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Details about Mike Tsionas

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

Access statistics for papers by Mike Tsionas.

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

Short-id: pts139


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Working Papers

2017

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

2016

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

2015

  1. 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 Downloads View citations (1)
  2. Banks’ Risk Endogenous to Strategic Management Choices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
  3. Bayesian Approach to Disentangling Technical and Environmental Productivity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Econometrics (2015)
  4. Bayesian Estimation of Agent-Based Models
    LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies Downloads View citations (7)
    Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (2015) Downloads View citations (3)

    See also Journal Article in Journal of Economic Dynamics and Control (2017)
  5. Estimation of Input Distance Functions: A System Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in American Journal of Agricultural Economics (2015)
  6. Firms’ risk endogenous to strategic management choices
    Research Discussion Papers, Bank of Finland Downloads View citations (5)
  7. The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)
    MPRA Paper, University Library of Munich, Germany Downloads

2014

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

2012

  1. 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 Downloads View citations (19)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads View citations (19)
  2. On the estimation of marginal cost
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)
    See also Journal Article in Operations Research (2014)
  3. 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 Downloads

2011

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

2009

  1. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in Journal of Financial Stability (2012)
  2. The joint estimation of bank-level market power and efficiency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (37)
    See also Journal Article in Journal of Banking & Finance (2009)

2008

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

2007

  1. 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 Downloads View citations (12)
    See also Journal Article in Public Choice (2008)

2006

  1. Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Foreign presence, technical efficiency and firm survival in Greece: a simultaneous equation model with latent variables approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Technical and Allocative Efficiency in European Banking
    Working Papers, Bank of Greece Downloads View citations (7)
    See also Journal Article in European Journal of Operational Research (2010)

2005

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

2003

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

2001

  1. 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)
  2. 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

  1. 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

  1. Does Deregulation Change Economic Behavior of Firms?
    Working Papers, University of Crete, Department of Economics Downloads 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 Downloads
  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 Downloads 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 Downloads View citations (3)
  4. Bayesian estimation of agent-based models
    Journal of Economic Dynamics and Control, 2017, 77, (C), 26-47 Downloads 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 Downloads
  6. Endogenous bank risk and efficiency
    European Journal of Operational Research, 2017, 260, (1), 376-387 Downloads 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 Downloads
  8. Microfoundations for stochastic frontiers
    European Journal of Operational Research, 2017, 258, (3), 1165-1170 Downloads
  9. Modeling technical and service efficiency
    Transportation Research Part B: Methodological, 2017, 96, (C), 113-125 Downloads
  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 Downloads
  11. System stress testing of bank liquidity risk
    Journal of International Money and Finance, 2017, 73, (PA), 22-40 Downloads
  12. The profit function system with output- and input-specific technical efficiency
    Economics Letters, 2017, 151, (C), 111-114 Downloads

2016

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

2015

  1. Bayesian Approach to Disentangling Technical and Environmental Productivity
    Econometrics, 2015, 3, (2), 1-23 Downloads View citations (4)
    See also Working Paper (2015)
  2. Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
    Journal of Banking & Finance, 2015, 61, (S1), S84-S98 Downloads View citations (3)
  3. Dynamic technical and allocative efficiencies in European banking
    Journal of Banking & Finance, 2015, 52, (C), 130-139 Downloads View citations (7)
  4. 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 Downloads
  5. Endogeneity in stochastic frontier models: Copula approach without external instruments
    Economics Letters, 2015, 133, (C), 85-88 Downloads View citations (6)
  6. Estimation of Input Distance Functions: A System Approach
    American Journal of Agricultural Economics, 2015, 97, (5), 1478-1493 Downloads View citations (3)
    See also Working Paper (2015)
  7. Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking
    European Journal of Operational Research, 2015, 241, (1), 148-160 Downloads View citations (2)
  8. How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
    Journal of Banking & Finance, 2015, 61, (C), 106-116 Downloads View citations (1)
  9. System estimation of GVAR with two dominants and network theory: Evidence for BRICs
    Economic Modelling, 2015, 51, (C), 604-616 Downloads View citations (1)

2014

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

2013

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

2012

  1. Bayesian estimation approaches to first-price auctions
    Journal of Econometrics, 2012, 168, (1), 47-59 Downloads View citations (2)
  2. Concentrated ownership and corporate performance revisited: The case of shipping
    Transportation Research Part E: Logistics and Transportation Review, 2012, 48, (4), 843-852 Downloads View citations (6)
  3. Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
    Statistics & Probability Letters, 2012, 82, (11), 1986-1989 Downloads
  4. Maximum likelihood estimation of stochastic frontier models by the Fourier transform
    Journal of Econometrics, 2012, 170, (1), 234-248 Downloads View citations (6)
  5. Measurement of excess bidding in auctions
    Economics Letters, 2012, 116, (3), 377-380 Downloads
  6. Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
    Journal of Financial Stability, 2012, 8, (2), 57-68 Downloads View citations (13)
    See also Working Paper (2009)

2011

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

2010

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

2009

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

2008

  1. Commentary
    Journal of Productivity Analysis, 2008, 30, (1), 71-75 Downloads
  2. 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 Downloads View citations (25)
    See also Working Paper (2007)
  3. Estimation of input-oriented technical efficiency using a nonhomogeneous stochastic production frontier model
    Agricultural Economics, 2008, 38, (1), 99-108 Downloads View citations (4)
  4. New evidence on stylized facts of the business cycle: An International Investigation (1960-2004)
    Economics Bulletin, 2008, 28, (16), A0 Downloads
  5. PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
    Metroeconomica, 2008, 59, (2), 203-211 Downloads
  6. Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
    Empirical Economics, 2008, 34, (3), 585-602 Downloads View citations (11)

2007

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

2006

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

2005

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

2004

  1. A Consistent Approach to Cost Efficiency Measurement
    Oxford Bulletin of Economics and Statistics, 2004, 66, (1), 49-69 Downloads View citations (2)
    See also Working Paper (2001)
  2. A Distance Function Approach for Estimating Technical and Allocative Inefficiency
    Indian Economic Review, 2004, 39, (1), 19-30 View citations (1)
  3. Convergence and regional productivity differences: Evidence from Greek prefectures
    The Annals of Regional Science, 2004, 38, (3), 387-396 Downloads View citations (19)
  4. Dynamic Distributions of Productivity Growth in European Railways
    Journal of Transport Economics and Policy, 2004, 38, (1), 45-75 Downloads View citations (4)
  5. Financial development and economic growth: evidence from panel unit root and cointegration tests
    Journal of Development Economics, 2004, 73, (1), 55-74 Downloads View citations (216)
  6. Inflation, Shadow Prices and the EMU: Evidence From Greece
    Bulletin of Economic Research, 2004, 56, (3), 251-269 Downloads
  7. International Evidence on Import Demand
    Empirica, 2004, 31, (1), 43-53 Downloads View citations (2)
  8. Markov switching stochastic frontier model
    Econometrics Journal, 2004, 7, (2), 398-425 Downloads View citations (14)
  9. Value Relevance Of Institutional Investors
    European Research Studies Journal, 2004, VII, (3-4), 83-102 Downloads

2003

  1. 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 Downloads View citations (17)
  2. 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 Downloads View citations (1)
  3. Combining DEA and stochastic frontier models: An empirical Bayes approach
    European Journal of Operational Research, 2003, 147, (3), 499-510 Downloads View citations (12)
  4. Exact solution of asset pricing models with arbitrary shock distributions
    Journal of Economic Dynamics and Control, 2003, 27, (5), 843-851 Downloads View citations (8)
  5. Inflation and Productivity in Europe: An Empirical Investigation
    Empirica, 2003, 30, (1), 39-62 Downloads View citations (2)
  6. Inflation and Productivity: Empirical Evidence from Europe
    Review of International Economics, 2003, 11, (1), 114-129 Downloads View citations (4)
  7. Maastricht convergence and real convergence: European evidence from threshold and smooth transition regression models
    Journal of Policy Modeling, 2003, 25, (1), 43-52 Downloads View citations (7)
  8. Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests
    Public Choice, 2003, 115, (3-4), 439-53 Downloads View citations (4)
  9. 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 Downloads View citations (19)

2002

  1. Allocative inefficiency and the capital-energy controversy
    Energy Economics, 2002, 24, (4), 305-318 Downloads View citations (23)
  2. Another Look at Regional Convergence in Greece
    Regional Studies, 2002, 36, (6), 603-609 Downloads View citations (12)
  3. Bayesian inference in time series models using kernel quasi likelihoods
    Statistica Neerlandica, 2002, 56, (3), 285-294 Downloads
  4. 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 Downloads View citations (21)
  5. Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests
    Economics Bulletin, 2002, 3, (12), 1-5 Downloads View citations (2)
  6. Productivity growth in European railways: a new approach
    Transportation Research Part A: Policy and Practice, 2002, 36, (7), 633-644 Downloads View citations (10)
  7. Stochastic frontier models with random coefficients
    Journal of Applied Econometrics, 2002, 17, (2), 127-147 Downloads View citations (103)
    See also Working Paper (2001)
  8. Unemployment and government size: Is there any credible causality?
    Applied Economics Letters, 2002, 9, (12), 797-800 Downloads View citations (6)

2001

  1. A note on joint estimation of scale economies and productivity growth parameters
    International Journal of Production Economics, 2001, 70, (1), 37-43 Downloads View citations (1)
  2. An introduction to efficiency measurement using Bayesian stochastic frontier models
    Global Business and Economics Review, 2001, 3, (2), 287-311 Downloads View citations (1)
  3. Banking Economic Efficiency in the Deregulation Period: Results from Heteroscedastic Stochastic Frontier Models
    Manchester School, 2001, 69, (6), 656-76 Downloads View citations (14)
  4. Efficiency in European railways: Not as inefficient as one might think
    Journal of Applied Economics, 2001, 4, 63-88 Downloads View citations (9)
  5. Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
    Economics Bulletin, 2001, 3, (14), 1-7 Downloads View citations (1)
  6. Environmental Kuznets curves: Bayesian evidence from switching regime models
    Energy Economics, 2001, 23, (2), 191-210 Downloads View citations (40)
  7. Euro-land: any good for the European South?
    Journal of Policy Modeling, 2001, 23, (1), 67-81 Downloads View citations (2)
  8. European common stochastic long-run trends
    Journal of Economics, 2001, 74, (2), 119-130 Downloads
  9. P-STAR analysis in a converging economy: the case of Greece
    Economic Modelling, 2001, 18, (1), 49-60 Downloads View citations (3)
  10. Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data
    Regional Studies, 2001, 35, (8), 689-696 Downloads View citations (6)

2000

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

1998

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

1990

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

Books

2014

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