Details about Mike Tsionas

Access statistics for papers by Mike Tsionas.

Last updated 2018-09-06. Update your information in the RePEc Author Service.

Short-id: pts139

Working Papers

2017

1. Bayesian analysis of chaos: The joint return-volatility dynamical system
   MPRA Paper, University Library of Munich, Germany

2016

2. Alternative Bayesian compression in Vector Autoregressions and related models
   Working Papers, Bank of Greece View citations (1)
3. Alternatives to large VAR, VARMA and multivariate stochastic volatility models
   Working Papers, Bank of Greece
4. Financial Bubble Detection: A Non-Linear Method with Application to S&P 500
   MPRA Paper, University Library of Munich, Germany View citations (1)
5. Market and Political Power Interactions in Greece:An Empirical Investigation
   Working Papers, Athens University Of Economics and Business, Department of Economics View citations (1)
6. Non-performing loans in the euro area: are core-periphery banking markets fragmented?
   Working Papers, Bank of Greece View citations (3)

2015

7. 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 (1)
8. Banks’ Risk Endogenous to Strategic Management Choices
   MPRA Paper, University Library of Munich, Germany View citations (11)
9. 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)
10. Bayesian Estimation of Agent-Based Models
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies View citations (7)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2015) View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2017)
11. Estimation of Input Distance Functions: A System Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in American Journal of Agricultural Economics (2015)
12. Firms’ risk endogenous to strategic management choices
    Research Discussion Papers, Bank of Finland View citations (5)
13. The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)
    MPRA Paper, University Library of Munich, Germany

2014

14. A Poisson Stochastic Frontier Model with Finite Mixture Structure
    MPRA Paper, University Library of Munich, Germany
15. Mobility of Knowledge and Local Innovation Activity
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in European Economic Review (2016)
16. On modeling banking risk
    Working Papers, Bank of Greece
17. The risk of financial intermediaries
    Research Discussion Papers, Bank of Finland View citations (7)
    See also Journal Article in Journal of Banking & Finance (2014)

2012

18. 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)
19. On the estimation of marginal cost
    MPRA Paper, University Library of Munich, Germany View citations (11)
    See also Journal Article in Operations Research (2014)
20. 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

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

2009

24. 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)
25. The joint estimation of bank-level market power and efficiency
    MPRA Paper, University Library of Munich, Germany View citations (37)
    See also Journal Article in Journal of Banking & Finance (2009)

2008

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

2007

27. 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 (12)
    See also Journal Article in Public Choice (2008)

2006

28. Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
29. 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)
30. 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

31. 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

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

2001

34. A Consistent Approach to Cost Efficiency Measurement
    DEOS Working Papers, Athens University of Economics and Business
    Also in Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies (2001)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
35. Stochastic Frontier Models with Random Coefficients
    DEOS Working Papers, Athens University of Economics and Business
    Also in Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies (2001) View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

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

Undated

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

Journal Articles

2017

1. A non-iterative (trivial) method for posterior inference in stochastic volatility models
   Statistics & Probability Letters, 2017, 126, (C), 83-87
2. 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 (2)
3. Adjustment costs in the technical efficiency: An application to global banking
   European Journal of Operational Research, 2017, 256, (2), 640-649 View citations (3)
4. Bayesian estimation of agent-based models
   Journal of Economic Dynamics and Control, 2017, 77, (C), 26-47 View citations (14)
   See also Working Paper (2015)
5. 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
6. Endogenous bank risk and efficiency
   European Journal of Operational Research, 2017, 260, (1), 376-387 View citations (1)
7. 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
8. Microfoundations for stochastic frontiers
   European Journal of Operational Research, 2017, 258, (3), 1165-1170
9. Modeling technical and service efficiency
   Transportation Research Part B: Methodological, 2017, 96, (C), 113-125
10. 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
11. System stress testing of bank liquidity risk
    Journal of International Money and Finance, 2017, 73, (PA), 22-40
12. The profit function system with output- and input-specific technical efficiency
    Economics Letters, 2017, 151, (C), 111-114

2016

13. A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions
    Scottish Journal of Political Economy, 2016, 63, (3), 243-257 View citations (3)
14. An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
    Energy Economics, 2016, 56, (C), 384-388 View citations (2)
15. 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 (5)
16. Bayesian analysis of multivariate stable distributions using one-dimensional projections
    Journal of Multivariate Analysis, 2016, 143, (C), 185-193
17. Determinants of non-performing loans: Evidence from Euro-area countries
    Finance Research Letters, 2016, 18, (C), 116-119 View citations (10)
18. Directional distance functions: Optimal endogenous directions
    Journal of Econometrics, 2016, 190, (2), 301-314 View citations (8)
19. Mobility of knowledge and local innovation activity
    European Economic Review, 2016, 85, (C), 39-61 View citations (2)
    See also Working Paper (2014)
20. Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500
    Journal of Financial Stability, 2016, 24, (C), 61-70
21. Notes on technical efficiency estimation with multiple inputs and outputs
    European Journal of Operational Research, 2016, 249, (2), 784-788 View citations (1)
22. On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency
    Econometric Reviews, 2016, 35, (5), 871-893
23. On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
    Economics Letters, 2016, 147, (C), 19-22
24. Parameters measuring bank risk and their estimation
    European Journal of Operational Research, 2016, 250, (1), 291-304 View citations (1)
25. The good, the bad and the technology: Endogeneity in environmental production models
    Journal of Econometrics, 2016, 190, (2), 315-327 View citations (2)
26. Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach
    European Journal of Operational Research, 2016, 249, (3), 1113-1123 View citations (3)

2015

27. Bayesian Approach to Disentangling Technical and Environmental Productivity
    Econometrics, 2015, 3, (2), 1-23 View citations (4)
    See also Working Paper (2015)
28. Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
    Journal of Banking & Finance, 2015, 61, (S1), S84-S98 View citations (3)
29. Dynamic technical and allocative efficiencies in European banking
    Journal of Banking & Finance, 2015, 52, (C), 130-139 View citations (7)
30. 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
31. Endogeneity in stochastic frontier models: Copula approach without external instruments
    Economics Letters, 2015, 133, (C), 85-88 View citations (6)
32. Estimation of Input Distance Functions: A System Approach
    American Journal of Agricultural Economics, 2015, 97, (5), 1478-1493 View citations (3)
    See also Working Paper (2015)
33. 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 (2)
34. 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 (1)
35. System estimation of GVAR with two dominants and network theory: Evidence for BRICs
    Economic Modelling, 2015, 51, (C), 604-616 View citations (1)

2014

36. Corporate social responsibility disclosure: The case of international shipping
    Transportation Research Part E: Logistics and Transportation Review, 2014, 71, (C), 18-44 View citations (3)
37. FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model
    Journal of Applied Econometrics, 2014, 29, (1), 110-132 View citations (24)
38. Half a century of empirical evidence of business cycles in OECD countries
    Journal of Policy Modeling, 2014, 36, (2), 389-409 View citations (1)
39. Is the Greek crisis in the EMU contagious?
    Applied Economics Letters, 2014, 21, (1), 13-18
40. On the Estimation of Marginal Cost
    Operations Research, 2014, 62, (3), 543-556 View citations (3)
    See also Working Paper (2012)
41. On the use of marginal posteriors in marginal likelihood estimation via importance sampling
    Computational Statistics & Data Analysis, 2014, 77, (C), 54-69 View citations (3)
42. 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 (2)
43. The risk of financial intermediaries
    Journal of Banking & Finance, 2014, 44, (C), 1-12 View citations (7)
    See also Working Paper (2014)
44. 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 (3)

2013

45. A zero inefficiency stochastic frontier model
    Journal of Econometrics, 2013, 172, (1), 66-76 View citations (13)
46. Bayesian inference in regression with Pearson disturbances
    Economics Letters, 2013, 118, (1), 177-181
47. GMM estimation of stochastic frontier model with endogenous regressors
    Economics Letters, 2013, 118, (1), 233-236 View citations (18)
48. Turkish bank efficiency: Bayesian estimation with undesirable outputs
    Journal of Banking & Finance, 2013, 37, (2), 506-517 View citations (27)

2012

49. Bayesian estimation approaches to first-price auctions
    Journal of Econometrics, 2012, 168, (1), 47-59 View citations (2)
50. 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 (6)
51. Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
    Statistics & Probability Letters, 2012, 82, (11), 1986-1989
52. Maximum likelihood estimation of stochastic frontier models by the Fourier transform
    Journal of Econometrics, 2012, 170, (1), 234-248 View citations (6)
53. Measurement of excess bidding in auctions
    Economics Letters, 2012, 116, (3), 377-380
54. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
    Journal of Financial Stability, 2012, 8, (2), 57-68 View citations (13)
    See also Working Paper (2009)

2011

55. Rail infrastructure charging in Hellenic railways
    Journal of Policy Modeling, 2011, 33, (3), 370-380 View citations (2)
56. Stochastic error specification in primal and dual production systems
    Journal of Applied Econometrics, 2011, 26, (2), 270-297 View citations (15)
57. Stylized facts of money and credit over the business cycles
    Applied Financial Economics, 2011, 21, (23), 1735-1755 View citations (3)
58. The business cycle in Eurozone economies (1960 to 2009)
    Applied Financial Economics, 2011, 21, (20), 1495-1513 View citations (8)

2010

59. A Bayesian approach to statistical inference in stochastic DEA
    Omega, 2010, 38, (5), 309-314 View citations (11)
60. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
    Economic Modelling, 2010, 27, (3), 697-704 View citations (1)
61. Estimation of production risk and risk preference function: a nonparametric approach
    Annals of Operations Research, 2010, 176, (1), 369-378 View citations (4)
62. Globally flexible functional forms: The neural distance function
    European Journal of Operational Research, 2010, 206, (2), 456-469 View citations (2)
63. Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
    Econometric Reviews, 2010, 29, (1), 39-61 View citations (7)
64. Technical and allocative efficiency in European banking
    European Journal of Operational Research, 2010, 204, (1), 153-163 View citations (24)
    See also Working Paper (2006)
65. Testing for the generalized normal-Laplace distribution with applications
    Computational Statistics & Data Analysis, 2010, 54, (12), 3174-3180 View citations (2)

2009

66. ELECTORAL MOTIVES, PARTISAN MOTIVES AND DYNAMIC OPTIMALITY WITH MANY TAXES: AN INTERNATIONAL INVESTIGATION
    Scottish Journal of Political Economy, 2009, 56, (1), 94-113
67. Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
    Economic Modelling, 2009, 26, (5), 904-909 View citations (3)
68. 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 (37)
69. Stylized Facts of Prices and Interest Rates over the Business Cycle
    Economics Bulletin, 2009, 29, (4), 2613-2627 View citations (4)
70. The joint estimation of bank-level market power and efficiency
    Journal of Banking & Finance, 2009, 33, (10), 1842-1850 View citations (34)
    See also Working Paper (2009)

2008

71. Commentary
    Journal of Productivity Analysis, 2008, 30, (1), 71-75
72. 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 (25)
    See also Working Paper (2007)
73. Estimation of input-oriented technical efficiency using a nonhomogeneous stochastic production frontier model
    Agricultural Economics, 2008, 38, (1), 99-108 View citations (4)
74. New evidence on stylized facts of the business cycle: An International Investigation (1960-2004)
    Economics Bulletin, 2008, 28, (16), A0
75. PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
    Metroeconomica, 2008, 59, (2), 203-211
76. 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 (11)

2007

77. Are Regional Incomes in the USA Converging? A Non-linear Perspective
    Regional Studies, 2007, 41, (4), 525-530 View citations (7)
78. 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 (12)
79. Efficiency Measurement with the Weibull Stochastic Frontier
    Oxford Bulletin of Economics and Statistics, 2007, 69, (5), 693-706 View citations (7)
80. Nonparametric stochastic frontiers: A local maximum likelihood approach
    Journal of Econometrics, 2007, 137, (1), 1-27 View citations (73)

2006

81. Estimation of stochastic frontier production functions with input-oriented technical efficiency
    Journal of Econometrics, 2006, 133, (1), 71-96 View citations (10)
82. Firm exit and technical inefficiency
    Empirical Economics, 2006, 31, (2), 535-548 View citations (11)
83. Inference in dynamic stochastic frontier models
    Journal of Applied Econometrics, 2006, 21, (5), 669-676 View citations (53)

2005

84. Likelihood Evidence on the Asset Returns Puzzle
    Review of Economic Studies, 2005, 72, (3), 917-946 View citations (3)
85. Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
    Journal of Econometrics, 2005, 126, (2), 355-384 View citations (50)
86. Productivity growth and inflation in Europe: Evidence from panel cointegration tests
    Empirical Economics, 2005, 30, (1), 137-150 View citations (5)
87. The Abrams curve of government size and unemployment: evidence from panel data
    Applied Economics, 2005, 37, (10), 1193-1199 View citations (8)
88. 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 (15)

2004

89. 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)
90. A Distance Function Approach for Estimating Technical and Allocative Inefficiency
    Indian Economic Review, 2004, 39, (1), 19-30 View citations (1)
91. Convergence and regional productivity differences: Evidence from Greek prefectures
    The Annals of Regional Science, 2004, 38, (3), 387-396 View citations (19)
92. Dynamic Distributions of Productivity Growth in European Railways
    Journal of Transport Economics and Policy, 2004, 38, (1), 45-75 View citations (4)
93. Financial development and economic growth: evidence from panel unit root and cointegration tests
    Journal of Development Economics, 2004, 73, (1), 55-74 View citations (216)
94. Inflation, Shadow Prices and the EMU: Evidence From Greece
    Bulletin of Economic Research, 2004, 56, (3), 251-269
95. International Evidence on Import Demand
    Empirica, 2004, 31, (1), 43-53 View citations (2)
96. Markov switching stochastic frontier model
    Econometrics Journal, 2004, 7, (2), 398-425 View citations (14)
97. Value Relevance Of Institutional Investors
    European Research Studies Journal, 2004, VII, (3-4), 83-102

2003

98. 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)
99. 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)
100. Combining DEA and stochastic frontier models: An empirical Bayes approach
     European Journal of Operational Research, 2003, 147, (3), 499-510 View citations (12)
101. Exact solution of asset pricing models with arbitrary shock distributions
     Journal of Economic Dynamics and Control, 2003, 27, (5), 843-851 View citations (8)
102. Inflation and Productivity in Europe: An Empirical Investigation
     Empirica, 2003, 30, (1), 39-62 View citations (2)
103. Inflation and Productivity: Empirical Evidence from Europe
     Review of International Economics, 2003, 11, (1), 114-129 View citations (4)
104. 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)
105. Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests
     Public Choice, 2003, 115, (3-4), 439-53 View citations (4)
106. 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 (19)

2002

107. Allocative inefficiency and the capital-energy controversy
     Energy Economics, 2002, 24, (4), 305-318 View citations (23)
108. Another Look at Regional Convergence in Greece
     Regional Studies, 2002, 36, (6), 603-609 View citations (12)
109. Bayesian inference in time series models using kernel quasi likelihoods
     Statistica Neerlandica, 2002, 56, (3), 285-294
110. 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 (21)
111. 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)
112. Productivity growth in European railways: a new approach
     Transportation Research Part A: Policy and Practice, 2002, 36, (7), 633-644 View citations (10)
113. Stochastic frontier models with random coefficients
     Journal of Applied Econometrics, 2002, 17, (2), 127-147 View citations (103)
     See also Working Paper (2001)
114. Unemployment and government size: Is there any credible causality?
     Applied Economics Letters, 2002, 9, (12), 797-800 View citations (6)

2001

115. 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)
116. An introduction to efficiency measurement using Bayesian stochastic frontier models
     Global Business and Economics Review, 2001, 3, (2), 287-311 View citations (1)
117. Banking Economic Efficiency in the Deregulation Period: Results from Heteroscedastic Stochastic Frontier Models
     Manchester School, 2001, 69, (6), 656-76 View citations (14)
118. Efficiency in European railways: Not as inefficient as one might think
     Journal of Applied Economics, 2001, 4, 63-88 View citations (9)
119. Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
     Economics Bulletin, 2001, 3, (14), 1-7 View citations (1)
120. Environmental Kuznets curves: Bayesian evidence from switching regime models
     Energy Economics, 2001, 23, (2), 191-210 View citations (40)
121. Euro-land: any good for the European South?
     Journal of Policy Modeling, 2001, 23, (1), 67-81 View citations (2)
122. European common stochastic long-run trends
     Journal of Economics, 2001, 74, (2), 119-130
123. P-STAR analysis in a converging economy: the case of Greece
     Economic Modelling, 2001, 18, (1), 49-60 View citations (3)
124. 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

125. Bayesian model comparison by Markov chain simulation: Illustration using stock market data
     Research in Economics, 2000, 54, (4), 403-416 View citations (2)
126. Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models
     Journal of Productivity Analysis, 2000, 13, (3), 183-205 View citations (12)
127. Likelihood Analysis of Random Effect Stochastic Frontier Models with Panel Data
     European Research Studies Journal, 2000, III, (3-4), 35-42
128. Posterior Analysis of Environmental Damage Evaluation in Europe
     International Review of Applied Economics, 2000, 14, (3), 371-390 View citations (3)
129. Productivity Convergence in Europe
     Eastern Economic Journal, 2000, 26, (3), 297-320 View citations (5)
130. Real convergence in Europe. How robust are econometric inferences?
     Applied Economics, 2000, 32, (11), 1475-1482 View citations (10)
131. Regional Growth and Convergence: Evidence from the United States
     Regional Studies, 2000, 34, (3), 231-238 View citations (32)

1998

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

1990

133. 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