Yiannis Karavias
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Yiannis |
| last: |
Karavias |
Identifer
Contact
Affiliations
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Brunel University
/ Department of Economics and Finance
Research profile
author of:
- Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata (RePEc:arx:papers:2110.14550)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (RePEc:arx:papers:2111.03035)
by Yiannis Karavias & Paresh Narayan & Joakim Westerlund - Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending (RePEc:arx:papers:2211.06707)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects (RePEc:arx:papers:2308.04057)
by Marco Barassi & Yiannis Karavias & Chongxian Zhu - Firm Heterogeneity and Trade Credit Behaviour (RePEc:bir:birmec:20-20)
by Stylianos Asimakopoulos & Filipa Da Silva Fernandes & Yiannis Karavias - Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals (RePEc:bir:birmec:20-21)
by Yiannis Karavias & Stella Spilioti & Elias Tzavalis - Improved Tests for Granger Non-Causality in Panel Data (RePEc:bir:birmec:21-06)
by Jiaqi Xiao & Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis - Panel Unit Root Tests with Structural Breaks (RePEc:bir:birmec:21-12)
by Pengyu Chen & Yiannis Karavias & Elias Tzavalis - Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata (RePEc:bir:birmec:21-14)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending (RePEc:bir:birmec:23-02)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - 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 (RePEc:bla:jtsera:v:37:y:2016:i:1:p:143-144)
by Y. Karavias - Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends (RePEc:bla:jtsera:v:37:y:2016:i:2:p:222-239)
by Yiannis Karavias & Elias Tzavalis - Generalized fixed‐T panel unit root tests (RePEc:bla:scjsta:v:46:y:2019:i:4:p:1227-1251)
by Yiannis Karavias & Elias Tzavalis - XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data (RePEc:boc:bocode:s458934)
by Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen - XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks (RePEc:boc:bocode:s458955)
by Pengyu Chen & Yiannis Karavias - XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data (RePEc:boc:bocode:s459010)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Improved tests for Granger noncausality in panel data (RePEc:boc:csug22:06)
by Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen & Jiaqi Xiao - Panel Unit Root Tests with Structural Breaks (RePEc:boc:usug21:19)
by Pengyu Chen & Yiannis Karavias & Elias Tzavalis - Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors (RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:41:n:4)
by Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias - Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending (RePEc:bzn:wpaper:bemps99)
by Jan Ditzen & Yiannis Karavias & Joakim Westerlund - Testing for unit roots in short panels allowing for a structural break (RePEc:eee:csdana:v:76:y:2014:i:c:p:391-407)
by Karavias, Yiannis & Tzavalis, Elias - A fixed-T version of Breitung’s panel data unit root test (RePEc:eee:ecolet:v:124:y:2014:i:1:p:83-87)
by Karavias, Yiannis & Tzavalis, Elias - The impact of government size on economic growth: A threshold analysis (RePEc:eee:ecolet:v:139:y:2016:i:c:p:65-68)
by Asimakopoulos, Stylianos & Karavias, Yiannis - Inflation convergence in the EMU (RePEc:eee:empfin:v:39:y:2016:i:pb:p:241-253)
by Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V. - A comparison of investors’ sentiments and risk premium effects on valuing shares (RePEc:eee:finlet:v:17:y:2016:i:c:p:1-6)
by Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias - Optimal versus realized bank credit risk and monetary policy (RePEc:eee:finsta:v:16:y:2015:i:c:p:13-30)
by Delis, Manthos D. & Karavias, Yiannis - Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (RePEc:eee:stapro:v:135:y:2018:i:c:p:54-59)
by Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias - Missing Values in Panel Data Unit Root Tests (RePEc:gam:jecnmx:v:10:y:2022:i:1:p:12-:d:772014)
by Yiannis Karavias & Elias Tzavalis & Haotian Zhang - Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals (RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00937-2)
by Yiannis Karavias & Stella Spilioti & Elias Tzavalis - Partially heterogeneous tests for Granger non-causality in panel data (RePEc:lie:wpaper:59)
by Arturas Juodis & Yiannis Karavias - A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels (RePEc:msh:ebswps:2020-32)
by Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis - The local power of fixed-T panel unit root tests allowing for serially correlated errors (RePEc:not:notgts:12/01)
by Yiannis Karavias & Elias Tzavalis - The power performance of fixed-T panel unit root tests allowing for structural breaks (RePEc:not:notgts:13/01)
by Yiannis Karavias & Elias Tzavalis - Optimal versus realized bank credit risk and monetary policy (RePEc:not:notgts:13/03)
by Manthos D. Delis & Yiannis Karavias - A fixed-T version of Breitung's panel data unit root test and its asymptotic local power (RePEc:not:notgts:14/02)
by Yiannis Karavias & Elias Tzavalis - A comparison of investors' sentiments and risk premium effects on valuing shares (RePEc:not:notgts:15/01)
by Yiannis Karavias & Stella Spilioti & Elias Tzavalis - The impact of government size on economic growth: a threshold analysis (RePEc:not:notgts:15/02)
by Stylianos Asimakopoulos & Yiannis Karavias - A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels (RePEc:pra:mprapa:102992)
by Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis - Improved Tests for Granger Non-Causality in Panel Data (RePEc:pra:mprapa:107180)
by Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis - Improved Tests for Granger Non-Causality in Panel Data (RePEc:pra:mprapa:114231)
by Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis & Ditzen, Jan - On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors (RePEc:pra:mprapa:43131)
by Karavias, Yiannis & Tzavalis, Elias - The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks (RePEc:pra:mprapa:46012)
by Karavias, Yiannis & Tzavalis, Elias - Optimal versus realized bank credit risk and monetary policy (RePEc:pra:mprapa:49795)
by Delis, Manthos & Karavias, Yiannis - A homogeneous approach to testing for Granger non-causality in heterogeneous panels (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01970-9)
by Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis - Structural Breaks in Financial Panel Data (RePEc:spr:sprchp:978-3-030-91231-4_95)
by Yiannis Karavias - Local power of panel unit root tests allowing for structural breaks (RePEc:taf:emetrv:v:36:y:2017:i:10:p:1123-1156)
by Yiannis Karavias & Elias Tzavalis - Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:653-666)
by Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund - Improved tests for Granger noncausality in panel data (RePEc:tsj:stataj:v:23:y:2023:i:1:p:230-242)
by Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen - Panel unit-root tests with structural breaks (RePEc:tsj:stataj:y:22:y:2022:i:3:p:664-678)
by Pengyu Chen & Yiannis Karavias & Elias Tzavalis