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Yiannis Karavias

Personal Details

First Name:Yiannis
Middle Name:
Last Name:Karavias
Suffix:
RePEc Short-ID:pka744
[This author has chosen not to make the email address public]
https://sites.google.com/site/yianniskaravias/
Terminal Degree:2012 Department of Economics; Athens University of Economics and Business (AUEB) (from RePEc Genealogy)

Affiliation

Department of Economics and Finance
Brunel University London

Uxbridge, United Kingdom
https://www.brunel.ac.uk/economics-and-finance
RePEc:edi:debruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Marco Barassi & Yiannis Karavias & Chongxian Zhu, 2023. "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2308.04057, arXiv.org.
  2. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers 2211.06707, arXiv.org, revised Jan 2023.
  3. Jiaqi Xiao & Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "Improved Tests for Granger Non-Causality in Panel Data," Discussion Papers 21-06, Department of Economics, University of Birmingham.
  4. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021. "Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata," Papers 2110.14550, arXiv.org, revised Oct 2021.
  5. Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Papers 2111.03035, arXiv.org.
  6. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021. "Panel Unit Root Tests with Structural Breaks," Discussion Papers 21-12, Department of Economics, University of Birmingham.
  7. Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020. "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers 32/20, Monash University, Department of Econometrics and Business Statistics.
  8. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020. "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers 20-21, Department of Economics, University of Birmingham.
  9. Stylianos Asimakopoulos & Filipa Da Silva Fernandes & Yiannis Karavias, 2020. "Firm Heterogeneity and Trade Credit Behaviour," Discussion Papers 20-20, Department of Economics, University of Birmingham.
  10. Arturas Juodis & Yiannis Karavias, 2019. "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series 59, Bank of Lithuania.
  11. Stylianos Asimakopoulos & Yiannis Karavias, 2015. "The impact of government size on economic growth: a threshold analysis," Discussion Papers 15/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  12. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015. "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers 15/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  13. Yiannis Karavias & Elias Tzavalis, 2014. "A fixed-T version of Breitung's panel data unit root test and its asymptotic local power," Discussion Papers 14/02, University of Nottingham, Granger Centre for Time Series Econometrics.
  14. Yiannis Karavias & Elias Tzavalis, 2013. "The power performance of fixed-T panel unit root tests allowing for structural breaks," Discussion Papers 13/01, University of Nottingham, Granger Centre for Time Series Econometrics.
  15. Manthos D. Delis & Yiannis Karavias, 2013. "Optimal versus realized bank credit risk and monetary policy," Discussion Papers 13/03, University of Nottingham, Granger Centre for Time Series Econometrics.
  16. Karavias, Yiannis & Tzavalis, Elias, 2012. "On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors," MPRA Paper 43131, University Library of Munich, Germany.
  17. Yiannis Karavias & Elias Tzavalis, 2012. "The local power of fixed-T panel unit root tests allowing for serially correlated errors," Discussion Papers 12/01, University of Nottingham, Granger Centre for Time Series Econometrics.

Articles

  1. Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen, 2023. "Improved tests for Granger noncausality in panel data," Stata Journal, StataCorp LP, vol. 23(1), pages 230-242, March.
  2. Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund, 2023. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 653-666, July.
  3. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2022. "Panel unit-root tests with structural breaks," Stata Journal, StataCorp LP, vol. 22(3), pages 664-678, September.
  4. Yiannis Karavias & Elias Tzavalis & Haotian Zhang, 2022. "Missing Values in Panel Data Unit Root Tests," Econometrics, MDPI, vol. 10(1), pages 1-11, March.
  5. Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021. "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, vol. 60(1), pages 93-112, January.
  6. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021. "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1593-1621, May.
  7. Yiannis Karavias & Elias Tzavalis, 2019. "Generalized fixed‐T panel unit root tests," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(4), pages 1227-1251, December.
  8. Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias, 2018. "Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 54-59.
  9. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
  10. Yiannis Karavias & Elias Tzavalis, 2017. "Local power of panel unit root tests allowing for structural breaks," Econometric Reviews, Taylor & Francis Journals, vol. 36(10), pages 1123-1156, November.
  11. Yiannis Karavias & Elias Tzavalis, 2016. "Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 222-239, March.
  12. Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V., 2016. "Inflation convergence in the EMU," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 241-253.
  13. Asimakopoulos, Stylianos & Karavias, Yiannis, 2016. "The impact of government size on economic growth: A threshold analysis," Economics Letters, Elsevier, vol. 139(C), pages 65-68.
  14. Y. Karavias, 2016. "Almost All About Unit Roots: Foundations, Developments, and Applications , by In Choi . Published by Cambridge University Press , Cambridge , 2015 . Total number of pages: 295. ISBN: 9781107482500 (pa," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 143-144, January.
  15. Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016. "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, vol. 17(C), pages 1-6.
  16. Delis, Manthos D. & Karavias, Yiannis, 2015. "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, vol. 16(C), pages 13-30.
  17. Karavias, Yiannis & Tzavalis, Elias, 2014. "Testing for unit roots in short panels allowing for a structural break," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 391-407.
  18. Karavias, Yiannis & Tzavalis, Elias, 2014. "A fixed-T version of Breitung’s panel data unit root test," Economics Letters, Elsevier, vol. 124(1), pages 83-87.

Software components

  1. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021. "XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data," Statistical Software Components S459010, Boston College Department of Economics, revised 13 Jan 2022.
  2. Pengyu Chen & Yiannis Karavias, 2021. "XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks," Statistical Software Components S458955, Boston College Department of Economics, revised 29 Jul 2027.
  3. Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen, 2021. "XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data," Statistical Software Components S458934, Boston College Department of Economics, revised 08 Jan 2023.

Chapters

  1. Yiannis Karavias, 2022. "Structural Breaks in Financial Panel Data," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 93, pages 2213-2228, Springer.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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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 21 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-ECM: Econometrics (8) 2012-12-15 2013-04-13 2014-06-02 2019-05-06 2020-10-12 2021-04-19 2022-12-12 2023-09-11. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2012-12-15 2013-04-13 2014-06-02 2019-05-06 2020-10-12 2021-04-19 2021-07-26 2021-11-22. Author is listed
  3. NEP-ORE: Operations Research (5) 2019-05-06 2020-10-12 2020-10-19 2021-04-19 2021-05-03. Author is listed
  4. NEP-BAN: Banking (3) 2013-11-22 2022-12-12 2023-02-20
  5. NEP-MON: Monetary Economics (3) 2013-09-24 2013-11-22 2023-02-20
  6. NEP-CBA: Central Banking (2) 2013-09-24 2022-12-12
  7. NEP-FDG: Financial Development and Growth (2) 2015-08-07 2023-02-20
  8. NEP-MAC: Macroeconomics (2) 2015-08-07 2021-05-03
  9. NEP-BEC: Business Economics (1) 2020-08-31
  10. NEP-CWA: Central and Western Asia (1) 2021-11-08
  11. NEP-DCM: Discrete Choice Models (1) 2023-09-11
  12. NEP-EFF: Efficiency and Productivity (1) 2023-01-02
  13. NEP-FMK: Financial Markets (1) 2021-11-08
  14. NEP-GRO: Economic Growth (1) 2015-08-07
  15. NEP-ISF: Islamic Finance (1) 2021-09-20
  16. NEP-PBE: Public Economics (1) 2015-08-07
  17. NEP-RMG: Risk Management (1) 2013-11-22

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