Macroeconomics and Econometrics, with a special emphasis on empirical macroeconomic models.
Representative Publications
2011
"Breton Woods Systems, old and new, and the rotation of exchange rate regimes’ with G. Hondroyanis, PAVB Swamy and G. Tavlas, The Manchester School march 79, 2 pp
2010
"The Small Sample Properties of Tests of the Expectations Hypothesis: A Monte Carlo Investigation” with Eugenie Garganas, International Journal of Finance and Economics, DOI: 10.1002/ijfe.422
"Estimation of Parameters in the Presence of Model Misspecification and Measurement Error," with PAVB Swamy, G.Tavlas and G.Hondroyiannis, Studies in Nonlinear Dynamics & Econometrics.
"The Fisher Effect Puzzle: A Case of Non-Linear Relationship?” with G.Hondroyianis, P.A.V.B. Swmay and George S. Tavlas. Open Economies Review doi 10.1007/s11079-009-9157-1
2009
"The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?" Southern Economic Journal
"A New Look at Economic Convergence in Europe: A Common Factor Approach’ International Journal of Finance and Economics’ vol 14,1, 85-97, doi 10.1002/ijfe.364
2008
"A comparison between tests for changes in the adjustment coefficients in cointegrated systems’, Journal of Statistical Computation and Simulation, 78, 1, 1-17. with Barassi, M.R., Caporale, G.M.
"Recent Development in Density Forecasting’ with James Mitchel in Palgrave Handbook of Economics vol II edited T. Mills and K.D. Patterson
"Foreign Direct Investment in R&D and Exchange Rate Uncertainty" with Bettina Becker, accepted in the Open Economies Review
2006
Optimal Combinations of Density Forecasts, with J. Mitchell, International Journal of Forecasting
Density Forecasts, with James Mitchell, forthcoming in the Palgrave Handbook of Econometrics, volume 2, edited by T.C. Mills and K. Patterson
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