Working Papers

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34: The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation

George Tavlas and P.A.V.B. Swamy

33: Capital Flows, Capital Account Liberalisation and the Mediterranean Countries

Heather Gibson, Nicholas Tsaveas and Thomas Vlassopoulos

32: Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility

George Christodoulakis and Stephen Satchell

31: Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries

Stephen Hall and George Hondroyiannis

30: The European Union GDP Forecast Rationality under Asymmetric Preferences

George Christodoulakis and Emmanuel Mamatzakis

29: Real Exchange Rate Dynamics and Output Contraction under Transition

Christos Papazoglou

28: Some Further Evidence on Exchange-Rate Volatility and Exports

George Hondroyiannis, P.A.V.B. Swamy, George Tavlas and Michael Ulan

27: The Comparative Performance of Q-type and Dynamic Models of Firm Investment: Empirical Evidence from the UK

Eleni Angelopoulou

26: Aggregate Supply and Demand, the Real Exchange Rate and Oil Price Denomination

Yiannis Stournaras

25: Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability

Panayiotis Athanasoglou, Sophocles Brissimis and Manthos Delis

24: Regional Integration Challenges in South East Europe: Banking Sector Trends

George Stubos and Ioannis Tsikripis

23: Measuring Liquidity in the Greek Government Securities Market

Thanasis Christodoulopoulos and Ioulia Grigoratou

22: Market Power, Innovative Activity and Exchange Rate Pass-Through

Sophocles Brissimis and Theodora Kosma

21: Does Corporate Ownership Structure Matter for Economic Growth? A Cross-Country Analysis

Panayotis Kapopoulos and Sophia Lazaretou

20: The Greek Model of the European System of Central Banks Multi-Country Model

Dimitrios Sideris and Nicholas Zonzilos

19: Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan

Dimitrios Sideris

18: The Global Implications of Regional Exchange Rate Regines

Harris Dellas and George Tavlas

17: Financial Markets and Economic Growth in Greece

George Hondroyiannis, Sarantis Lolos and Evangelia Papapetrou

16: The Drachma, Foreign Creditors and the International Monetary System: Tales of a Currency during the 19th and the Early 20th Century

Sophia Lazaretou

15: Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting

Sophocles Brissimis, Dimitris Sideris and Fragiska Voumvaki

14: Econometric Modelling at the Bank of Greece

Nicholas Zonzilos

13: Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data

George Hondroyiannis and Sophia Lazaretou

12: Wage Rigidity and Monetary Union

Harris Dellas and George Tavlas

11: EMU Strategies: Lessons from Past Experience in View of EU Enlargement

Theodoros Papaspyrou

10: Forward-Looking Information in VAR Models and the Price Puzzle

Sophocles Brissimis and Nicholas Magginas

09: Cost Efficiency in Greek Banking

Nicos Kamberoglou, Elias Liapis, George Simigiannis and Panagiota Tzamourani

08: The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates

Thanasis Christodoulopoulos and Ioulia Grigoratou

07: Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach

Alexandros Milionis

06: Capital Flows and Speculative Attacks in Prospective EU Member States

Heather Gibson and Euclid Tsakalotos

05: Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel

Sophocles Brissimis and Nicholas Magginas

04: An Indicator Measuring Underlying Economic Activity in Greece

Stephen Hall and Nicholas Zonzilos

03: The Dynamic Adjustment of a Transition Economy in the Early Stages of Transformation

Christos Papazoglou and Eric Pentecost

02: Greek Monetary Economics in Retrospect: The Adventures of the Drachma

Sophia Lazaretou

01: Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece

Sophocles Brissimis, George Hondroyiannis, P.A.V.B. Swamy and George Tavlas