Menelaos Karanasos
Personal Details
First Name: | Menelaos |
Middle Name: | |
Last Name: | Karanasos |
Suffix: | |
RePEc Short-ID: | pka228 |
| |
http://www.mkaranasos.com | |
Research output
Jump to: Working papers ArticlesWorking papers
- Karanasos, Menelaos & Xu, Yongdeng & Yfanti, Stavroula, 2017. "Constrained QML Estimation for Multivariate Asymmetric MEM with Spillovers: The Practicality of Matrix Inequalities," Cardiff Economics Working Papers E2017/14, Cardiff University, Cardiff Business School, Economics Section.
- Campos, Nauro F. & Karanasos, Menelaos G., 2007.
"Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000,"
IZA Discussion Papers
3087, Institute of Labor Economics (IZA).
- Campos, Nauro F. & Karanasos, Menelaos G., 2008. "Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896-2000," Economics Letters, Elsevier, vol. 100(1), pages 135-137, July.
- Nauro F. Campos & Menelaos G. Karanasos, 2007. "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000," CEDI Discussion Paper Series 07-12, Centre for Economic Development and Institutions(CEDI), Brunel University.
- Karanasos, Menelaos & Campos, Nauro, 2007. "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000," CEPR Discussion Papers 6524, C.E.P.R. Discussion Papers.
- Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004.
"Inflation, inflation uncertainty, and a common European Monetary Policy,"
Money Macro and Finance (MMF) Research Group Conference 2003
30, Money Macro and Finance Research Group.
- S. Fountas & A. Ioannidis & M. Karanasos, 2004. "Inflation, Inflation Uncertainty and a Common European Monetary Policy," Manchester School, University of Manchester, vol. 72(2), pages 221-242, March.
- Fountas, Stilianos & Alexandra,Ioannidid, 2001. "Inflation, Inflation Uncertainty, and a Common European Monetary Policy," Working Papers 0054, National University of Ireland Galway, Department of Economics, revised 2001.
- Menelaos Karanasos, 1998. "The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model," Keele Department of Economics Discussion Papers (1995-2001) 98/01, Department of Economics, Keele University.
- Menelaos Karanasos,, 1996.
"A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution,"
Archive Discussion Papers
9613, Birkbeck, Department of Economics, Mathematics & Statistics.
- Menelaos Karanasos, 1997. "A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution," Keele Department of Economics Discussion Papers (1995-2001) 97/09, Department of Economics, Keele University.
- Menelaos Karanasos, "undated". "Prediction in ARMA models with GARCH in Mean Effects," Discussion Papers 99/11, Department of Economics, University of York.
- Menelaos Karanasos, "undated".
"The Covariance Structure of Mixed ARMA Models,"
Discussion Papers
00/10, Department of Economics, University of York.
- Menelaos Karanasos, "undated". "The Covariance Structure of Mixed ARMA Models," Discussion Papers 00/11, Department of Economics, University of York.
- Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, "undated". "Cross-Sectional Aggregation and Persistence in Conditional Variance," Discussion Papers 00/09, Department of Economics, University of York.
- Menelaos Karanasos, "undated". "The Covariance Structure of Component and Multivariate Garch Models," Discussion Papers 99/12, Department of Economics, University of York.
- Menelaos Karanasos, "undated". "Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models," Discussion Papers 00/14, Department of Economics, University of York.
- Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, "undated".
"A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback,"
Discussion Papers
00/24, Department of Economics, University of York.
- Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, 2000. "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Working Papers 414, Queen Mary University of London, School of Economics and Finance.
- Stilianos Fountas & Menelaos Karanasos & Marika Karanassou, 2000. "A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback," Working Papers 0047, National University of Ireland Galway, Department of Economics, revised 2000.
- Menelaos Karanasos & J. Kim, "undated".
"Alternative GARCH in Mean Models: An Application to the Korean Stock Market,"
Discussion Papers
00/25, Department of Economics, University of York.
repec:qmw:qmwecw:wp519 is not listed on IDEAS
repec:qmw:qmwecw:wp414 is not listed on IDEAS - Menelaos Karanasos & J. Kim, "undated".
"Moments of the ARMA-EGARCH Model,"
Discussion Papers
00/29, Department of Economics, University of York.
- M. Karanasos & J. Kim, 2003. "Moments of the ARMA--EGARCH model," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 146-166, June.
Articles
- Karanasos, Menelaos & Kim, Jinki, 2006. "A re-examination of the asymmetric power ARCH model," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 113-128, January.
- Karanasos, M. & Sekioua, S.H. & Zeng, N., 2006.
"On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data,"
Economics Letters, Elsevier, vol. 90(2), pages 163-169, February.
- Menelaos Karananos & S.H Sekioua & N Zeng, 2005. "On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data," Money Macro and Finance (MMF) Research Group Conference 2005 21, Money Macro and Finance Research Group.
- Conrad, Christian & Karanasos, Menelaos, 2006. "The impulse response function of the long memory GARCH process," Economics Letters, Elsevier, vol. 90(1), pages 34-41, January.
- Conrad, C. & Karanasos, M., 2005. "On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach," Japan and the World Economy, Elsevier, vol. 17(3), pages 327-343, August.
- Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza, 2004. "Output Variability and Economic Growth: the Japanese Case," Bulletin of Economic Research, Wiley Blackwell, vol. 56(4), pages 353-363, October.
- Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, 2004.
"On the Autocorrelation Properties of Long‐Memory GARCH Processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 265-282, March.
- Martin Sola & M Karansos & Zacharias Psaradakis, 2002. "On the autocorrelation properties of Long Memory Garch Processes," Department of Economics Working Papers 025, Universidad Torcuato Di Tella.
- S. Fountas & A. Ioannidis & M. Karanasos, 2004.
"Inflation, Inflation Uncertainty and a Common European Monetary Policy,"
Manchester School, University of Manchester, vol. 72(2), pages 221-242, March.
- Fountas, Stilianos & Alexandra,Ioannidid, 2001. "Inflation, Inflation Uncertainty, and a Common European Monetary Policy," Working Papers 0054, National University of Ireland Galway, Department of Economics, revised 2001.
- Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004. "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003 30, Money Macro and Finance Research Group.
- M. Karanasos & J. Kim, 2003.
"Moments of the ARMA--EGARCH model,"
Econometrics Journal, Royal Economic Society, vol. 6(1), pages 146-166, June.
- Menelaos Karanasos & J. Kim, "undated". "Moments of the ARMA-EGARCH Model," Discussion Papers 00/29, Department of Economics, University of York.
- Fountas, Stilianos & Karanasos, Menelaos & Kim, Jinki, 2002.
"Inflation and output growth uncertainty and their relationship with inflation and output growth,"
Economics Letters, Elsevier, vol. 75(3), pages 293-301, May.
- Fountas, Stilianos & Karanasos,Menelaos, 2001. "Inflation and Output Growth Uncertainty and their Relationship with Inflation and Output Growth," Working Papers 0053, National University of Ireland Galway, Department of Economics, revised 2001.
- Karanasos, Menelaos, 1999.
"The second moment and the autocovariance function of the squared errors of the GARCH model,"
Journal of Econometrics, Elsevier, vol. 90(1), pages 63-76, May.
RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:199-211 is not listed on IDEAS
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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.- NEP-ECM: Econometrics (8) 1999-10-28 1999-10-28 2000-03-13 2000-03-13 2000-03-13 2000-04-17 2000-07-11 2017-11-12. Author is listed
- NEP-ETS: Econometric Time Series (6) 1999-10-28 1999-10-28 2000-03-13 2000-03-13 2000-04-17 2000-07-11. Author is listed
- NEP-FIN: Finance (1) 2000-03-13
- NEP-FMK: Financial Markets (1) 2000-03-13
- NEP-MAC: Macroeconomics (1) 2007-11-10
- NEP-MON: Monetary Economics (1) 2000-07-11
- NEP-POL: Positive Political Economics (1) 2007-11-10
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