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Catherine KYRTSOU

Personal Details

First Name:Catherine
Middle Name:
Last Name:Kyrtsou
Suffix:
RePEc Short-ID:pky4
[This author has chosen not to make the email address public]
http://catherinekyrtsou.wordpress.com
Prof. Catherine Kyrtsou University of Macedonia Department of Economics Egnatia str., 156 54006, Thessaloniki, GREECE

Affiliation

(89%) Department of Economics
University of Macedonia

Thessaloniki, Greece
https://www.uom.gr/eco
RePEc:edi:deumagr (more details at EDIRC)

(11%) EconomiX
Université Paris-Nanterre (Paris X)

Nanterre, France
http://economix.fr/
RePEc:edi:modemfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Catherine Kyrtsou, 2023. "Mapping inflation dynamics," Working Papers 311, Bank of Greece.
  2. Catherine Kyrtsou, 2015. "Macroeconomics: Policy and Practice by F. Mishkin (2nd edition)," Post-Print hal-01637950, HAL.
  3. Valérie Mignon & Sessi Tokpavi & Catherine Kyrtsou, 2014. "Comovement and Contagion in Financial Markets," Post-Print hal-01636693, HAL.
  4. Papana, A. & Kyrtsou, K. & Kugiumtzis, D. & Diks, C.G.H., 2013. "Partial Symbolic Transfer Entropy," CeNDEF Working Papers 13-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. Christos Kollias & Catherine Kyrtsou & Stephanos Papadamou, 2011. "The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship," Economics of Security Working Paper Series 57, DIW Berlin, German Institute for Economic Research.
  6. Anastasios SARAIDARIS & Stella KARAGIANNI & Catherine KYRTSOU & Anastasios SARAIDARIS, 2010. "Effects of Tax Policy Announcements in the Athens Stock Exchange," EcoMod2010 259600148, EcoMod.
  7. Catherine Kyrtsou, 2010. "Nonlinear Financial Analysis," Post-Print hal-01636694, HAL.
  8. Catherine Kyrtsou & Michel Terraza, 2008. "Seasonal Mackey-Glass-GARCH process and short-term dynamics," Discussion Paper Series 2008_09, Department of Economics, University of Macedonia, revised Sep 2008.
  9. Catherine Kyrtsou & Costas Vorlow, 2008. "Modelling non-linear comovements between time series," Working Papers 2008_01, Durham University Business School.
  10. Claude Diebolt & Catherine Kyrtsou, 2006. "Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics," Working Papers 06-02, Association Française de Cliométrie (AFC).
  11. Claude Diebolt & Catherine Kyrtsou, 2005. "New Trends in Macroeconomics," Post-Print hal-00279607, HAL.
  12. Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU, 2004. "Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series," Computing in Economics and Finance 2004 27, Society for Computational Economics.
  13. Catherine Kyrtsou & Michel Terraza, 2000. "Is It Possible To Study Jointly Chaotic And Arch Behaviour? Application Of A Noisy Mackey-Glass Equation With Heteroskedastic Errors To The Paris Stock Exchange," Computing in Economics and Finance 2000 Z226, Society for Computational Economics.

Articles

  1. Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2023. "Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data," Empirical Economics, Springer, vol. 64(3), pages 1399-1420, March.
  2. Catherine Kyrtsou & Dimitris Kugiumtzis & Angeliki Papana, 2019. "Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test," The European Journal of Finance, Taylor & Francis Journals, vol. 25(15), pages 1402-1419, October.
  3. Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2017. "Assessment of resampling methods for causality testing: A note on the US inflation behavior," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-20, July.
  4. Papana, Angeliki & Kyrtsou, Catherine & Kugiumtzis, Dimitris & Diks, Cees, 2017. "Financial networks based on Granger causality: A case study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 65-73.
  5. Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
  6. Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2016. "Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 341-365, March.
  7. C. Kyrtsou & D. Sornette, 2013. "Editorial introduction: ‘new facets of the economic complexity in modern financial markets’," The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 337-343, May.
  8. Kollias, Christos & Kyrtsou, Catherine & Papadamou, Stephanos, 2013. "The effects of terrorism and war on the oil price–stock index relationship," Energy Economics, Elsevier, vol. 40(C), pages 743-752.
  9. Karagianni Stella & Kyrtsou Catherine, 2011. "Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-25, March.
  10. Dimitrios Hristu-Varsakelis & Catherine Kyrtsou, 2010. "Testing for Granger Causality in the Presence of Chaotic Dynamics," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 323-327.
  11. Catherine Kyrtsou & Michel Terraza, 2010. "Seasonal Mackey–Glass–GARCH process and short-term dynamics," Empirical Economics, Springer, vol. 38(2), pages 325-345, April.
  12. Catherine Kyrtsou, 2010. "Introduction," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(2), pages 165-167.
  13. Malliaris, A.G. & Kyrtsou, C., 2009. "Editorial introduction of the special issue: "Energy sector pricing and macroeconomic dynamics"," Energy Economics, Elsevier, vol. 31(6), pages 825-826, November.
  14. Kyrtsou, Catherine & Malliaris, Anastasios G., 2009. "The impact of information signals on market prices when agents have non-linear trading rules," Economic Modelling, Elsevier, vol. 26(1), pages 167-176, January.
  15. Kyrtsou, Catherine & Vorlow, Costas, 2009. "Modelling non-linear comovements between time series," Journal of Macroeconomics, Elsevier, vol. 31(1), pages 200-211, March.
  16. Kyrtsou, Catherine & Malliaris, Anastasios G. & Serletis, Apostolos, 2009. "Energy sector pricing: On the role of neglected nonlinearity," Energy Economics, Elsevier, vol. 31(3), pages 492-502, May.
  17. Kyrtsou, Catherine, 2008. "Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(27), pages 6785-6789.
  18. D. Hristu-Varsakelis & C. Kyrtsou, 2008. "Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns," Discrete Dynamics in Nature and Society, Hindawi, vol. 2008, pages 1-7, May.
  19. Kyrtsou, Catherine & Labys, Walter C., 2007. "Detecting positive feedback in multivariate time series: The case of metal prices and US inflation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(1), pages 227-229.
  20. Catherine Kyrtsou & Alexandros Leontitsis & Costas Siriopoulos, 2006. "Exploring The Impact Of Calendar Effects On The Dynamic Structure And Forecasts Of Financial Time Series," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-22.
  21. Kyrtsou, Catherine & Palivos, Theodore, 2006. "Editorial introduction: Nonlinear macroeconomic dynamics," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 1-4, March.
  22. Kyrtsou, Catherine & Serletis, Apostolos, 2006. "Univariate tests for nonlinear structure," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 154-168, March.
  23. Kyrtsou, Catherine & Labys, Walter C., 2006. "Evidence for chaotic dependence between US inflation and commodity prices," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 256-266, March.
  24. Catherine Kyrtsou & Walter C. Labys & Michel Terraza, 2004. "Noisy chaotic dynamics in commodity markets," Empirical Economics, Springer, vol. 29(3), pages 489-502, September.
  25. Catherine Kyrtsou & Michel Terraza, 2003. "Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 257-276, June.
  26. Kyrtsou, Catherine & Terraza, Michel, 2002. "Stochastic chaos or ARCH effects in stock series?: A comparative study," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 407-431.
  27. Kyrtsou, C. & Terraza, V., 2000. "Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data," European Research Studies Journal, European Research Studies Journal, vol. 0(3-4), pages 3-16, July - De.

Chapters

  1. Catherine Kyrtsou & Constantinos E. Vorlow, 2005. "Complex Dynamics in Macroeconomics: A Novel Approach," Springer Books, in: Claude Diebolt & Catherine Kyrtsou (ed.), New Trends in Macroeconomics, pages 223-238, Springer.

Books

  1. Claude Diebolt & Catherine Kyrtsou (ed.), 2005. "New Trends in Macroeconomics," Springer Books, Springer, number 978-3-540-28556-4, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CWA: Central and Western Asia (1) 2012-01-25
  2. NEP-ECM: Econometrics (1) 2008-09-29
  3. NEP-ENE: Energy Economics (1) 2012-01-25
  4. NEP-ETS: Econometric Time Series (1) 2008-09-29
  5. NEP-FIN: Finance (1) 2004-08-16
  6. NEP-FOR: Forecasting (1) 2008-09-29
  7. NEP-MON: Monetary Economics (1) 2023-05-08

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