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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 2022-02-13. Update your information in the RePEc Author Service.

Short-id: pts139


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Working Papers

2022

  1. 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 Downloads

2021

  1. A Novel Hydro - Economic - Econometric Approach for Integrated Transboundary Water Management under Uncertainty
    DEOS Working Papers, Athens University of Economics and Business Downloads
  2. Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis
    CEPA Working Papers Series, University of Queensland, School of Economics Downloads
  3. Decomposing total factor productivity while treating for misspecification
    Management Working Papers, Birkbeck Department of Management Downloads
  4. Goodness-of-fit in Optimizing Models of Production: A Generalization with a Bayesian Perspective
    CEPA Working Papers Series, University of Queensland, School of Economics Downloads

2020

  1. A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
  2. LASSO DEA for small and big data
    CEPA Working Papers Series, University of Queensland, School of Economics Downloads
    Also in CEPA Working Papers Series, University of Queensland, School of Economics (2020) Downloads
  3. Management as the sine qua non for M&A success
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  4. Ordinal-response models for irregularly spaced transactions: A forecasting exercise
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility
    Working Papers, Federal Reserve Bank of Dallas Downloads

2019

  1. 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 Downloads
  2. 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 Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2019)
  3. Bayesian estimation of large dimensional time varying VARs using copulas
    Papers, arXiv.org Downloads
  4. Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in European Journal of Operational Research (2020)
  5. Estimating Stochastic Ray Production Frontiers
    IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics Downloads
  6. Heterogeneous Decision-Making and Market Power
    Working Papers, Rice University, Department of Economics Downloads
  7. 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 Downloads

2018

  1. A Bayesian dynamic model to test persistence in funds' performance
    Working Paper series, Rimini Centre for Economic Analysis Downloads
  2. 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 Downloads View citations (14)
    See also Journal Article in European Journal of Operational Research (2018)
  3. Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach
    MPRA Paper, University Library of Munich, Germany Downloads
  4. 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 Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2018)
  5. Decomposing global bank productivity growth: the role of non-performing loans, equity and technology
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (1)
  6. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
    Post-Print, HAL
    See also Journal Article in Annals of Operations Research (2020)
  7. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Post-Print, HAL View citations (2)
    See also Journal Article in Economic Modelling (2018)

2017

  1. Bayesian analysis of chaos: The joint return-volatility dynamical system
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Bayesian inference in threshold stochastic frontier models
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    See also Journal Article in Empirical Economics (2019)
  3. 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 Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)

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 (2)
    See also Journal Article in IZA Journal of Labor Policy (2018)
  5. Non-performing loans in the euro area: are core-periphery banking markets fragmented?
    Working Papers, Bank of Greece Downloads View citations (18)
    See also Journal Article in International Journal of Finance & Economics (2019)
  6. Productive Efficiency of Connecticut Long Island Lobster Fishery Using a Finite Mixture Model
    Working Papers, University of Pretoria, Department of Economics

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 (11)
    See also Journal Article in Journal of Applied Econometrics (2016)
  2. Banks’ Risk Endogenous to Strategic Management Choices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  3. Bayesian Approach to Disentangling Technical and Environmental Productivity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Econometrics (2015)
  4. Bayesian Estimation of Agent-Based Models
    Economics Papers, Economics Group, Nuffield College, University of Oxford Downloads View citations (6)
    Also in LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies (2015) Downloads View citations (7)

    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 (11)
    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 (6)
  7. The Determinants of Economic Fluctuations in Greece: An Empirical Investigation (1995-2014)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2014

  1. A Poisson Stochastic Frontier Model with Finite Mixture Structure
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Mobility of Knowledge and Local Innovation Activity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    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 (33)
    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 (29)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2012) Downloads View citations (28)
  2. On the estimation of marginal cost
    MPRA Paper, University Library of Munich, Germany Downloads View citations (18)
    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 (79)
    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 (14)
    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 (6)
  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 (5)
    See also Chapter (2006)
  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 View citations (1)

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
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2004)
  2. Stochastic Frontier Models with Random Coefficients
    Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

  1. 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

  1. Does Deregulation Change Economic Behavior of Firms?
    Working Papers, University of Crete, Department of Economics Downloads View citations (1)
  2. The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility
    Working Papers, University of Liverpool, Department of Economics Downloads

Journal Articles

2022

  1. Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
    Empirical Economics, 2022, 62, (2), 635-635 Downloads View citations (1)
  2. Cultural interconnectedness in supply chain networks and change in performance: An internal efficiency perspective
    International Journal of Production Economics, 2022, 243, (C) Downloads
  3. Estimation of large dimensional time varying VARs using copulas
    European Economic Review, 2022, 141, (C) Downloads
  4. Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
    Empirical Economics, 2022, 62, (2), 605-634 Downloads View citations (1)
  5. Management practices and M&A success
    Journal of Banking & Finance, 2022, 134, (C) Downloads View citations (1)
  6. Random and Markov switching exponential smoothing models
    Technological Forecasting and Social Change, 2022, 174, (C) Downloads

2021

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

2020

  1. A Bayesian Signals Approach for the Detection of Crises
    Journal of Quantitative Economics, 2020, 18, (3), 551-585 Downloads
  2. A Bayesian approach to continuous type principal-agent problems
    European Journal of Operational Research, 2020, 280, (3), 1188-1192 Downloads View citations (1)
  3. A Minimax Regret Approach to Decision Making Under Uncertainty
    Journal of Agricultural Economics, 2020, 71, (3), 698-718 Downloads View citations (1)
  4. A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation
    Computational Economics, 2020, 56, (1), 115-130 Downloads
  5. A coherent approach to Bayesian Data Envelopment Analysis
    European Journal of Operational Research, 2020, 281, (2), 439-448 Downloads View citations (3)
  6. 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 Downloads
  7. 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 Downloads
  8. A novel forecasting model for the Baltic dry index utilizing optimal squeezing
    Journal of Forecasting, 2020, 39, (1), 56-68 Downloads View citations (6)
  9. A solution to log of dependent variables with negative observations
    Journal of Productivity Analysis, 2020, 54, (2), 107-119 Downloads
  10. A spatial stochastic frontier model with endogenous frontier and environmental variables
    European Journal of Operational Research, 2020, 286, (1), 389-399 Downloads View citations (7)
  11. Bayesian input–output table update using a benchmark LASSO prior
    Economic Systems Research, 2020, 32, (3), 413-427 Downloads
  12. Bounded rationality and thick frontiers in stochastic frontier analysis
    European Journal of Operational Research, 2020, 284, (2), 762-768 Downloads
  13. Directional technology distance functions through duality
    Economics Letters, 2020, 190, (C) Downloads
  14. Does risk aversion affect bank output loss? The case of the Eurozone
    European Journal of Operational Research, 2020, 282, (3), 1127-1145 Downloads View citations (1)
  15. 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 Downloads View citations (8)
  16. Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior
    European Journal of Operational Research, 2020, 284, (1), 313-324 Downloads View citations (2)
    See also Working Paper (2019)
  17. Foreign direct investment in OECD countries: a special focus in the case of Greece
    Applied Economics, 2020, 50, (52), 5579-5591 Downloads
    Also in Applied Economics, 2018, 50, (52), 5579-5591 (2018) Downloads View citations (1)
  18. Management estimation in banking
    European Journal of Operational Research, 2020, 284, (1), 355-372 Downloads View citations (3)
  19. Multidirectional conditional convergence in European banking
    Journal of Economic Behavior & Organization, 2020, 173, (C), 88-106 Downloads View citations (6)
  20. On a High-Dimensional Model Representation method based on Copulas
    European Journal of Operational Research, 2020, 284, (3), 967-979 Downloads
  21. On a model of environmental performance and technology gaps
    European Journal of Operational Research, 2020, 285, (3), 1141-1152 Downloads
  22. On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
    Annals of Operations Research, 2020, 284, (1), 469-482 Downloads View citations (1)
    See also Working Paper (2018)
  23. 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 Downloads View citations (4)
  24. 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 Downloads View citations (1)
  25. Quantile Stochastic Frontiers
    European Journal of Operational Research, 2020, 282, (3), 1177-1184 Downloads View citations (4)
  26. Quantile stochastic frontier models with endogeneity
    Economics Letters, 2020, 188, (C) Downloads View citations (3)
  27. Remarks on Bank Competition and Convergence Dynamics
    JRFM, 2020, 13, (5), 1-5 Downloads View citations (1)
  28. Revealing forecaster's preferences: A Bayesian multivariate loss function approach
    Journal of Forecasting, 2020, 39, (3), 412-437 Downloads
  29. Stochastic dominance tests
    Journal of Economic Dynamics and Control, 2020, 112, (C) Downloads View citations (1)
  30. The dynamics of fleet size and shipping profitability: the role of steel-scrap prices
    Maritime Policy & Management, 2020, 47, (8), 985-1009 Downloads
  31. Understanding the COVID-19 tourist psyche: The Evolutionary Tourism Paradigm
    Annals of Tourism Research, 2020, 85, (C) Downloads View citations (29)
  32. Unknown latent structure and inefficiency in panel stochastic frontier models
    Journal of Productivity Analysis, 2020, 54, (1), 75-86 Downloads View citations (3)
  33. Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks
    Empirical Economics, 2020, 58, (6), 2733-2760 Downloads View citations (2)

2019

  1. A Bayesian semiparametric approach to stochastic frontiers and productivity
    European Journal of Operational Research, 2019, 274, (1), 391-402 Downloads View citations (12)
  2. 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 Downloads
    See also Working Paper (2019)
  3. 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 Downloads View citations (3)
  4. A time-varying true individual effects model with endogenous regressors
    Journal of Econometrics, 2019, 211, (2), 539-559 Downloads View citations (14)
  5. Accounting for Heterogeneity in Environmental Performance Using Data Envelopment Analysis
    Computational Economics, 2019, 54, (3), 1005-1025 Downloads
  6. Bayesian inference in threshold stochastic frontier models
    Empirical Economics, 2019, 56, (2), 399-422 Downloads View citations (1)
    See also Working Paper (2017)
  7. Bayesian nonlinear panel cointegration: an empirical application to the EKC hypothesis
    Letters in Spatial and Resource Sciences, 2019, 12, (2), 113-120 Downloads View citations (1)
  8. Does efficiency help banks survive and thrive during financial crises?
    Journal of Banking & Finance, 2019, 106, (C), 445-470 Downloads View citations (23)
  9. 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 Downloads
  10. 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 Downloads View citations (5)
  11. Exploring vessel-price dynamics: the case of the dry bulk market
    Maritime Policy & Management, 2019, 46, (3), 309-329 Downloads View citations (5)
  12. Financial development and economic growth nexus: A more revisionist approach
    Economic Notes, 2019, 48, (2) Downloads
  13. Forecasting occupancy rate with Bayesian compression methods
    Annals of Tourism Research, 2019, 75, (C), 439-449 Downloads View citations (5)
  14. Forecasting realised volatility using ARFIMA and HAR models
    Quantitative Finance, 2019, 19, (10), 1627-1638 Downloads View citations (4)
  15. Further results on estimating inefficiency effects in stochastic frontier models
    European Journal of Operational Research, 2019, 275, (3), 1157-1164 Downloads View citations (5)
  16. Importance sampling from posterior distributions using copula-like approximations
    Journal of Econometrics, 2019, 210, (1), 45-57 Downloads View citations (1)
  17. Measuring comparative advantages in the Euro Area
    Economic Modelling, 2019, 76, (C), 260-269 Downloads View citations (1)
  18. 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 Downloads
  19. Modeling asymmetric price transmission in the European food market
    Economic Modelling, 2019, 76, (C), 216-230 Downloads View citations (6)
  20. Multi-objective optimization using statistical models
    European Journal of Operational Research, 2019, 276, (1), 364-378 Downloads View citations (4)
  21. Multivariate stochastic volatility with large and moderate shocks
    Journal of the Royal Statistical Society Series A, 2019, 182, (3), 887-917 Downloads View citations (1)
  22. Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?
    International Journal of Finance & Economics, 2019, 24, (1), 97-112 Downloads View citations (18)
    See also Working Paper (2016)
  23. On proper specification in tourism research
    Annals of Tourism Research, 2019, 77, (C), 148-153 Downloads
  24. On the estimation of total factor productivity: A novel Bayesian non-parametric approach
    European Journal of Operational Research, 2019, 277, (3), 886-902 Downloads View citations (5)
  25. Ordinal-response GARCH models for transaction data: A forecasting exercise
    International Journal of Forecasting, 2019, 35, (4), 1273-1287 Downloads View citations (1)
  26. Robust Bayesian Inference in Stochastic Frontier Models
    JRFM, 2019, 12, (4), 1-9 Downloads
  27. The impact of market competition on CEO salary in the US energy sector1
    Energy Policy, 2019, 132, (C), 32-37 Downloads View citations (3)
  28. Transition and limiting distributions when covariates are available
    Economics Letters, 2019, 183, (C), - Downloads

2018

  1. A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
    Omega, 2018, 77, (C), 73-79 Downloads View citations (2)
  2. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
    Computational Economics, 2018, 51, (3), 637-675 Downloads View citations (3)
  3. A novel model of costly technical efficiency
    European Journal of Operational Research, 2018, 268, (2), 653-664 Downloads View citations (5)
  4. 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 Downloads View citations (14)
    See also Working Paper (2018)
  5. Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach
    Economic Modelling, 2018, 73, (C), 254-263 Downloads View citations (2)
  6. Bayesian CV@R/super-quantile regression
    Journal of Applied Statistics, 2018, 45, (16), 2943-2957 Downloads View citations (1)
  7. Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme
    Computational Statistics, 2018, 33, (4), 1687-1713 Downloads
  8. Bayesian local influence analysis: With an application to stochastic frontiers
    Economics Letters, 2018, 165, (C), 54-57 Downloads View citations (1)
  9. Debt dynamics in Europe: A Network General Equilibrium GVAR approach
    Journal of Economic Dynamics and Control, 2018, 93, (C), 175-202 Downloads View citations (1)
    See also Working Paper (2018)
  10. Efficiency in banking of developing countries with the same cultural background: A novel distance function frontier model
    Journal of Economic Studies, 2018, 45, (3), 638-659 Downloads
  11. Market and political power interactions in Greece: an empirical investigation
    IZA Journal of Labor Policy, 2018, 7, (1), 1-43 Downloads View citations (8)
    See also Working Paper (2016)
  12. Measuring management practices
    International Journal of Production Economics, 2018, 199, (C), 65-77 Downloads View citations (7)
  13. Note on posterior inference for the Bingham distribution
    Communications in Statistics - Theory and Methods, 2018, 47, (12), 3022-3028 Downloads
  14. Production of output and ideas: efficiency and growth patterns in the United States
    Regional Studies, 2018, 52, (1), 105-118 Downloads View citations (4)
  15. Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
    Economic Modelling, 2018, 75, (C), 132-141 Downloads View citations (2)
    See also Working Paper (2018)
  16. Shadow directional distance functions with bads: GMM estimation of optimal directions and efficiencies
    Empirical Economics, 2018, 54, (1), 207-230 Downloads View citations (4)
  17. 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 Downloads View citations (7)
  18. Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
    Journal of Econometrics, 2018, 204, (2), 131-146 Downloads View citations (5)
  19. The estimation and decomposition of tourism productivity
    Tourism Management, 2018, 65, (C), 131-142 Downloads View citations (15)
  20. 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 Downloads
  21. The time has come: Toward Bayesian SEM estimation in tourism research
    Tourism Management, 2018, 64, (C), 98-109 Downloads View citations (2)

2017

  1. A non-iterative (trivial) method for posterior inference in stochastic volatility models
    Statistics & Probability Letters, 2017, 126, (C), 83-87 Downloads View citations (1)
  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 (9)
  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 (18)
  4. 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 Downloads View citations (11)
  5. Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity
    Econometrics, 2017, 5, (3), 1-21 Downloads View citations (7)
  6. Bayesian estimation of agent-based models
    Journal of Economic Dynamics and Control, 2017, 77, (C), 26-47 Downloads View citations (71)
    See also Working Paper (2015)
  7. 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 View citations (9)
  8. Destination characteristics that drive hotel performance: A state-of-the-art global analysis
    Tourism Management, 2017, 60, (C), 270-279 Downloads View citations (6)
  9. Did the financial crisis affect the market valuation of large systemic U.S. banks?
    Journal of Financial Stability, 2017, 32, (C), 115-123 Downloads View citations (8)
  10. Endogenous bank risk and efficiency
    European Journal of Operational Research, 2017, 260, (1), 376-387 Downloads View citations (18)
  11. Foreign Direct Investment Determinants in OECD and Developing Countries
    Review of Development Economics, 2017, 21, (3), 527-542 Downloads View citations (15)
  12. 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 View citations (9)
  13. Microfoundations for stochastic frontiers
    European Journal of Operational Research, 2017, 258, (3), 1165-1170 Downloads View citations (6)
  14. Modeling technical and service efficiency
    Transportation Research Part B: Methodological, 2017, 96, (C), 113-125 Downloads View citations (2)
  15. 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 View citations (1)
    See also Working Paper (2017)
  16. Series estimation of functional-coefficient partially linear regression model
    Communications in Statistics - Theory and Methods, 2017, 46, (15), 7593-7602 Downloads
  17. System stress testing of bank liquidity risk
    Journal of International Money and Finance, 2017, 73, (PA), 22-40 Downloads View citations (2)
  18. The long-run causal relationship between exports and economic growth in the euro area
    Applied Economics Letters, 2017, 24, (8), 536-539 Downloads View citations (2)
  19. The profit function system with output- and input-specific technical efficiency
    Economics Letters, 2017, 151, (C), 111-114 Downloads View citations (1)
  20. “When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling
    Journal of the American Statistical Association, 2017, 112, (519), 948-965 Downloads View citations (9)

2016

  1. 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 Downloads View citations (25)
    See also Working Paper (2015)
  2. A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions
    Scottish Journal of Political Economy, 2016, 63, (3), 243-257 Downloads View citations (25)
  3. An Empirical Model of Behavioral Heterogeneity
    Review of Economic Analysis, 2016, 8, (2), 125-134 Downloads
  4. An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
    Energy Economics, 2016, 56, (C), 384-388 Downloads View citations (17)
  5. 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 (10)
  6. Bayesian analysis of multivariate stable distributions using one-dimensional projections
    Journal of Multivariate Analysis, 2016, 143, (C), 185-193 Downloads
  7. Business cycle determinants and fiscal policy: A Panel ARDL approach for EMU
    The Journal of Economic Asymmetries, 2016, 13, (C), 57-68 Downloads View citations (8)
  8. Determinants of non-performing loans: Evidence from Euro-area countries
    Finance Research Letters, 2016, 18, (C), 116-119 Downloads View citations (64)
  9. Directional distance functions: Optimal endogenous directions
    Journal of Econometrics, 2016, 190, (2), 301-314 Downloads View citations (29)
  10. Mobility of knowledge and local innovation activity
    European Economic Review, 2016, 85, (C), 39-61 Downloads View citations (12)
    See also Working Paper (2014)
  11. Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500
    Journal of Financial Stability, 2016, 24, (C), 61-70 Downloads View citations (1)
  12. Notes on technical efficiency estimation with multiple inputs and outputs
    European Journal of Operational Research, 2016, 249, (2), 784-788 Downloads View citations (1)
  13. On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency
    Econometric Reviews, 2016, 35, (5), 871-893 Downloads
  14. On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
    Economics Letters, 2016, 147, (C), 19-22 Downloads View citations (2)
  15. Parameters measuring bank risk and their estimation
    European Journal of Operational Research, 2016, 250, (1), 291-304 Downloads View citations (4)
  16. The good, the bad and the technology: Endogeneity in environmental production models
    Journal of Econometrics, 2016, 190, (2), 315-327 Downloads View citations (15)
  17. 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 (7)

2015

  1. Bayesian Approach to Disentangling Technical and Environmental Productivity
    Econometrics, 2015, 3, (2), 1-23 Downloads View citations (6)
    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 (12)
  3. Dynamic technical and allocative efficiencies in European banking
    Journal of Banking & Finance, 2015, 52, (C), 130-139 Downloads View citations (18)
  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 View citations (1)
  5. Endogeneity in stochastic frontier models: Copula approach without external instruments
    Economics Letters, 2015, 133, (C), 85-88 Downloads View citations (38)
  6. Estimation of Input Distance Functions: A System Approach
    American Journal of Agricultural Economics, 2015, 97, (5), 1478-1493 Downloads View citations (12)
    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 (7)
  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 (4)
  9. Incorporating destination quality into the measurement of tourism performance: A Bayesian approach
    Tourism Management, 2015, 49, (C), 58-71 Downloads View citations (17)
  10. Likelihood-based Inference in S-distributions
    Communications in Statistics - Theory and Methods, 2015, 44, (1), 153-158 Downloads
  11. System estimation of GVAR with two dominants and network theory: Evidence for BRICs
    Economic Modelling, 2015, 51, (C), 604-616 Downloads View citations (7)

2014

  1. Bayesian Analysis of Least Absolute Relative Error Regression
    Communications in Statistics - Theory and Methods, 2014, 43, (23), 4988-4997 Downloads
  2. 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 (17)
  3. 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 (81)
  4. 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)
  5. Is the Greek crisis in the EMU contagious?
    Applied Economics Letters, 2014, 21, (1), 13-18 Downloads
  6. On the Estimation of Marginal Cost
    Operations Research, 2014, 62, (3), 543-556 Downloads View citations (20)
    See also Working Paper (2012)
  7. 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 (13)
  8. 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 (3)
  9. Short-run and long-run performance of international tourism: Evidence from Bayesian dynamic models
    Tourism Management, 2014, 42, (C), 22-36 Downloads View citations (13)
  10. The risk of financial intermediaries
    Journal of Banking & Finance, 2014, 44, (C), 1-12 Downloads View citations (33)
    See also Working Paper (2014)
  11. 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 (9)

2013

  1. A zero inefficiency stochastic frontier model
    Journal of Econometrics, 2013, 172, (1), 66-76 Downloads View citations (37)
  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 (46)
  4. Turkish bank efficiency: Bayesian estimation with undesirable outputs
    Journal of Banking & Finance, 2013, 37, (2), 506-517 Downloads View citations (58)

2012

  1. Bayesian estimation approaches to first-price auctions
    Journal of Econometrics, 2012, 168, (1), 47-59 Downloads View citations (4)
  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 (19)
  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 View citations (1)
  4. Maximum likelihood estimation of stochastic frontier models by the Fourier transform
    Journal of Econometrics, 2012, 170, (1), 234-248 Downloads View citations (16)
  5. Measurement of excess bidding in auctions
    Economics Letters, 2012, 116, (3), 377-380 Downloads View citations (4)
  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 (28)
    See also Working Paper (2009)

2011

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

2010

  1. A Bayesian approach to statistical inference in stochastic DEA
    Omega, 2010, 38, (5), 309-314 Downloads View citations (22)
  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 (3)
  3. Estimation of production risk and risk preference function: a nonparametric approach
    Annals of Operations Research, 2010, 176, (1), 369-378 Downloads View citations (21)
  4. Globally flexible functional forms: The neural distance function
    European Journal of Operational Research, 2010, 206, (2), 456-469 Downloads View citations (7)
  5. Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
    Econometric Reviews, 2010, 29, (1), 39-61 Downloads View citations (17)
  6. Technical and allocative efficiency in European banking
    European Journal of Operational Research, 2010, 204, (1), 153-163 Downloads View citations (44)
    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 (11)
  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 (80)
  4. Stylized Facts of Prices and Interest Rates over the Business Cycle
    Economics Bulletin, 2009, 29, (4), 2613-2627 Downloads View citations (6)
  5. The joint estimation of bank-level market power and efficiency
    Journal of Banking & Finance, 2009, 33, (10), 1842-1850 Downloads View citations (76)
    See also Working Paper (2009)
  6. 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 Downloads

2008

  1. Commentary
    Journal of Productivity Analysis, 2008, 30, (1), 71-75 Downloads
  2. Cost Structure, Efficiency and Productivity in Hellenic Railways
    The Journal of Economic Asymmetries, 2008, 5, (1), 39-52 Downloads
  3. 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 (48)
    See also Working Paper (2007)
  4. EU Growth, Convergence and the Knowledge Economy: An Empirical Investigation
    The Journal of Economic Asymmetries, 2008, 5, (2), 105-124 Downloads View citations (1)
  5. Estimation of input‐oriented technical efficiency using a nonhomogeneous stochastic production frontier model
    Agricultural Economics, 2008, 38, (1), 99-108 Downloads View citations (8)
  6. New evidence on stylized facts of the business cycle: An International Investigation (1960-2004)
    Economics Bulletin, 2008, 28, (16), A0 Downloads
  7. PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
    Metroeconomica, 2008, 59, (2), 203-211 Downloads
  8. 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 (22)

2007

  1. Are Regional Incomes in the USA Converging? A Non-linear Perspective
    Regional Studies, 2007, 41, (4), 525-530 Downloads View citations (9)
  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 (25)
  3. Efficiency Measurement with the Weibull Stochastic Frontier*
    Oxford Bulletin of Economics and Statistics, 2007, 69, (5), 693-706 Downloads View citations (20)
  4. Nonparametric stochastic frontiers: A local maximum likelihood approach
    Journal of Econometrics, 2007, 137, (1), 1-27 Downloads View citations (129)

2006

  1. Estimation of stochastic frontier production functions with input-oriented technical efficiency
    Journal of Econometrics, 2006, 133, (1), 71-96 Downloads View citations (20)
  2. Firm exit and technical inefficiency
    Empirical Economics, 2006, 31, (2), 535-548 Downloads View citations (16)
  3. Inference in dynamic stochastic frontier models
    Journal of Applied Econometrics, 2006, 21, (5), 669-676 Downloads View citations (81)
    Also in Journal of Applied Econometrics, 2006, 21, (5), 669-676 (2006) Downloads View citations (12)

2005

  1. Likelihood Evidence on the Asset Returns Puzzle
    Review of Economic Studies, 2005, 72, (3), 917-946 Downloads View citations (4)
  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 (75)
  3. Productivity growth and inflation in Europe: Evidence from panel cointegration tests
    Empirical Economics, 2005, 30, (1), 137-150 Downloads View citations (8)
  4. The Abrams curve of government size and unemployment: evidence from panel data
    Applied Economics, 2005, 37, (10), 1193-1199 Downloads View citations (13)
  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 (21)

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 (2)
  3. Convergence and regional productivity differences: Evidence from Greek prefectures
    The Annals of Regional Science, 2004, 38, (3), 387-396 Downloads View citations (28)
  4. Dynamic Distributions of Productivity Growth in European Railways
    Journal of Transport Economics and Policy, 2004, 38, (1), 45-75 Downloads View citations (5)
  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 (397)
  6. Inflation, Shadow Prices and the EMU: Evidence From Greece
    Bulletin of Economic Research, 2004, 56, (3), 251-269 Downloads View citations (1)
  7. International Evidence on Import Demand
    Empirica, 2004, 31, (1), 43-53 Downloads View citations (5)
  8. Markov switching stochastic frontier model
    Econometrics Journal, 2004, 7, (2), 398-425 View citations (18)
  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 (21)
  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 (21)
  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 (13)
  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 (9)
  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 (29)

2002

  1. Allocative inefficiency and the capital-energy controversy
    Energy Economics, 2002, 24, (4), 305-318 Downloads View citations (31)
  2. Another Look at Regional Convergence in Greece
    Regional Studies, 2002, 36, (6), 603-609 Downloads View citations (16)
  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 (26)
  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 (4)
  6. Productivity growth in European railways: a new approach
    Transportation Research Part A: Policy and Practice, 2002, 36, (7), 633-644 Downloads View citations (13)
  7. Stochastic frontier models with random coefficients
    Journal of Applied Econometrics, 2002, 17, (2), 127-147 Downloads View citations (149)
    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 (11)

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 (4)
  3. Banking Economic Efficiency In The Deregulation Period: Results From Heteroscedastic Stochastic Frontier Models
    Manchester School, 2001, 69, (6), 656-676 Downloads View citations (19)
  4. Efficiency in European Railways: Not as Inefficient as One Might Think
    Journal of Applied Economics, 2001, 4, (1), 63-88 Downloads View citations (8)
    Also in Journal of Applied Economics, 2001, 4, 63-88 (2001) Downloads View citations (10)
  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 (50)
  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. Posterior Analysis of Stochastic Frontier Models with Truncated Normal Errors
    Computational Statistics, 2001, 16, (4), 559-575 Downloads View citations (2)
  11. 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 (9)

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 (28)
  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 (8)
  6. Real convergence in Europe. How robust are econometric inferences?
    Applied Economics, 2000, 32, (11), 1475-1482 Downloads View citations (13)
  7. Regional Growth and Convergence: Evidence from the United States
    Regional Studies, 2000, 34, (3), 231-238 Downloads View citations (51)

1999

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

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 View citations (2)

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 (2)
  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

  1. Foreign Presence, Technical Efficiency and Firm Survival in Greece: A Simultaneous Equation Model with Latent Variables Approach
    Springer
    See also Working Paper (2006)
 
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