2022
Aristidou, C., Lee, K. and Shields, K. (2022) "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, vol. 123(C).
Aristidou, C., Lee, K. and Shields, K. (2022), "A Meta Model Analysis of Exchange Rate Determination", Chudik, A., Hsiao, C. and Timmermann, A. (Ed.) Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modelling (Advances in Econometrics, Vol. 43A), Emerald Publishing.
2019
Cleanthous, L., E. Eracleous and N. A. Michail (2019) “Credit, house prices and the macroeconomy in Cyprus”, South Eastern Europe Journal of Economics, 17(1): 33-55.
Darracq Pariès, M. and N. Papadopoulou “On the credit and exchange rate channels of central bank asset purchases in a monetary union”, Economic Modelling, revise and resubmit.
Darracq Pariès, M. and N. Papadopoulou “Balance sheet policies in a large currency union: a primer on ECB non-standard measures since 2014”, Revue d’Economie Politique, Numéro Special “Politique Monétaire Non Conventionelle”, revise and resubmit.
Dimitrakopoulos, S. and M. Kolossiatis (2019) "Bayesian analysis of moving average stochastic volatility models: modelling in mean effects and leverage for financial time series", Econometric Reviews, forthcoming.
Michail, N. A., “Convergence of consumption patterns in the European Union”, Empirical Economics, forthcoming.
Michail, N. A. and C. S. Savva “Determinants of non-performing loans in Cyprus: A Bayesian VAR approach”, Cyprus Economic Policy Review, forthcoming.
Michail, N. A., C. S. Savva, D. Koursaros and T. Zachariadis (2019) “Anthropogenic greenhouse gas concentrations and global temperature: A smooth-transition analysis”, Springer Nature Applied Sciences, 1 (July): 707-721.
Michail, N. A. (2019) “A counterfactual assessment of negative interest rates”, Oxford Bulletin of Economics and Statistics, 81(1): 1-19.
Michail, N. A. (2019) “Stock market efficiency 2000-2014: the role of the Great Recession”, International Journal of Banking, Accounting and Finance, 10(2): 162-180.
Michail, N. A. (2019) “Examining the stability of Okun’s coefficient”, Bulletin of Economic Research, 73(3): 240-256.
Michis, A. A. (2019) ''The systematic risk of gold at different time-scales'', Economics Bulletin, 39(2): A116.
Michis, A. A. (2019) "Determinants of Ship Management Fees", Chapter 10 in P. M. Panayides (Ed.) Routledge Handbook of Maritime Management, Routledge: London.
2018
Aristidou, C., (2018) "The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 367-379.
Aristidou, C., Lee, K. and Shields, K. (2018) “Evaluating the use of real time data in forecasting output levels and recessionary events in the USA,” Journal of the Royal Statistical Society: Series A, Vol. 182, Issue 1, pages 131-163.
Michail, N. A. (2018) “Estimating a bilateral J-Curve between the UK and the EU”, Manchester School, 86(6): 757-769.
Michail, N. A. and A. Savvides (2018) “Real effects of banking crises: imports of capital goods by developing countries”, Review of Development Economics, 22(3): 1343-1359.
Michail, N. A., C. S. Savva and D. Koursaros (2018) “The effects of fiscal policy on business confidence”, Economics and Business Letters, 7(2): 76-83.
Michail, N. A. and G. Thucydides (2018) “Does housing wealth affect consumption? The case of Cyprus”, Cyprus Economic Policy Review, 12(2): 67-86.
2017
Aristidou C., Harvey D.I. and Leybourne S. J. (2017) "The Impact of the Initial Condition on Covariate Augmented Unit Root Tests," Journal of Time Series Econometrics, vol. 9(1), pages 1-23, January.
Charalambous, C. and M. Polemidiotis (2017) “Wage Dynamics Network: SME credit constraints in Cyprus during the period 2010-2013 and effects on employment, wages and prices”, Cyprus Economic Policy Review, 11(2): 63-85.
Darracq Paries, M., P. Jacquinot and N. Papadopoulou (2017) “Synopsis of the Euro Area financial crisis”, Journal of Money, Credit and Banking, revise and resubmit.
Michail, N. A., C.S. Savva and D. Koursaros (2017) “Size effects of fiscal policy and business confidence in the euro area”, International Journal of Financial Studies, 5(4): 26.
Savva, C. S. and N. A. Michail (2017) “Modelling house price volatility states in Cyprus with switching ARCH models”, Cyprus Economic Policy Review, 11(1): 69-82.
Michis, A. A. (2017) "Discussion of: Should we sample a time series more frequently? Decision support via multirate spectrum estimation, by G.P. Nason, B. Powell, D. Elliott and P.A. Smith", Journal of the Royal Statistical Society: Series A, 180(2): 353-407.
Michis, A. A. and G. P. Nason (2017) "Case study: shipping trend estimation and prediction via multiscale variance stabilisation", Journal of Applied Statistics, 44(15): 2672 - 2684.
2016
Dimitrakopoulos, S. and M. Kolossiatis (2016) "State dependence and stickiness of sovereign credit ratings: evidence from a panel of countries", Journal of Applied Econometrics, 31(6): 1065-1082.
Dimitriou, C. E. (2016) "Discharging monetary obligations by bank transfer", Commemorative volume for Leonidas Georgakopoulos, Bank of Greece, vol. I: 141-165.
Kolossiatis, M., T. Charalambous and E. Burdet (2016) "How variability and effort determine coordination at large forces", PLoS ONE, 11(3): e0149512.
L' Hotellerie-Fallois, P., P. Moreno, I. Balteanu, J. Beirne, M. Broos, A. Brüggemann, M. Bussière, Á. Estrada, J. Frost, M. Ghalanos, V. Herzberg, B. Kennedy, A. Landbeck, C. Lerner, P. Metzemakers, D. Reinhardt, P. Sánchez, A. Schiavone, T. Tilley, F. Viani and Vonessen (2016) "Dealing with large and volatile capital flows and the role of the IMF", European Central Bank Occasional Paper, No. 180, September.
Michail, N. A. and M. C. Polemidiotis (2016) “Estimates of public, housing and other private sector net capital stocks for the Cyprus economy: 1995Q1-2015Q4”, Cyprus Economic Policy Review, 10(1): 71-85.
Michis, A. A. (2016) "Market concentration and nonlinear pricing in European banking", Journal of Economics and Business, 85(May-June): 1-12.
Michis, A. A. and A. G. Markidou (2016) "Channel concentration and retail prices: evidence from the traditional cheese market of Cyprus", Journal of Agricultural and Food Industrial Organization, 14(1): 109–119.
2015
Clerides, S., P. Davis and A. A. Michis (2015) "National sentiment and consumer choice: The Iraq war and sales of US products in Arab countries", Scandinavian Journal of Economics, 117(3): 769-1048.
Michis, A. A. (2015) "A wavelet smoothing method to improve conditional sales forecasting", Journal of the Operational Research Society, 66(5): 832–844.
Michis, A. A. (2015) "Multiscale analysis of the liquidity effect in the UK economy", Computational Economics, 45(4): 615-633.
2014
Michis, A. A. (2014) "Investing in gold: individual asset risk in the long run", Finance Research Letters, 11(4): 369-374.
Michis, A. A. (2014) "Time scale evaluation of economic forecasts", Economics Letters, 123(3): 279-281.
2013
Griffin, J. Ε., M. Kolossiatis and M. F. J. Steel (2013) "Comparing distributions with dependent normalized random measure mixtures", Journal of the Royal Statistical Society, Series B, 75(3): 499-529.
Kolossiatis, M. (2013) "Contributed Discussion of: Bayesian nonparametric inference - Why and how, by P. Müller and R. Mitra", Bayesian Analysis, 8(2): 269-302.
Kolossiatis, M., J. Ε. Griffin and M. F. J. Steel (2013) "On Bayesian nonparametric modelling of two correlated distributions", Statistics and Computing, 23: 1-15.
Michis, A. A. (2013) "Do more forecasts always improve averages of model forecasts? Evidence from reports published by HM Treasury", Operations Research Insight, 26(4): 234-241.
Michis, A. A. and A. G. Markidou (2013) "Determinants of retail wine prices: evidence from Cyprus", Empirical Economics, 45(1): 267- 280.
2011
Kolossiatis, M., J. Ε. Griffin and M. F. J. Steel (2011) "Modelling overdispersion with the normalized tempered stable distribution", Computational Statistics and Data Analysis, 55: 2288-2301.
2010
Georgiou, G. M. (2010) “Measuring the size of the informal economy: some critical comments”, Journal of Interdisciplinary Economics, 23(1): 85-107.
2009
Kyriacou, G., M. Louca and M. Ktoris (2009) “Unemployment in Cyprus: comparison between two alternative measurement methods”, Cyprus Economic Policy Review, 3(2): 23-39.
Michis, A. A. (2009) "Regression analysis of marketing time series: a wavelet approach with some frequency domain insights", Review of Marketing Science, 7(1): 2.
2008
Syrichas, G. (2008) “Monetary policy strategy and the euro: lessons from Cyprus”, Cyprus Economic Policy Review, 2(2): 81-102.
2007
Michis, A. A. and T. Sapatinas (2007) "Wavelet instruments for efficiency gains in generalized method of moment models", Studies in Nonlinear Dynamics and Econometrics, 11(4): 4.