Antonis Michis
Personal Details
First Name: | Antonis |
Middle Name: | |
Last Name: | Michis |
Suffix: | |
RePEc Short-ID: | pmi739 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/antonismichis/ | |
CENTRAL BANK OF CYPRUS 80, KENNEDY AVENUE, CY-1076 NICOSIA, CYPRUS | |
Affiliation
Central Bank of Cyprus
Nicosia, Cyprushttps://www.centralbank.cy/
RePEc:edi:cbcgvcy (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Antonis Michis, 2016. "Mean Squared Prediction Error Reduction With Instrumental Variables," Working Papers 2016-5, Central Bank of Cyprus.
- Antonis A. Michis & Guy P. Nason, 2015. "Estimation and Prediction of Shipping Trends with the Data-Driven Haar-Fisz Transform," Working Papers 2015-1, Central Bank of Cyprus.
- Antonis Michis, 2014.
"Time Scale Evaluation of Economic Forecasts,"
Working Papers
2014-1, Central Bank of Cyprus.
- Michis, Antonis A., 2014. "Time scale evaluation of economic forecasts," Economics Letters, Elsevier, vol. 123(3), pages 279-281.
- Antonis Michis, 2014.
"Investing in Gold: Individual Asset Risk in the Long Run,"
Working Papers
2014-2, Central Bank of Cyprus.
- Michis, Antonis A., 2014. "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, vol. 11(4), pages 369-374.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2013.
"National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries,"
Working Paper series
41_13, Rimini Centre for Economic Analysis.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2015. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 829-851, July.
- Antonis Michis, 2013. "Measuring Market Power in the Banking Industry in the Presence of Opportunity Cost," Working Papers 2013-1, Central Bank of Cyprus.
- Antonis Michis, 2012. "Monitoring Forecasting Combinations with Semiparametric Regression Models," Working Papers 2012-2, Central Bank of Cyprus.
- Antonis Michis, 2011. "Multiscale Analysis of the Liquidity Effect," Working Papers 2011-5, Central Bank of Cyprus.
- Antonis A. Michis, 2010.
"Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment,"
Working Papers
2010-9, Central Bank of Cyprus.
- Antonis A Michis, 2011. "Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392, Bank for International Settlements.
- davis, peter & Clerides, Sofronis & Michis, Antonis, 2010.
"The Impact of the Iraq War on US Consumer Goods Sales in Arab Countries,"
CEPR Discussion Papers
8041, C.E.P.R. Discussion Papers.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2010. "The Impact of the Iraq War on US Consumer Goods Sales in Arab Countries," University of Cyprus Working Papers in Economics 06-2010, University of Cyprus Department of Economics.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2010. "The Impact of the Iraq War on US Consumer Goods Sales in Arab Countries," Working Paper series 25_10, Rimini Centre for Economic Analysis.
Articles
- Antonis A. Michis, 2024. "Hedonic Decomposition of Beer Prices: Consumer Ratings and Quantity Discounts," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 31(1), pages 1-23, January.
- Antonis A. Michis, 2023. "Retail distribution evaluation in brand-level sales response models," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(3), pages 366-378, September.
- Antonis A. Michis, 2023. "Precious Metals Comovements in Turbulent Times: COVID-19 and the Ukrainian Conflict," JRFM, MDPI, vol. 16(5), pages 1-18, May.
- Antonis A. Michis, 2022. "Multiscale Partial Correlation Clustering of Stock Market Returns," JRFM, MDPI, vol. 15(1), pages 1-22, January.
- Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
- Antonis A Michis, 2019. "The systematic risk of gold at different time-scales," Economics Bulletin, AccessEcon, vol. 39(2), pages 1215-1227.
- Antonis A. Michis & Guy P. Nason, 2017. "Case study: shipping trend estimation and prediction via multiscale variance stabilisation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(15), pages 2672-2684, November.
- Michis, Antonis A., 2016. "Market concentration and nonlinear pricing in European banking," Journal of Economics and Business, Elsevier, vol. 85(C), pages 1-12.
- Markidou Anna & Michis Antonis, 2016. "Channel Concentration and Retail Prices: Evidence from the Traditional Cheese Market of Cyprus," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 109-119, May.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2015.
"National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 829-851, July.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2013. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries," Working Paper series 41_13, Rimini Centre for Economic Analysis.
- Antonis A Michis, 2015. "A wavelet smoothing method to improve conditional sales forecasting," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 66(5), pages 832-844, May.
- Antonis Michis, 2015. "Multiscale Analysis of the Liquidity Effect in the UK Economy," Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 615-633, April.
- Michis, Antonis A., 2014.
"Investing in gold: Individual asset risk in the long run,"
Finance Research Letters, Elsevier, vol. 11(4), pages 369-374.
- Antonis Michis, 2014. "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers 2014-2, Central Bank of Cyprus.
- Michis, Antonis A., 2014.
"Time scale evaluation of economic forecasts,"
Economics Letters, Elsevier, vol. 123(3), pages 279-281.
- Antonis Michis, 2014. "Time Scale Evaluation of Economic Forecasts," Working Papers 2014-1, Central Bank of Cyprus.
- Antonis Michis & Anna Markidou, 2013. "Determinants of retail wine prices: evidence from Cyprus," Empirical Economics, Springer, vol. 45(1), pages 267-280, August.
- Antonis A. Michis, 2009. "Forecasting brand sales with wavelet decompositions of related causal series," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(2), pages 95-110.
- Michis Antonis A, 2009. "Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights," Review of Marketing Science, De Gruyter, vol. 7(1), pages 1-43, July.
- Michis Antonis & Sapatinas Theofanis, 2007. "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-25, December.
Chapters
- Antonis A Michis, 2011.
"Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392,
Bank for International Settlements.
- Antonis A. Michis, 2010. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers 2010-9, Central Bank of Cyprus.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Antonis Michis, 2014.
"Time Scale Evaluation of Economic Forecasts,"
Working Papers
2014-1, Central Bank of Cyprus.
- Michis, Antonis A., 2014. "Time scale evaluation of economic forecasts," Economics Letters, Elsevier, vol. 123(3), pages 279-281.
Cited by:
- Yang, Dazhi & Sharma, Vishal & Ye, Zhen & Lim, Lihong Idris & Zhao, Lu & Aryaputera, Aloysius W., 2015. "Forecasting of global horizontal irradiance by exponential smoothing, using decompositions," Energy, Elsevier, vol. 81(C), pages 111-119.
- Marczak, Martyna & Beissinger, Thomas, 2015.
"Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective,"
Hohenheim Discussion Papers in Business, Economics and Social Sciences
06-2015, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Martyna Marczak & Thomas Beissinger, 2016. "Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective," Applied Economics Letters, Taylor & Francis Journals, vol. 23(18), pages 1305-1311, December.
- Marczak, Martyna & Beissinger, Thomas, 2016. "Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective," VfS Annual Conference 2016 (Augsburg): Demographic Change 145836, Verein für Socialpolitik / German Economic Association.
- Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020.
"On the predictability of crude oil market: A hybrid multiscale wavelet approach,"
Post-Print
hal-02956380, HAL.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(4), pages 599-614, July.
- Nikolaos Mitianoudis & Theologos Dergiades, 2016. "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series 2016_04, Department of Economics, University of Macedonia, revised Dec 2016.
- Ardila, Diego & Sornette, Didier, 2016. "Dating the financial cycle with uncertainty estimates: a wavelet proposition," Finance Research Letters, Elsevier, vol. 19(C), pages 298-304.
- Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
- Markidou Anna & Michis Antonis, 2016. "Channel Concentration and Retail Prices: Evidence from the Traditional Cheese Market of Cyprus," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 109-119, May.
- Antonis Michis, 2014.
"Investing in Gold: Individual Asset Risk in the Long Run,"
Working Papers
2014-2, Central Bank of Cyprus.
- Michis, Antonis A., 2014. "Investing in gold: Individual asset risk in the long run," Finance Research Letters, Elsevier, vol. 11(4), pages 369-374.
Cited by:
- Hoang, Thi-Hong-Van & Wong, Wing-Keung & Zhu, Zhenzhen, 2015.
"Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange,"
Economic Modelling, Elsevier, vol. 50(C), pages 200-211.
- Thi-Hong-Van Hoang & Wing-Keung Wong & Zhenzhen Zhu, 2015. "Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange," Post-Print hal-02010732, HAL.
- Thi Hong Van Hoang & Amine Lahiani & David Heller, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Post-Print hal-02012307, HAL.
- Elena Andreou & Snezana Eminidou & Marios Zachariadis, 2017.
"Inflation expectations and monetary policy surprises,"
University of Cyprus Working Papers in Economics
01-2017, University of Cyprus Department of Economics.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018. "Inflation Expectations and Monetary Policy Surprises," Working Papers 2018-1, Central Bank of Cyprus.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2017. "Inflation Expectations and Monetary Policy Surprises," 2017 Meeting Papers 919, Society for Economic Dynamics.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2020. "Inflation Expectations and Monetary Policy Surprises," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 306-339, January.
- Fan He & Xuansen He, 2019. "A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 729-761, August.
- Joscha Beckmann & Theo Berger & Robert Czudaj, 2017.
"Gold Price Dynamics and the Role of Uncertainty,"
Chemnitz Economic Papers
006, Department of Economics, Chemnitz University of Technology, revised May 2017.
- Joscha Beckmann & Theo Berger & Robert Czudaj, 2019. "Gold price dynamics and the role of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 19(4), pages 663-681, April.
- Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018. "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 317-345, August.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017.
"Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication,"
Chemnitz Economic Papers
012, Department of Economics, Chemnitz University of Technology, revised Jul 2017.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2019. "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Empirical Economics, Springer, vol. 56(3), pages 1117-1144, March.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2016. "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Post-Print hal-02053864, HAL.
- Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016.
"Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis,"
Post-Print
hal-02964594, HAL.
- El khamlichi, Abdelbari & HOANG, Thi Hong Van & Wong, Wing-Keung, 2017. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," MPRA Paper 76282, University Library of Munich, Germany.
- Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02965765, HAL.
- Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
- Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Salman, Aneel, 2019. "Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models," Resources Policy, Elsevier, vol. 61(C), pages 210-230.
- Hoang, Thi Hong Van & Lahiani, Amine & Heller, David, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Economic Modelling, Elsevier, vol. 54(C), pages 54-66.
- Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019.
"Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis,"
Resources Policy, Elsevier, vol. 61(C), pages 617-626.
- Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print hal-02179795, HAL.
- Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert, 2016. "Diamonds vs. precious metals: What shines brightest in your investment portfolio?," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 1-14.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2013.
"National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries,"
Working Paper series
41_13, Rimini Centre for Economic Analysis.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2015. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries," Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 829-851, July.
Cited by:
- Pablo A. Peña & Saidé Salazar & Carlos Serrano, 2022. "Trump’s wall and gourmet coffee sales: The effect of a consumer boycott in Mexico," Economics and Politics, Wiley Blackwell, vol. 34(1), pages 113-141, March.
- Shi, Wei & Wei, Jingran, 2023. "In the crossfire: Multinational companies and consumer boycotts," China Economic Review, Elsevier, vol. 77(C).
- Daniel Levy & Avichai Snir, 2017.
"Potterian Economics,"
Working Papers
2017-03, Bar-Ilan University, Department of Economics.
- Daniel Levy & Avichai Snir, 2022. "Potterian Economics," Papers 2208.03564, arXiv.org.
- Daniel Levy & Avichai Snir, 2017. "Potterian Economics," Working Papers 002-17 JEL Codes: A13, A1, International School of Economics at TSU, Tbilisi, Republic of Georgia.
- Levy, Daniel & Snir, Avichai, 2022. "Potterian Economics," MPRA Paper 114032, University Library of Munich, Germany.
- Daniel Levy & Avichai Snir, 2022. "Potterian Economics," Post-Print hal-03746965, HAL.
- Daniel Levy & Avichai Snir, 2022. "Potterian economics," Working Paper series 22-09, Rimini Centre for Economic Analysis.
- Daniel Levy & Avichai Snir, 2017. "Potterian Economics," Working Paper series 17-03, Rimini Centre for Economic Analysis.
- Levy, Daniel & Snir, Avichai, 2022. "Potterian Economics," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1, pages 1-32.
- Levy, Daniel & Snir, Avichai, 2017. "Potterian Economics," EconStor Preprints 149466, ZBW - Leibniz Information Centre for Economics.
- Levy, Daniel & Snir, Avichai, 2017. "Potterian Economics," MPRA Paper 76344, University Library of Munich, Germany.
- Igal Hendel & Saul Lach & Yossi Spiegel, 2017.
"Consumers' activism: the cottage cheese boycott,"
RAND Journal of Economics, RAND Corporation, vol. 48(4), pages 972-1003, December.
- Lach, Saul & Spiegel, Yossi & Hendel, Igal E, 2015. "Consumers' Activism: The Cottage Cheese Boycott," CEPR Discussion Papers 10460, C.E.P.R. Discussion Papers.
- Cuadras-Morató Xavier & Raya Josep Maria, 2016.
"Boycott or Buycott?: Internal Politics and Consumer Choices,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 16(1), pages 185-218, January.
- Xavier Cuadras Morató & Josep M. Raya, 2014. "Boycott or buycott?: Internal politics and consumer choices," Economics Working Papers 1438, Department of Economics and Business, Universitat Pompeu Fabra.
- Xavier Cuadras Morató & Josep M. Raya, 2014. "Boycott or Buycott?: Internal Politics and Consumer Choices," Working Papers 770, Barcelona School of Economics.
- In Kyung Kim & Kyoo il Kim, 2024. "Corporate social responsibility and consumer choice: Lessons from the milk boycott," Working Papers 2401, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
- Heilmann, Kilian, 2016. "Does political conflict hurt trade? Evidence from consumer boycotts," Journal of International Economics, Elsevier, vol. 99(C), pages 179-191.
- JaeBin Ahn & Theresa M. Greaney & Kozo Kiyota, 2022.
"Political Conflict and Angry Consumers: Evaluating the Regional Impacts of a Consumer Boycott on Travel Services Trade,"
Keio-IES Discussion Paper Series
2022-010, Institute for Economics Studies, Keio University.
- Ahn, JaeBin & Greaney, Theresa M. & Kiyota, Kozo, 2022. "Political conflict and angry consumers: Evaluating the regional impacts of a consumer boycott on travel services trade," Journal of the Japanese and International Economies, Elsevier, vol. 65(C).
- In Kyung Kim & Kyoo il Kim, 2022. "No Beer No Friends: Quantifying the Effect of the Beer Boycott," Journal of Industrial Economics, Wiley Blackwell, vol. 70(3), pages 711-751, September.
- Margaryta Klymak, 2017. "The Trade Impacts of the Naming and Shaming of Forced and Child Labor," Trinity Economics Papers tep1517, Trinity College Dublin, Department of Economics.
- Klymak, Margaryta, 2023. "The trade effects of information provision about forced and child labor," World Development, Elsevier, vol. 167(C).
- Zijun Luo & Yonghong Zhou, 2020. "Decomposing the effects of consumer boycotts: evidence from the anti-Japanese demonstration in China," Empirical Economics, Springer, vol. 58(6), pages 2615-2634, June.
- Antonis A. Michis, 2010.
"Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment,"
Working Papers
2010-9, Central Bank of Cyprus.
- Antonis A Michis, 2011. "Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392, Bank for International Settlements.
Cited by:
- Zuzana Rakovska & Dominika Ehrenbergerova & Martin Hodula, 2020.
"The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics,"
Working Papers
2020/10, Czech National Bank.
- Gric, Zuzana & Ehrenbergerova, Dominika & Hodula, Martin, 2022. "The power of sentiment: Irrational beliefs of households and consumer loan dynamics," Journal of Financial Stability, Elsevier, vol. 59(C).
Articles
- Antonis A. Michis, 2022.
"Multiscale Partial Correlation Clustering of Stock Market Returns,"
JRFM, MDPI, vol. 15(1), pages 1-22, January.
Cited by:
- Roman Mestre, 2023.
"Stock profiling using time–frequency-varying systematic risk measure,"
Post-Print
hal-04058285, HAL.
- Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
- Beatrice Franzolini & Alexandros Beskos & Maria De Iorio & Warrick Poklewski Koziell & Karolina Grzeszkiewicz, 2022. "Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market," Papers 2208.00952, arXiv.org, revised May 2023.
- Jingying Yang & Guishu Bai & Mei Yan, 2023. "Minimum Residual Sum of Squares Estimation Method for High-Dimensional Partial Correlation Coefficient," Mathematics, MDPI, vol. 11(20), pages 1-22, October.
- Antonis A. Michis, 2023. "Precious Metals Comovements in Turbulent Times: COVID-19 and the Ukrainian Conflict," JRFM, MDPI, vol. 16(5), pages 1-18, May.
- Roman Mestre, 2023.
"Stock profiling using time–frequency-varying systematic risk measure,"
Post-Print
hal-04058285, HAL.
- Antonis A. Michis, 2021.
"Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators,"
Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
Cited by:
- Antonis A. Michis, 2023. "Precious Metals Comovements in Turbulent Times: COVID-19 and the Ukrainian Conflict," JRFM, MDPI, vol. 16(5), pages 1-18, May.
- Michis, Antonis A., 2016.
"Market concentration and nonlinear pricing in European banking,"
Journal of Economics and Business, Elsevier, vol. 85(C), pages 1-12.
Cited by:
- Kordanuli, Bojana & Barjaktarović, Lidija & Jeremić, Ljiljana & Alizamir, Meysam, 2017. "Appraisal of artificial neural network for forecasting of economic parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 515-519.
- Moeti Damane, 2022. "Investigating the determinants of commercial bank interest rate spreads in Lesotho: Evidence from autoregressive distributed lag (ARDL) and non‐linear ARDL approaches," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4256-4278, October.
- Romero, Jaime & Cruz-Roche, Ignacio & Charron, Jean-Philippe, 2020. "The myth of price convergence under economic integration: A proposed explanation for the difference in food prices across European countries," European Management Journal, Elsevier, vol. 38(2), pages 267-276.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2015.
"National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 117(3), pages 829-851, July.
See citations under working paper version above.
- Sofronis Clerides & Peter Davis & Antonis Michis, 2013. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries," Working Paper series 41_13, Rimini Centre for Economic Analysis.
- Antonis A Michis, 2015.
"A wavelet smoothing method to improve conditional sales forecasting,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 66(5), pages 832-844, May.
Cited by:
- Antonis A. Michis & Guy P. Nason, 2015. "Estimation and Prediction of Shipping Trends with the Data-Driven Haar-Fisz Transform," Working Papers 2015-1, Central Bank of Cyprus.
- Antonis A. Michis & Guy P. Nason, 2017. "Case study: shipping trend estimation and prediction via multiscale variance stabilisation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(15), pages 2672-2684, November.
- Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2022. "Retail forecasting: Research and practice," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1283-1318.
- Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2019. "Retail forecasting: research and practice," MPRA Paper 89356, University Library of Munich, Germany.
- Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
- Jian Liu & Chunlin Liu & Lanping Zhang & Yi Xu, 2020. "RETRACTED ARTICLE: Research on sales information prediction system of e-commerce enterprises based on time series model," Information Systems and e-Business Management, Springer, vol. 18(4), pages 823-836, December.
- Antonis A. Michis, 2023. "Retail distribution evaluation in brand-level sales response models," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(3), pages 366-378, September.
- Antonis Michis, 2015.
"Multiscale Analysis of the Liquidity Effect in the UK Economy,"
Computational Economics, Springer;Society for Computational Economics, vol. 45(4), pages 615-633, April.
Cited by:
- Fratianni, Michele & Gallegati, Marco & Giri, Federico, 2022. "The medium-run Phillips curve: A time–frequency investigation for the UK," Journal of Macroeconomics, Elsevier, vol. 73(C).
- Elena Andreou & Snezana Eminidou & Marios Zachariadis, 2017.
"Inflation expectations and monetary policy surprises,"
University of Cyprus Working Papers in Economics
01-2017, University of Cyprus Department of Economics.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018. "Inflation Expectations and Monetary Policy Surprises," Working Papers 2018-1, Central Bank of Cyprus.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2017. "Inflation Expectations and Monetary Policy Surprises," 2017 Meeting Papers 919, Society for Economic Dynamics.
- Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2020. "Inflation Expectations and Monetary Policy Surprises," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 306-339, January.
- Antonis A. Michis, 2021. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 443-480, October.
- Olivier Habimana, 2019. "Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 85-110, January.
- Michis, Antonis A., 2014.
"Investing in gold: Individual asset risk in the long run,"
Finance Research Letters, Elsevier, vol. 11(4), pages 369-374.
See citations under working paper version above.
- Antonis Michis, 2014. "Investing in Gold: Individual Asset Risk in the Long Run," Working Papers 2014-2, Central Bank of Cyprus.
- Michis, Antonis A., 2014.
"Time scale evaluation of economic forecasts,"
Economics Letters, Elsevier, vol. 123(3), pages 279-281.
See citations under working paper version above.
- Antonis Michis, 2014. "Time Scale Evaluation of Economic Forecasts," Working Papers 2014-1, Central Bank of Cyprus.
- Antonis Michis & Anna Markidou, 2013.
"Determinants of retail wine prices: evidence from Cyprus,"
Empirical Economics, Springer, vol. 45(1), pages 267-280, August.
Cited by:
- Palma, David & Ortúzar, Juan de Dios & Rizzi, Luis Ignacio & Guevara, Cristian Angelo & Casaubon, Gerard & Ma, Huiqin, 2016. "Modelling choice when price is a cue for quality: a case study with Chinese consumers," Journal of choice modelling, Elsevier, vol. 19(C), pages 24-39.
- Jacobo Núñez & David Martín‐Barroso & Francisco J. Velázquez, 2024. "The hedonic price model for the wine market: A systematic and comparative review of the literature," Agricultural Economics, International Association of Agricultural Economists, vol. 55(2), pages 247-264, March.
- Antonis A. Michis, 2009.
"Forecasting brand sales with wavelet decompositions of related causal series,"
International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(2), pages 95-110.
Cited by:
- I A Eckley & G P Nason, 2018. "A test for the absence of aliasing or local white noise in locally stationary wavelet time series," Biometrika, Biometrika Trust, vol. 105(4), pages 833-848.
- Aykroyd, Robert G. & Barber, Stuart & Miller, Luke R., 2016. "Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring," Computational Statistics & Data Analysis, Elsevier, vol. 94(C), pages 351-362.
- Michis Antonis A, 2009.
"Regression Analysis of Marketing Time Series: A Wavelet Approach with Some Frequency Domain Insights,"
Review of Marketing Science, De Gruyter, vol. 7(1), pages 1-43, July.
Cited by:
- Antonis A. Michis, 2023. "Retail distribution evaluation in brand-level sales response models," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(3), pages 366-378, September.
- Mohamed Elshazli A. Zidan & Anouar Ben Mabrouk & Nidhal Ben Abdallah & Tawfeeq M. Alanazi, 2024. "Multifractal wavelet dynamic mode decomposition modeling for marketing time series," Papers 2403.13361, arXiv.org.
- Michis Antonis & Sapatinas Theofanis, 2007.
"Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-25, December.
Cited by:
- Michis, Antonis A., 2014.
"Time scale evaluation of economic forecasts,"
Economics Letters, Elsevier, vol. 123(3), pages 279-281.
- Antonis Michis, 2014. "Time Scale Evaluation of Economic Forecasts," Working Papers 2014-1, Central Bank of Cyprus.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020.
"On the predictability of crude oil market: A hybrid multiscale wavelet approach,"
Post-Print
hal-02956380, HAL.
- Stelios Bekiros & Jose Arreola Hernandez & Gazi Salah Uddin & Ahmed Taneem Muzaffar, 2020. "On the predictability of crude oil market: A hybrid multiscale wavelet approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(4), pages 599-614, July.
- Antonis A. Michis, 2022. "Multiscale Partial Correlation Clustering of Stock Market Returns," JRFM, MDPI, vol. 15(1), pages 1-22, January.
- Markidou Anna & Michis Antonis, 2016. "Channel Concentration and Retail Prices: Evidence from the Traditional Cheese Market of Cyprus," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 14(1), pages 109-119, May.
- Mohamed Elshazli A. Zidan & Anouar Ben Mabrouk & Nidhal Ben Abdallah & Tawfeeq M. Alanazi, 2024. "Multifractal wavelet dynamic mode decomposition modeling for marketing time series," Papers 2403.13361, arXiv.org.
- Michis, Antonis A., 2014.
"Time scale evaluation of economic forecasts,"
Economics Letters, Elsevier, vol. 123(3), pages 279-281.
Chapters
- Antonis A Michis, 2011.
"Denoised least squars forecasting of GDP changes using indexes of consumer and business sentiment,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 383-392,
Bank for International Settlements.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- Antonis A. Michis, 2010. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment," Working Papers 2010-9, Central Bank of Cyprus.
More information
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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 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.- NEP-ARA: MENA - Middle East and North Africa (3) 2010-11-06 2010-12-11 2013-08-31
- NEP-CWA: Central and Western Asia (1) 2010-12-11
- NEP-FOR: Forecasting (1) 2010-10-23
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