymmetries, 2008, 5, (2), 105-124
138. Estimation of input‐oriented technical efficiency using a nonhomogeneous stochastic production frontier model
     Agricultural Economics, 2008, 38, (1), 99-108 View citations (5)
139. New evidence on stylized facts of the business cycle: An International Investigation (1960-2004)
     Economics Bulletin, 2008, 28, (16), A0
140. PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
     Metroeconomica, 2008, 59, (2), 203-211
141. Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
     Empirical Economics, 2008, 34, (3), 585-602 View citations (18)

2007

142. Are Regional Incomes in the USA Converging? A Non-linear Perspective
     Regional Studies, 2007, 41, (4), 525-530 View citations (8)
143. Do we estimate an input or an output distance function? An application of the mixture approach to European railways
     Journal of Productivity Analysis, 2007, 27, (2), 87-100 View citations (17)
144. Efficiency Measurement with the Weibull Stochastic Frontier*
     Oxford Bulletin of Economics and Statistics, 2007, 69, (5), 693-706 View citations (14)
145. Nonparametric stochastic frontiers: A local maximum likelihood approach
     Journal of Econometrics, 2007, 137, (1), 1-27 View citations (97)

2006

146. Estimation of stochastic frontier production functions with input-oriented technical efficiency
     Journal of Econometrics, 2006, 133, (1), 71-96 View citations (14)
147. Firm exit and technical inefficiency
     Empirical Economics, 2006, 31, (2), 535-548 View citations (12)
148. Inference in dynamic stochastic frontier models
     Journal of Applied Econometrics, 2006, 21, (5), 669-676 View citations (65)

2005

149. Likelihood Evidence on the Asset Returns Puzzle
     Review of Economic Studies, 2005, 72, (3), 917-946 View citations (3)
150. Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
     Journal of Econometrics, 2005, 126, (2), 355-384 View citations (56)
151. Productivity growth and inflation in Europe: Evidence from panel cointegration tests
     Empirical Economics, 2005, 30, (1), 137-150 View citations (6)
152. The Abrams curve of government size and unemployment: evidence from panel data
     Applied Economics, 2005, 37, (10), 1193-1199 View citations (9)
153. The Joint Measurement of Technical and Allocative Inefficiencies: An Application of Bayesian Inference in Nonlinear Random-Effects Models
     Journal of the American Statistical Association, 2005, 100, 736-747 View citations (17)

2004

154. A Consistent Approach to Cost Efficiency Measurement
     Oxford Bulletin of Economics and Statistics, 2004, 66, (1), 49-69 View citations (2)
     See also Working Paper (2001)
155. A Distance Function Approach for Estimating Technical and Allocative Inefficiency
     Indian Economic Review, 2004, 39, (1), 19-30 View citations (2)
156. Convergence and regional productivity differences: Evidence from Greek prefectures
     The Annals of Regional Science, 2004, 38, (3), 387-396 View citations (20)
157. Dynamic Distributions of Productivity Growth in European Railways
     Journal of Transport Economics and Policy, 2004, 38, (1), 45-75 View citations (4)
158. Financial development and economic growth: evidence from panel unit root and cointegration tests
     Journal of Development Economics, 2004, 73, (1), 55-74 View citations (286)
159. Inflation, Shadow Prices and the EMU: Evidence From Greece
     Bulletin of Economic Research, 2004, 56, (3), 251-269
160. International Evidence on Import Demand
     Empirica, 2004, 31, (1), 43-53 View citations (3)
161. Markov switching stochastic frontier model
     Econometrics Journal, 2004, 7, (2), 398-425 View citations (17)
162. Value Relevance Of Institutional Investors
     European Research Studies Journal, 2004, VII, (3-4), 83-102

2003

163. A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests
     International Economic Journal, 2003, 17, (3), 39-54 View citations (17)
164. Cointegration modeling of interrelated factor demands: With an application to labor-import substitution in the European Union
     Journal of Macroeconomics, 2003, 25, (4), 509-526 View citations (1)
165. Combining DEA and stochastic frontier models: An empirical Bayes approach
     European Journal of Operational Research, 2003, 147, (3), 499-510 View citations (17)
166. Exact solution of asset pricing models with arbitrary shock distributions
     Journal of Economic Dynamics and Control, 2003, 27, (5), 843-851 View citations (8)
167. Inflation and Productivity in Europe: An Empirical Investigation
     Empirica, 2003, 30, (1), 39-62 View citations (2)
168. Inflation and Productivity: Empirical Evidence from Europe
     Review of International Economics, 2003, 11, (1), 114-129 View citations (4)
169. Maastricht convergence and real convergence: European evidence from threshold and smooth transition regression models
     Journal of Policy Modeling, 2003, 25, (1), 43-52 View citations (7)
170. Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests
     Public Choice, 2003, 115, (3-4), 439-53 View citations (6)
171. The performance of the Greek banking system in view of the EMU: results from a non-parametric approach
     Economic Modelling, 2003, 20, (3), 571-592 View citations (24)

2002

172. Allocative inefficiency and the capital-energy controversy
     Energy Economics, 2002, 24, (4), 305-318 View citations (28)
173. Another Look at Regional Convergence in Greece
     Regional Studies, 2002, 36, (6), 603-609 View citations (14)
174. Bayesian inference in time series models using kernel quasi likelihoods
     Statistica Neerlandica, 2002, 56, (3), 285-294
175. Efficiency of the Greek banking system in view of the EMU: a heteroscedastic stochastic frontier approach
     Journal of Policy Modeling, 2002, 24, (9), 813-829 View citations (24)
176. Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests
     Economics Bulletin, 2002, 3, (12), 1-5 View citations (2)
177. Productivity growth in European railways: a new approach
     Transportation Research Part A: Policy and Practice, 2002, 36, (7), 633-644 View citations (12)
178. Stochastic frontier models with random coefficients
     Journal of Applied Econometrics, 2002, 17, (2), 127-147 View citations (131)
     See also Working Paper (2001)
179. Unemployment and government size: Is there any credible causality?
     Applied Economics Letters, 2002, 9, (12), 797-800 View citations (6)

2001

180. A note on joint estimation of scale economies and productivity growth parameters
     International Journal of Production Economics, 2001, 70, (1), 37-43 View citations (1)
181. An introduction to efficiency measurement using Bayesian stochastic frontier models
     Global Business and Economics Review, 2001, 3, (2), 287-311 View citations (2)
182. Efficiency in European railways: Not as inefficient as one might think
     Journal of Applied Economics, 2001, 4, 63-88 View citations (10)
183. Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
     Economics Bulletin, 2001, 3, (14), 1-7 View citations (1)
184. Environmental Kuznets curves: Bayesian evidence from switching regime models
     Energy Economics, 2001, 23, (2), 191-210 View citations (45)
185. Euro-land: any good for the European South?
     Journal of Policy Modeling, 2001, 23, (1), 67-81 View citations (2)
186. European common stochastic long-run trends
     Journal of Economics, 2001, 74, (2), 119-130
187. P-STAR analysis in a converging economy: the case of Greece
     Economic Modelling, 2001, 18, (1), 49-60 View citations (3)
188. Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data
     Regional Studies, 2001, 35, (8), 689-696 View citations (6)

2000

189. Bayesian model comparison by Markov chain simulation: Illustration using stock market data
     Research in Economics, 2000, 54, (4), 403-416 View citations (2)
190. Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models
     Journal of Productivity Analysis, 2000, 13, (3), 183-205 View citations (16)
191. Likelihood Analysis of Random Effect Stochastic Frontier Models with Panel Data
     European Research Studies Journal, 2000, III, (3-4), 35-42
192. Posterior Analysis of Environmental Damage Evaluation in Europe
     International Review of Applied Economics, 2000, 14, (3), 371-390 View citations (3)
193. Productivity Convergence in Europe
     Eastern Economic Journal, 2000, 26, (3), 297-320 View citations (7)
194. Real convergence in Europe. How robust are econometric inferences?
     Applied Economics, 2000, 32, (11), 1475-1482 View citations (10)
195. Regional Growth and Convergence: Evidence from the United States
     Regional Studies, 2000, 34, (3), 231-238 View citations (39)

1999

196. Distribution‐free posterior analysis of econometric models
     Applied Stochastic Models in Business and Industry, 1999, 15, (3), 147-168

1998

197. Monte Carlo inference in econometric models with symmetric stable disturbances
     Journal of Econometrics, 1998, 88, (2), 365-401 View citations (10)

1990

198. Modelling Intra-urban Location Preferences under Rational Expectations
     Urban Studies, 1990, 27, (5), 739-751

Books

2014

1. The Euro and International Financial Stability
   Financial and Monetary Policy Studies, Springer