Details about Mike Tsionas

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Access statistics for papers by Mike Tsionas.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pts139

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Working Papers

2024

1. Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers
   Post-Print, HAL View citations (2)
   Also in Working Papers, IESEG School of Management (2023)
   See also Journal Article Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers, Socio-Economic Planning Sciences, Elsevier (2024) View citations (2) (2024)

2023

2. Bayesian Artificial Neural Networks for Frontier Efficiency Analysis
   CEPA Working Papers Series, University of Queensland, School of Economics View citations (7)
   See also Journal Article Bayesian Artificial Neural Networks for frontier efficiency analysis, Journal of Econometrics, Elsevier (2023) View citations (7) (2023)
3. Why do households repay their debt in UK during the COVID-19 crisis?
   MPRA Paper, University Library of Munich, Germany

2022

4. Testing for Optimization Behavior in Production when Data is with Measurement Errors: A Bayesian Approach
   CEPA Working Papers Series, University of Queensland, School of Economics
5. The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
   Working Papers, Federal Reserve Bank of Dallas
   Also in Working Papers, University of Liverpool, Department of Economics (2021)
   See also Journal Article The contribution of jump signs and activity to forecasting stock price volatility, Journal of Empirical Finance, Elsevier (2023) View citations (2) (2023)

2021

6. A Novel Hydro - Economic - Econometric Approach for Integrated Transboundary Water Management under Uncertainty
   DEOS Working Papers, Athens University of Economics and Business View citations (1)
   See also Journal Article A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty, Environmental & Resource Economics, Springer (2023) View citations (2) (2023)
7. Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis
   CEPA Working Papers Series, University of Queensland, School of Economics View citations (1)
8. Decomposing total factor productivity while treating for misspecification
   Management Working Papers, Birkbeck Department of Management
9. Goodness-of-fit in Optimizing Models of Production: A Generalization with a Bayesian Perspective
   CEPA Working Papers Series, University of Queensland, School of Economics

2020

10. A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth
    Working Papers, Federal Reserve Bank of Dallas View citations (1)
11. LASSO DEA for small and big data
    CEPA Working Papers Series, University of Queensland, School of Economics
    Also in CEPA Working Papers Series, University of Queensland, School of Economics (2020)
12. Management as the sine qua non for M&A success
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
13. Ordinal-response models for irregularly spaced transactions: A forecasting exercise
    MPRA Paper, University Library of Munich, Germany

2019

14. A Decision-Analytic Framework to explore the water-energy-food nexus in complex and transboundary water resources systems, with Climate Change Uncertainty
    DEOS Working Papers, Athens University of Economics and Business View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2019) View citations (1)
15. 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 A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2019) (2019)
16. Bayesian estimation of large dimensional time varying VARs using copulas
    Papers, arXiv.org
17. Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior, European Journal of Operational Research, Elsevier (2020) View citations (6) (2020)
18. Estimating Stochastic Ray Production Frontiers
    IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics
19. Heterogeneous Decision-Making and Market Power
    Working Papers, Rice University, Department of Economics
20. 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

21. A Bayesian dynamic model to test persistence in funds' performance
    Working Paper series, Rimini Centre for Economic Analysis
22. 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 (17)
    See also Journal Article 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, Elsevier (2018) View citations (17) (2018)
23. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
24. Debt dynamics in Europe: a network general equilibrium GVAR approach
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (5)
    See also Journal Article Debt dynamics in Europe: A Network General Equilibrium GVAR approach, Journal of Economic Dynamics and Control, Elsevier (2018) View citations (6) (2018)
25. Decomposing global bank productivity growth: the role of non-performing loans, equity and technology
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
26. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
    Post-Print, HAL
    See also Journal Article On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH, Annals of Operations Research, Springer (2020) View citations (2) (2020)
27. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Post-Print, HAL View citations (3)
    See also Journal Article Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation, Economic Modelling, Elsevier (2018) View citations (3) (2018)

2017

28. Bayesian analysis of chaos: The joint return-volatility dynamical system
    MPRA Paper, University Library of Munich, Germany View citations (2)
29. 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 Bayesian inference in threshold stochastic frontier models, Empirical Economics, Springer (2019) View citations (1) (2019)
30. 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 Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system, Physica A: Statistical Mechanics and its Applications, Elsevier (2017) View citations (1) (2017)

2016

31. Alternative Bayesian compression in Vector Autoregressions and related models
    Working Papers, Bank of Greece View citations (1)
32. Alternatives to large VAR, VARMA and multivariate stochastic volatility models
    Working Papers, Bank of Greece
33. Financial Bubble Detection: A Non-Linear Method with Application to S&P 500
    MPRA Paper, University Library of Munich, Germany View citations (1)
34. 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 Market and political power interactions in Greece: an empirical investigation, IZA Journal of Labor Policy, Springer (2018) View citations (10) (2018)
35. Non-performing loans in the euro area: are core-periphery banking markets fragmented?
    Working Papers, Bank of Greece View citations (18)
    See also Journal Article Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2019) View citations (25) (2019)
36. Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model
    Working Papers, University of Pretoria, Department of Economics

2015

37. 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 (14)
    See also Journal Article 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, John Wiley & Sons, Ltd. (2016) View citations (30) (2016)
38. Banks’ Risk Endogenous to Strategic Management Choices
    MPRA Paper, University Library of Munich, Germany View citations (18)
39. Bayesian Approach to Disentangling Technical and Environmental Productivity
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article Bayesian Approach to Disentangling Technical and Environmental Productivity, Econometrics, MDPI (2015) View citations (6) (2015)
40. Bayesian Estimation of Agent-Based Models
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies View citations (8)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2015) View citations (6)
    See also Journal Article Bayesian estimation of agent-based models, Journal of Economic Dynamics and Control, Elsevier (2017) View citations (87) (2017)
41. Estimation of Input Distance Functions: A System Approach
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article Estimation of Input Distance Functions: A System Approach, American Journal of Agricultural Economics, Agricultural and Applied Economics Association (2015) View citations (14) (2015)
42. The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)
    MPRA Paper, University Library of Munich, Germany View citations (1)

2014

43. A Poisson Stochastic Frontier Model with Finite Mixture Structure
    MPRA Paper, University Library of Munich, Germany View citations (2)
44. Mobility of Knowledge and Local Innovation Activity
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Mobility of knowledge and local innovation activity, European Economic Review, Elsevier (2016) View citations (15) (2016)
45. On modeling banking risk
    Working Papers, Bank of Greece View citations (1)

2012

46. 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 (30)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) View citations (28)
47. On the estimation of marginal cost
    MPRA Paper, University Library of Munich, Germany View citations (18)
    See also Journal Article On the Estimation of Marginal Cost, Operations Research, INFORMS (2014) View citations (22) (2014)
48. 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

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

2009

52. 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 Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus, Journal of Financial Stability, Elsevier (2012) View citations (34) (2012)
53. The joint estimation of bank-level market power and efficiency
    MPRA Paper, University Library of Munich, Germany View citations (90)
    See also Journal Article The joint estimation of bank-level market power and efficiency, Journal of Banking & Finance, Elsevier (2009) View citations (87) (2009)

2008

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

2007

55. 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 (14)
    See also Journal Article Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample, Public Choice, Springer (2008) View citations (54) (2008)

2006

56. Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach
    MPRA Paper, University Library of Munich, Germany View citations (8)
57. 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 (5)
    See also Chapter Foreign Presence, Technical Efficiency and Firm Survival in Greece: A Simultaneous Equation Model with Latent Variables Approach, International Studies in Entrepreneurship, Springer (2006) View citations (6) (2006)
58. Technical and Allocative Efficiency in European Banking
    Working Papers, Bank of Greece View citations (7)
    See also Journal Article Technical and allocative efficiency in European banking, European Journal of Operational Research, Elsevier (2010) View citations (45) (2010)

2005

59. Efficiency in Damage Control Inputs: A Stochastic Production Frontier Approach
    2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists View citations (1)

2003

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

2001

62. 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 A Consistent Approach to Cost Efficiency Measurement, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2004) View citations (2) (2004)
63. 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 Stochastic frontier models with random coefficients, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (168) (2002)

2000

64. 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

Undated

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

Journal Articles

2025

1. Women, immigrants, and microcredit in Europe: a Bayesian approach
   Annals of Operations Research, 2025, 344, (1), 103-134

2024

2. A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions
   Applied Economics, 2024, 56, (25), 2990-3010
3. A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax
   Oxford Bulletin of Economics and Statistics, 2024, 86, (3), 641-671
4. Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
   Communications in Statistics - Theory and Methods, 2024, 53, (16), 5761-5772
5. Correcting for productivity growth misspecification: A local likelihood estimation in global banking
   International Journal of Finance & Economics, 2024, 29, (2), 2300-2316
6. Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers
   Socio-Economic Planning Sciences, 2024, 91, (C) View citations (2)
   See also Working Paper Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers, Post-Print (2024) View citations (2) (2024)
7. Endogenous Bad Outputs and Technical Inefficiency in U.S. Electric Utilities
   The Energy Journal, 2024, 45, (1), 149-171
8. Identifying Export Opportunities: Empirical Evidence from the Southern Euro Area Countries
   Open Economies Review, 2024, 35, (1), 41-70 View citations (1)
9. Incorporating causal modeling into data envelopment analysis for performance evaluation
   Annals of Operations Research, 2024, 342, (3), 1865-1904
10. The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis
    European Journal of Operational Research, 2024, 312, (3), 1178-1194 View citations (2)

2023

11. A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty
    Environmental & Resource Economics, 2023, 84, (4), 975-1030 View citations (2)
    See also Working Paper A Novel Hydro - Economic - Econometric Approach for Integrated Transboundary Water Management under Uncertainty, DEOS Working Papers (2021) View citations (1) (2021)
12. Bayesian Artificial Neural Networks for frontier efficiency analysis
    Journal of Econometrics, 2023, 236, (2) View citations (7)
    See also Working Paper Bayesian Artificial Neural Networks for Frontier Efficiency Analysis, CEPA Working Papers Series (2023) View citations (7) (2023)
13. Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: Application to the Chinese banking industry
    European Journal of Operational Research, 2023, 307, (3), 1360-1373 View citations (9)
14. Effects of the vaccination and public support on covid-19 cases and number of deaths in Sweden
    Operational Research, 2023, 23, (3), 1-28
15. The contribution of jump signs and activity to forecasting stock price volatility
    Journal of Empirical Finance, 2023, 70, (C), 144-164 View citations (2)
    See also Working Paper The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility, Working Papers (2022) (2022)

2022

16. Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach
    Empirical Economics, 2022, 62, (3), 1345-1363 View citations (2)
17. Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
    Empirical Economics, 2022, 62, (2), 635-635 View citations (3)
18. Cultural interconnectedness in supply chain networks and change in performance: An internal efficiency perspective
    International Journal of Production Economics, 2022, 243, (C) View citations (3)
19. Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries
    International Journal of Production Economics, 2022, 249, (C) View citations (8)
20. Endogenous efficiency of the dynamic profit maximization in the intertemporal production models of venture behavior
    International Journal of Production Economics, 2022, 246, (C) View citations (2)
21. Estimation of large dimensional time varying VARs using copulas
    European Economic Review, 2022, 141, (C)
22. Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
    Empirical Economics, 2022, 62, (2), 605-634 View citations (3)
23. Macroeconomic Uncertainty and Risk: Collective Optimism of Small-Business Owners
    Entrepreneurship Theory and Practice, 2022, 46, (5), 1402-1422
24. Management practices and M&A success
    Journal of Banking & Finance, 2022, 134, (C) View citations (2)
25. No entrepreneur steps in the same river twice: Limited learning advantage for serial entrepreneurs
    Journal of Business Research, 2022, 142, (C), 1038-1052 View citations (1)
26. Productivity with Endogenous FDI Spillovers: A Novel Estimation Approach
    International Journal of Production Economics, 2022, 251, (C) View citations (3)
27. Random and Markov switching exponential smoothing models
    Technological Forecasting and Social Change, 2022, 174, (C) View citations (1)

2021

28. A Bayesian non-parametric stochastic frontier model
    Annals of Tourism Research, 2021, 87, (C) View citations (1)
29. A Bayesian panel stochastic volatility measure of financial stability
    International Journal of Finance & Economics, 2021, 26, (4), 5363-5384
30. Bank deposits and Google searches in a crisis economy: Bayesian non‐linear evidence for Greece (2009–2015)
    International Journal of Finance & Economics, 2021, 26, (4), 5408-5424 View citations (1)
31. Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility
    Physica A: Statistical Mechanics and its Applications, 2021, 567, (C)
32. Bayesian forecasting with the structural damped trend model
    International Journal of Production Economics, 2021, 234, (C)
33. COVID-19 and gradual adjustment in the tourism, hospitality, and related industries
    Tourism Economics, 2021, 27, (8), 1828-1832
34. Comparison of stochastic frontier models using the Hyvärinen factor
    Economics Letters, 2021, 202, (C)
35. Compression in stochastic frontier models
    Annals of Tourism Research, 2021, 88, (C)
36. Constraints in models of production and cost via slack-based measures
    Empirical Economics, 2021, 61, (6), 3347-3374
37. Dissections of input and output efficiency: A generalized stochastic frontier model
    International Journal of Production Economics, 2021, 232, (C) View citations (4)
38. Does alternative finance moderate bank fragility? Evidence from the euro area
    Journal of International Financial Markets, Institutions and Money, 2021, 72, (C) View citations (2)
39. Efficiency convergence in Islamic and conventional banks
    Journal of International Financial Markets, Institutions and Money, 2021, 70, (C) View citations (10)
40. Estimation of costs of technical and allocative inefficiency
    Journal of Productivity Analysis, 2021, 55, (1), 41-46 View citations (1)
41. Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors
    Empirical Economics, 2021, 60, (6), 3043-3068 View citations (2)
42. Generalized estimation of productivity with multiple bad outputs: The importance of materials balance constraints
    European Journal of Operational Research, 2021, 292, (3), 1165-1186 View citations (3)
43. Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements
    Economic Modelling, 2021, 95, (C), 215-227 View citations (2)
44. LASSO+DEA for small and big wide data
    Omega, 2021, 102, (C) View citations (3)
45. Making inference of British household's happiness efficiency: A Bayesian latent model
    European Journal of Operational Research, 2021, 294, (1), 312-326 View citations (1)
46. Multi-criteria optimization in regression
    Annals of Operations Research, 2021, 306, (1), 7-25 View citations (2)
47. Optimal combinations of stochastic frontier and data envelopment analysis models
    European Journal of Operational Research, 2021, 294, (2), 790-800 View citations (12)
48. Stochastic frontier models with time-varying conditional variances
    European Journal of Operational Research, 2021, 292, (3), 1115-1132 View citations (1)
49. Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model
    Annals of Operations Research, 2021, 299, (1), 1203-1233 View citations (1)
50. Trading off accuracy for speed: Hedge funds' decision-making under uncertainty
    International Review of Financial Analysis, 2021, 75, (C) View citations (2)
51. Yield spread determinants of sukuk and conventional bonds
    Economic Modelling, 2021, 105, (C) View citations (2)

2020

52. A Bayesian Signals Approach for the Detection of Crises
    Journal of Quantitative Economics, 2020, 18, (3), 551-585
53. A Bayesian approach to continuous type principal-agent problems
    European Journal of Operational Research, 2020, 280, (3), 1188-1192 View citations (1)
54. A Minimax Regret Approach to Decision Making Under Uncertainty
    Journal of Agricultural Economics, 2020, 71, (3), 698-718 View citations (2)
55. A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation
    Computational Economics, 2020, 56, (1), 115-130 View citations (1)
56. A coherent approach to Bayesian Data Envelopment Analysis
    European Journal of Operational Research, 2020, 281, (2), 439-448 View citations (4)
57. A note on Sigma–Mu efficiency analysis as a methodology for evaluating units through composite indicators
    European Journal of Operational Research, 2020, 286, (3), 1187-1196
58. A note on the Gao et al. (2019) uniform mixture model in the case of regression
    Annals of Operations Research, 2020, 289, (2), 495-501
59. A novel forecasting model for the Baltic dry index utilizing optimal squeezing
    Journal of Forecasting, 2020, 39, (1), 56-68 View citations (10)
60. A solution to log of dependent variables with negative observations
    Journal of Productivity Analysis, 2020, 54, (2), 107-119
61. A spatial stochastic frontier model with endogenous frontier and environmental variables
    European Journal of Operational Research, 2020, 286, (1), 389-399 View citations (24)
62. Bayesian input–output table update using a benchmark LASSO prior
    Economic Systems Research, 2020, 32, (3), 413-427
63. Bounded rationality and thick frontiers in stochastic frontier analysis
    European Journal of Operational Research, 2020, 284, (2), 762-768 View citations (2)
64. Directional technology distance functions through duality
    Economics Letters, 2020, 190, (C)
65. Does risk aversion affect bank output loss? The case of the Eurozone
    European Journal of Operational Research, 2020, 282, (3), 1127-1145 View citations (3)
66. Dynamic network DEA and SFA models for accounting and financial indicators with an analysis of super-efficiency in stochastic frontiers: An efficiency comparison in OECD banking
    International Review of Economics & Finance, 2020, 69, (C), 456-468 View citations (11)
67. Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior
    European Journal of Operational Research, 2020, 284, (1), 313-324 View citations (6)
    See also Working Paper Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior, MPRA Paper (2019) (2019)
68. Foreign direct investment in OECD countries: a special focus in the case of Greece
    Applied Economics, 2020, 50, (52), 5579-5591
    Also in Applied Economics, 2018, 50, (52), 5579-5591 (2018) View citations (3)
69. Management estimation in banking
    European Journal of Operational Research, 2020, 284, (1), 355-372 View citations (9)
70. Multidirectional conditional convergence in European banking
    Journal of Economic Behavior & Organization, 2020, 173, (C), 88-106 View citations (9)
71. On a High-Dimensional Model Representation method based on Copulas
    European Journal of Operational Research, 2020, 284, (3), 967-979 View citations (6)
72. On a model of environmental performance and technology gaps
    European Journal of Operational Research, 2020, 285, (3), 1141-1152
73. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
    Annals of Operations Research, 2020, 284, (1), 469-482 View citations (2)
    See also Working Paper On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH, Post-Print (2018) (2018)
74. On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: Some new formulations and generalizations
    European Journal of Operational Research, 2020, 287, (2), 762-775 View citations (7)
75. Production under input endogeneity and farm-specific risk aversion: evidence from contract farming and Bayesian method
    (Land tenure differences and investment in land improvement measures: theoretical and empirical analyses)
    European Review of Agricultural Economics, 2020, 47, (2), 591-618 View citations (3)
76. Quantile Stochastic Frontiers
    European Journal of Operational Research, 2020, 282, (3), 1177-1184 View citations (9)
77. Quantile stochastic frontier models with endogeneity
    Economics Letters, 2020, 188, (C) View citations (14)
78. Remarks on Bank Competition and Convergence Dynamics
    JRFM, 2020, 13, (5), 1-5 View citations (1)
79. Revealing forecaster's preferences: A Bayesian multivariate loss function approach
    Journal of Forecasting, 2020, 39, (3), 412-437
80. Stochastic dominance tests
    Journal of Economic Dynamics and Control, 2020, 112, (C) View citations (1)
81. The dynamics of fleet size and shipping profitability: the role of steel-scrap prices
    Maritime Policy & Management, 2020, 47, (8), 985-1009
82. Understanding the COVID-19 tourist psyche: The Evolutionary Tourism Paradigm
    Annals of Tourism Research, 2020, 85, (C) View citations (48)
83. Unknown latent structure and inefficiency in panel stochastic frontier models
    Journal of Productivity Analysis, 2020, 54, (1), 75-86 View citations (5)
84. Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks
    Empirical Economics, 2020, 58, (6), 2733-2760 View citations (2)

2019

85. A Bayesian semiparametric approach to stochastic frontiers and productivity
    European Journal of Operational Research, 2019, 274, (1), 391-402 View citations (22)
86. 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 A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA, LSE Research Online Documents on Economics (2019) (2019)
87. 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 View citations (8)
88. A time-varying true individual effects model with endogenous regressors
    Journal of Econometrics, 2019, 211, (2), 539-559 View citations (26)
89. Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis
    Computational Economics, 2019, 54, (3), 1005-1025
90. Bayesian inference in threshold stochastic frontier models
    Empirical Economics, 2019, 56, (2), 399-422 View citations (1)
    See also Working Paper Bayesian inference in threshold stochastic frontier models, LSE Research Online Documents on Economics (2017) (2017)
91. Bayesian nonlinear panel cointegration: an empirical application to the EKC hypothesis
    Letters in Spatial and Resource Sciences, 2019, 12, (2), 113-120 View citations (2)
92. Does efficiency help banks survive and thrive during financial crises?
    Journal of Banking & Finance, 2019, 106, (C), 445-470 View citations (37)
93. 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 View citations (1)
94. 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 (7)
95. Exploring vessel-price dynamics: the case of the dry bulk market
    Maritime Policy & Management, 2019, 46, (3), 309-329 View citations (6)
96. Financial development and economic growth nexus: A more revisionist approach
    Economic Notes, 2019, 48, (2)
97. Forecasting occupancy rate with Bayesian compression methods
    Annals of Tourism Research, 2019, 75, (C), 439-449 View citations (6)
98. Forecasting realised volatility using ARFIMA and HAR models
    Quantitative Finance, 2019, 19, (10), 1627-1638 View citations (7)
99. Further results on estimating inefficiency effects in stochastic frontier models
    European Journal of Operational Research, 2019, 275, (3), 1157-1164 View citations (12)
100. Importance sampling from posterior distributions using copula-like approximations
     Journal of Econometrics, 2019, 210, (1), 45-57 View citations (1)
101. Measuring comparative advantages in the Euro Area
     Economic Modelling, 2019, 76, (C), 260-269 View citations (3)
102. 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
103. Modeling asymmetric price transmission in the European food market
     Economic Modelling, 2019, 76, (C), 216-230 View citations (12)
104. Multi-objective optimization using statistical models
     European Journal of Operational Research, 2019, 276, (1), 364-378 View citations (8)
105. Multivariate stochastic volatility with large and moderate shocks
     Journal of the Royal Statistical Society Series A, 2019, 182, (3), 887-917 View citations (1)
106. Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?
     International Journal of Finance & Economics, 2019, 24, (1), 97-112 View citations (25)
     See also Working Paper Non-performing loans in the euro area: are core-periphery banking markets fragmented?, Working Papers (2016) View citations (18) (2016)
107. On proper specification in tourism research
     Annals of Tourism Research, 2019, 77, (C), 148-153
108. 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 (5)
109. Ordinal-response GARCH models for transaction data: A forecasting exercise
     International Journal of Forecasting, 2019, 35, (4), 1273-1287 View citations (1)
110. Robust Bayesian Inference in Stochastic Frontier Models
     JRFM, 2019, 12, (4), 1-9 View citations (1)
111. The impact of market competition on CEO salary in the US energy sector1
     Energy Policy, 2019, 132, (C), 32-37 View citations (4)
112. Transition and limiting distributions when covariates are available
     Economics Letters, 2019, 183, (C), -

2018

113. 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)
114. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
     Computational Economics, 2018, 51, (3), 637-675 View citations (3)
115. A novel model of costly technical efficiency
     European Journal of Operational Research, 2018, 268, (2), 653-664 View citations (5)
116. 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 (17)
     See also Working Paper An Internally Consistent Approach to the Estimation of Market Power and Cost Efficiency with an Application to U.S. Banking, MPRA Paper (2018) View citations (17) (2018)
117. 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 (4)
118. Bayesian CV@R/super-quantile regression
     Journal of Applied Statistics, 2018, 45, (16), 2943-2957 View citations (1)
119. Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme
     Computational Statistics, 2018, 33, (4), 1687-1713
120. Bayesian local influence analysis: With an application to stochastic frontiers
     Economics Letters, 2018, 165, (C), 54-57 View citations (1)
121. Debt dynamics in Europe: A Network General Equilibrium GVAR approach
     Journal of Economic Dynamics and Control, 2018, 93, (C), 175-202 View citations (6)
     See also Working Paper Debt dynamics in Europe: a network general equilibrium GVAR approach, LSE Research Online Documents on Economics (2018) View citations (5) (2018)
122. Efficiency in banking of developing countries with the same cultural background
     Journal of Economic Studies, 2018, 45, (3), 638-659
123. Market and political power interactions in Greece: an empirical investigation
     IZA Journal of Labor Policy, 2018, 7, (1), 1-43 View citations (10)
     See also Working Paper Market and Political Power Interactions in Greece:An Empirical Investigation, Working Papers (2016) View citations (2) (2016)
124. Measuring management practices
     International Journal of Production Economics, 2018, 199, (C), 65-77 View citations (9)
125. Note on posterior inference for the Bingham distribution
     Communications in Statistics - Theory and Methods, 2018, 47, (12), 3022-3028
126. Production of output and ideas: efficiency and growth patterns in the United States
     Regional Studies, 2018, 52, (1), 105-118 View citations (4)
127. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
     Economic Modelling, 2018, 75, (C), 132-141 View citations (3)
     See also Working Paper Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation, Post-Print (2018) View citations (3) (2018)
128. Shadow directional distance functions with bads: GMM estimation of optimal directions and efficiencies
     Empirical Economics, 2018, 54, (1), 207-230 View citations (5)
129. 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 (9)
130. 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 (9)
131. The estimation and decomposition of tourism productivity
     Tourism Management, 2018, 65, (C), 131-142 View citations (22)
132. 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
133. The time has come: Toward Bayesian SEM estimation in tourism research
     Tourism Management, 2018, 64, (C), 98-109 View citations (5)

2017

134. A non-iterative (trivial) method for posterior inference in stochastic volatility models
     Statistics & Probability Letters, 2017, 126, (C), 83-87 View citations (1)
135. 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 (11)
136. Adjustment costs in the technical efficiency: An application to global banking
     European Journal of Operational Research, 2017, 256, (2), 640-649 View citations (20)
137. 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 (13)
138. Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity
     Econometrics, 2017, 5, (3), 1-21 View citations (7)
139. Bayesian estimation of agent-based models
     Journal of Economic Dynamics and Control, 2017, 77, (C), 26-47 View citations (87)
     See also Working Paper Bayesian Estimation of Agent-Based Models, LABORatorio R. Revelli Working Papers Series (2015) View citations (8) (2015)
140. 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 View citations (9)
141. Destination characteristics that drive hotel performance: A state-of-the-art global analysis
     Tourism Management, 2017, 60, (C), 270-279 View citations (9)
142. 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 (8)
143. Endogenous bank risk and efficiency
     European Journal of Operational Research, 2017, 260, (1), 376-387 View citations (27)
144. Foreign Direct Investment Determinants in OECD and Developing Countries
     Review of Development Economics, 2017, 21, (3), 527-542 View citations (19)
145. 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 (10)
146. Microfoundations for stochastic frontiers
     European Journal of Operational Research, 2017, 258, (3), 1165-1170 View citations (7)
147. Modeling technical and service efficiency
     Transportation Research Part B: Methodological, 2017, 96, (C), 113-125 View citations (2)
148. 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 Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system, LSE Research Online Documents on Economics (2017) View citations (1) (2017)
149. Series estimation of functional-coefficient partially linear regression model
     Communications in Statistics - Theory and Methods, 2017, 46, (15), 7593-7602
150. System stress testing of bank liquidity risk
     Journal of International Money and Finance, 2017, 73, (PA), 22-40 View citations (3)
151. The long-run causal relationship between exports and economic growth in the euro area
     Applied Economics Letters, 2017, 24, (8), 536-539 View citations (4)
152. The profit function system with output- and input-specific technical efficiency
     Economics Letters, 2017, 151, (C), 111-114 View citations (1)
153. “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 (13)

2016

154. 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 (30)
     See also Working Paper 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 (2015) View citations (14) (2015)
155. A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions
     Scottish Journal of Political Economy, 2016, 63, (3), 243-257 View citations (33)
156. An Empirical Model of Behavioral Heterogeneity
     Review of Economic Analysis, 2016, 8, (2), 125-134
157. An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
     Energy Economics, 2016, 56, (C), 384-388 View citations (21)
158. 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 (13)
159. Bayesian analysis of multivariate stable distributions using one-dimensional projections
     Journal of Multivariate Analysis, 2016, 143, (C), 185-193 View citations (2)
160. Business cycle determinants and fiscal policy: A Panel ARDL approach for EMU
     The Journal of Economic Asymmetries, 2016, 13, (C), 57-68 View citations (9)
161. Determinants of non-performing loans: Evidence from Euro-area countries
     Finance Research Letters, 2016, 18, (C), 116-119 View citations (88)
162. Directional distance functions: Optimal endogenous directions
     Journal of Econometrics, 2016, 190, (2), 301-314 View citations (35)
163. Mobility of knowledge and local innovation activity
     European Economic Review, 2016, 85, (C), 39-61 View citations (15)
     See also Working Paper Mobility of Knowledge and Local Innovation Activity, MPRA Paper (2014) View citations (2) (2014)
164. Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500
     Journal of Financial Stability, 2016, 24, (C), 61-70 View citations (2)
165. Notes on technical efficiency estimation with multiple inputs and outputs
     European Journal of Operational Research, 2016, 249, (2), 784-788 View citations (1)
166. On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency
     Econometric Reviews, 2016, 35, (5), 871-893 View citations (1)
167. On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
     Economics Letters, 2016, 147, (C), 19-22 View citations (2)
168. Parameters measuring bank risk and their estimation
     European Journal of Operational Research, 2016, 250, (1), 291-304 View citations (5)
169. The good, the bad and the technology: Endogeneity in environmental production models
     Journal of Econometrics, 2016, 190, (2), 315-327 View citations (22)
170. Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach
     European Journal of Operational Research, 2016, 249, (3), 1113-1123 View citations (10)

2015

171. Bayesian Approach to Disentangling Technical and Environmental Productivity
     Econometrics, 2015, 3, (2), 1-23 View citations (6)
     See also Working Paper Bayesian Approach to Disentangling Technical and Environmental Productivity, MPRA Paper (2015) View citations (5) (2015)
172. Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
     Journal of Banking & Finance, 2015, 61, (S1), S84-S98 View citations (16)
173. Dynamic technical and allocative efficiencies in European banking
     Journal of Banking & Finance, 2015, 52, (C), 130-139 View citations (20)
174. 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 View citations (2)
175. Endogeneity in stochastic frontier models: Copula approach without external instruments
     Economics Letters, 2015, 133, (C), 85-88 View citations (46)
176. Estimation of Input Distance Functions: A System Approach
     American Journal of Agricultural Economics, 2015, 97, (5), 1478-1493 View citations (14)
     See also Working Paper Estimation of Input Distance Functions: A System Approach, MPRA Paper (2015) View citations (13) (2015)
177. 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 (9)
178. 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 (4)
179. Incorporating destination quality into the measurement of tourism performance: A Bayesian approach
     Tourism Management, 2015, 49, (C), 58-71 View citations (22)
180. Likelihood-based Inference in S-distributions
     Communications in Statistics - Theory and Methods, 2015, 44, (1), 153-158
181. System estimation of GVAR with two dominants and network theory: Evidence for BRICs
     Economic Modelling, 2015, 51, (C), 604-616 View citations (9)

2014

182. Bayesian Analysis of Least Absolute Relative Error Regression
     Communications in Statistics - Theory and Methods, 2014, 43, (23), 4988-4997
183. Corporate social responsibility disclosure: The case of international shipping
     Transportation Research Part E: Logistics and Transportation Review, 2014, 71, (C), 18-44 View citations (23)
184. FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model
     Journal of Applied Econometrics, 2014, 29, (1), 110-132 View citations (101)
185. Half a century of empirical evidence of business cycles in OECD countries
     Journal of Policy Modeling, 2014, 36, (2), 389-409 View citations (2)
186. Is the Greek crisis in the EMU contagious?
     Applied Economics Letters, 2014, 21, (1), 13-18
187. On the Estimation of Marginal Cost
     Operations Research, 2014, 62, (3), 543-556 View citations (22)
     See also Working Paper On the estimation of marginal cost, MPRA Paper (2012) View citations (18) (2012)
188. On the use of marginal posteriors in marginal likelihood estimation via importance sampling
     Computational Statistics & Data Analysis, 2014, 77, (C), 54-69 View citations (14)
189. Quantitative Price Tests in Antitrust Market Definition with an Application to the Savory Snacks Markets
     Journal of Agricultural & Food Industrial Organization, 2014, 12, (1), 1-33 View citations (3)
190. Short-run and long-run performance of international tourism: Evidence from Bayesian dynamic models
     Tourism Management, 2014, 42, (C), 22-36 View citations (15)
191. The risk of financial intermediaries
     Journal of Banking & Finance, 2014, 44, (C), 1-12 View citations (36)
192. 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 (13)

2013

193. A zero inefficiency stochastic frontier model
     Journal of Econometrics, 2013, 172, (1), 66-76 View citations (45)
194. Bayesian inference in regression with Pearson disturbances
     Economics Letters, 2013, 118, (1), 177-181
195. GMM estimation of stochastic frontier model with endogenous regressors
     Economics Letters, 2013, 118, (1), 233-236 View citations (54)
196. Turkish bank efficiency: Bayesian estimation with undesirable outputs
     Journal of Banking & Finance, 2013, 37, (2), 506-517 View citations (68)

2012

197. Bayesian estimation approaches to first-price auctions
     Journal of Econometrics, 2012, 168, (1), 47-59 View citations (5)
198. 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 (20)
199. Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
     Statistics & Probability Letters, 2012, 82, (11), 1986-1989 View citations (1)
200. Maximum likelihood estimation of stochastic frontier models by the Fourier transform
     Journal of Econometrics, 2012, 170, (1), 234-248 View citations (21)
201. Measurement of excess bidding in auctions
     Economics Letters, 2012, 116, (3), 377-380 View citations (6)
202. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
     Journal of Financial Stability, 2012, 8, (2), 57-68 View citations (34)
     See also Working Paper Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus, MPRA Paper (2009) View citations (7) (2009)

2011

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

2010

209. A Bayesian approach to statistical inference in stochastic DEA
     Omega, 2010, 38, (5), 309-314 View citations (22)
210. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
     Economic Modelling, 2010, 27, (3), 697-704 View citations (3)
211. Estimation of production risk and risk preference function: a nonparametric approach
     Annals of Operations Research, 2010, 176, (1), 369-378 View citations (26)
212. Globally flexible functional forms: The neural distance function
     European Journal of Operational Research, 2010, 206, (2), 456-469 View citations (9)
213. Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
     Econometric Reviews, 2010, 29, (1), 39-61 View citations (18)
214. Technical and allocative efficiency in European banking
     European Journal of Operational Research, 2010, 204, (1), 153-163 View citations (45)
     See also Working Paper Technical and Allocative Efficiency in European Banking, Working Papers (2006) View citations (7) (2006)
215. Testing for the generalized normal-Laplace distribution with applications
     Computational Statistics & Data Analysis, 2010, 54, (12), 3174-3180 View citations (2)

2009

216. ELECTORAL MOTIVES, PARTISAN MOTIVES AND DYNAMIC OPTIMALITY WITH MANY TAXES: AN INTERNATIONAL INVESTIGATION
     Scottish Journal of Political Economy, 2009, 56, (1), 94-113
217. Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
     Economic Modelling, 2009, 26, (5), 904-909 View citations (14)
218. 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 (106)
219. Stylized Facts of Prices and Interest Rates over the Business Cycle
     Economics Bulletin, 2009, 29, (4), 2613-2627 View citations (7)
220. The joint estimation of bank-level market power and efficiency
     Journal of Banking & Finance, 2009, 33, (10), 1842-1850 View citations (87)
     See also Working Paper The joint estimation of bank-level market power and efficiency, MPRA Paper (2009) View citations (90) (2009)
221. 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

222. Commentary
     Journal of Productivity Analysis, 2008, 30, (1), 71-75
223. Cost Structure, Efficiency and Productivity in Hellenic Railways
     The Journal of Economic Asymmetries, 2008, 5, (1), 39-52
224. 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 (54)
     See also Working Paper Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample, Working Papers (2007) View citations (14) (2007)
225. EU Growth, Convergence and the Knowledge Economy: An Empirical Investigation
     The Journal of Economic Asymmetries, 2008, 5, (2), 105-124 View citations (1)
226. Estimation of input‐oriented technical efficiency using a nonhomogeneous stochastic production frontier model
     Agricultural Economics, 2008, 38, (1), 99-108 View citations (8)
227. New evidence on stylized facts of the business cycle: An International Investigation (1960-2004)
     Economics Bulletin, 2008, 28, (16), A0
228. PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
     Metroeconomica, 2008, 59, (2), 203-211
229. 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 (25)

2007

230. Are Regional Incomes in the USA Converging? A Non-linear Perspective
     Regional Studies, 2007, 41, (4), 525-530 View citations (10)
231. 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 (27)
232. Efficiency Measurement with the Weibull Stochastic Frontier*
     Oxford Bulletin of Economics and Statistics, 2007, 69, (5), 693-706 View citations (23)
233. Nonparametric stochastic frontiers: A local maximum likelihood approach
     Journal of Econometrics, 2007, 137, (1), 1-27 View citations (143)

2006

234. Estimation of stochastic frontier production functions with input-oriented technical efficiency
     Journal of Econometrics, 2006, 133, (1), 71-96 View citations (20)
235. Firm exit and technical inefficiency
     Empirical Economics, 2006, 31, (2), 535-548 View citations (19)
236. Inference in dynamic stochastic frontier models
     Journal of Applied Econometrics, 2006, 21, (5), 669-676 View citations (20)
     Also in Journal of Applied Econometrics, 2006, 21, (5), 669-676 (2006) View citations (88)

2005

237. Likelihood Evidence on the Asset Returns Puzzle
     The Review of Economic Studies, 2005, 72, (3), 917-946 View citations (4)
238. Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
     Journal of Econometrics, 2005, 126, (2), 355-384 View citations (83)
239. Productivity growth and inflation in Europe: Evidence from panel cointegration tests
     Empirical Economics, 2005, 30, (1), 137-150 View citations (10)
240. The Abrams curve of government size and unemployment: evidence from panel data
     Applied Economics, 2005, 37, (10), 1193-1199 View citations (13)
241. 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 (23)

2004

242. 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 A Consistent Approach to Cost Efficiency Measurement, Athens University of Economics and Business (2001) (2001)
243. A Distance Function Approach for Estimating Technical and Allocative Inefficiency
     Indian Economic Review, 2004, 39, (1), 19-30 View citations (2)
244. Convergence and regional productivity differences: Evidence from Greek prefectures
     The Annals of Regional Science, 2004, 38, (3), 387-396 View citations (31)
245. Dynamic Distributions of Productivity Growth in European Railways
     Journal of Transport Economics and Policy, 2004, 38, (1), 45-75 View citations (5)
246. Financial development and economic growth: evidence from panel unit root and cointegration tests
     Journal of Development Economics, 2004, 73, (1), 55-74 View citations (451)
247. Inflation, Shadow Prices and the EMU: Evidence From Greece
     Bulletin of Economic Research, 2004, 56, (3), 251-269 View citations (1)
248. International Evidence on Import Demand
     Empirica, 2004, 31, (1), 43-53 View citations (5)
249. Markov switching stochastic frontier model
     Econometrics Journal, 2004, 7, (2), 398-425 View citations (20)
250. Value Relevance Of Institutional Investors
     European Research Studies Journal, 2004, VII, (3-4), 83-102

2003

251. 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 (23)
252. 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)
253. Combining DEA and stochastic frontier models: An empirical Bayes approach
     European Journal of Operational Research, 2003, 147, (3), 499-510 View citations (28)
254. Exact solution of asset pricing models with arbitrary shock distributions
     Journal of Economic Dynamics and Control, 2003, 27, (5), 843-851 View citations (14)
255. Inflation and Productivity in Europe: An Empirical Investigation
     Empirica, 2003, 30, (1), 39-62 View citations (2)
256. Inflation and Productivity: Empirical Evidence from Europe
     Review of International Economics, 2003, 11, (1), 114-129 View citations (5)
257. 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 (9)
258. Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests
     Public Choice, 2003, 115, (3-4), 439-53 View citations (10)
259. 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 (29)

2002

260. Allocative inefficiency and the capital-energy controversy
     Energy Economics, 2002, 24, (4), 305-318 View citations (32)
261. Another Look at Regional Convergence in Greece
     Regional Studies, 2002, 36, (6), 603-609 View citations (16)
262. Bayesian inference in time series models using kernel quasi likelihoods
     Statistica Neerlandica, 2002, 56, (3), 285-294
263. 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 (31)
264. 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 (5)
265. Productivity growth in European railways: a new approach
     Transportation Research Part A: Policy and Practice, 2002, 36, (7), 633-644 View citations (14)
266. Stochastic frontier models with random coefficients
     Journal of Applied Econometrics, 2002, 17, (2), 127-147 View citations (168)
     See also Working Paper Stochastic Frontier Models with Random Coefficients, Athens University of Economics and Business (2001) View citations (3) (2001)
267. Unemployment and government size: Is there any credible causality?
     Applied Economics Letters, 2002, 9, (12), 797-800 View citations (11)

2001

268. 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)
269. An introduction to efficiency measurement using Bayesian stochastic frontier models
     Global Business and Economics Review, 2001, 3, (2), 287-311 View citations (5)
270. Banking Economic Efficiency In The Deregulation Period: Results From Heteroscedastic Stochastic Frontier Models
     Manchester School, 2001, 69, (6), 656-676 View citations (20)
271. Efficiency in European Railways: Not as Inefficient as One Might Think
     Journal of Applied Economics, 2001, 4, (1), 63-88 View citations (9)
     Also in Journal of Applied Economics, 2001, 4, 63-88 (2001) View citations (10)
272. Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
     Economics Bulletin, 2001, 3, (14), 1-7 View citations (1)
273. Environmental Kuznets curves: Bayesian evidence from switching regime models
     Energy Economics, 2001, 23, (2), 191-210 View citations (55)
274. Euro-land: any good for the European South?
     Journal of Policy Modeling, 2001, 23, (1), 67-81 View citations (2)
275. European common stochastic long-run trends
     Journal of Economics, 2001, 74, (2), 119-130
276. P-STAR analysis in a converging economy: the case of Greece
     Economic Modelling, 2001, 18, (1), 49-60 View citations (3)
277. Posterior Analysis of Stochastic Frontier Models with Truncated Normal Errors
     Computational Statistics, 2001, 16, (4), 559-575 View citations (2)
278. 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 (11)

2000

279. Bayesian model comparison by Markov chain simulation: Illustration using stock market data
     Research in Economics, 2000, 54, (4), 403-416 View citations (2)
280. Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models
     Journal of Productivity Analysis, 2000, 13, (3), 183-205 View citations (30)
281. Likelihood Analysis of Random Effect Stochastic Frontier Models with Panel Data
     European Research Studies Journal, 2000, III, (3-4), 35-42
282. Posterior Analysis of Environmental Damage Evaluation in Europe
     International Review of Applied Economics, 2000, 14, (3), 371-390 View citations (3)
283. Productivity Convergence in Europe
     Eastern Economic Journal, 2000, 26, (3), 297-320 View citations (8)
284. Real convergence in Europe. How robust are econometric inferences?
     Applied Economics, 2000, 32, (11), 1475-1482 View citations (13)
285. Regional Growth and Convergence: Evidence from the United States
     Regional Studies, 2000, 34, (3), 231-238 View citations (51)

1999

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

1998

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

1990

288. 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 View citations (3)

Chapters

2014

1. A Medium-Term Macro Forecast Model for the Greek Economy
   Palgrave Macmillan
2. A New Fiscal Policy?
   Springer
3. An Unexpected Supporter of the Gold Standard
   Springer
4. Banking Efficiency
   Springer
5. Banking and Regulation
   Springer
6. Can There be Stable Currencies After the Euro?
   Springer
7. Can There be an Efficient Dissolution of a Monetary Union?
   Springer
8. Capital Structure and Financial Stability
   Springer
9. Complete Fiscal Freedom in the Transition Period?
   Springer
10. Conditions for Genuine Financial and Monetary Stability
    Springer
11. Fundamental Problems of the Eurozone
    Springer
12. Further Remarks on International Financial Stability
    Springer
13. International Empirical Evidence on the ABC’s of Recessions
    Springer
14. International Financial Stability
    Springer View citations (3)
15. International Industrial Structure
    Springer
16. Introduction
    Springer
17. Is Eurozone Effectively a Socialist Commonwealth?
    Springer
18. Medium-Term Projections: 2014–2020
    Palgrave Macmillan
19. On Monetary Policies
    Springer
20. On Sound Money and Credit Conditions
    Springer
21. On the Destabilizing Effects of Bailouts
    Springer
22. Policy and Institutional Change in Southern Europe
    Springer
23. Preconditions of a Monetary Union
    Springer
24. Public Debt: Introductory Remarks
    Springer
25. Re-Distributional Effects of Austerity Measures
    Springer
26. Some Remarks on the Greek Problem
    Springer
27. Stability and the Eurozone
    Springer
28. The Accommodation of Public Debt by Commercial Banks
    Springer
29. The Case of Free Banking
    Springer
30. The Consequence of the Market’s Responses
    Springer
31. The Current Policies of the ECB
    Springer
32. The Explosion of Public Debts
    Springer
33. The Gold Standard and Free Banking
    Springer
34. The Role of the Rate of Profit
    Springer
35. The “Price Puzzle”
    Springer
36. Understanding Crises and Recessions
    Springer
37. Was the Euro a Bad or a Good Idea?
    Springer
38. Was the Eurozone an Acceptable Currency Union?
    Springer
39. What Went Wrong with the Euro?
    Springer
40. What was the Theory Behind the Formation of EMU?
    Springer
41. Will Bailouts Lead to a Dissolution of the Euro?
    Springer
42. Will the Eurozone Dissolve into its Constituents?
    Springer

2006

43. Foreign Presence, Technical Efficiency and Firm Survival in Greece: A Simultaneous Equation Model with Latent Variables Approach
    Springer View citations (6)
    See also Working Paper Foreign presence, technical efficiency and firm survival in Greece: a simultaneous equation model with latent variables approach, University Library of Munich, Germany (2006) View citations (5) (2006)