Menelaos Karanasos

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author of:

• Inflation and output growth uncertainty and their relationship with inflation and output growth
  by Fountas, Stilianos & Karanasos, Menelaos & Kim, Jinki
• The second moment and the autocovariance function of the squared errors of the GARCH model
  by Karanasos, Menelaos
• "Inflation, inflation uncertainty, and a common European Monetary Policy"
  by Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos
• The impulse response function of the long memory GARCH process
  by Conrad, Christian & Karanasos, Menelaos
• Output Variability and Economic Growth: the Japanese Case
  by Stilianos Fountas & Menelaos Karanasos & Alfonso Mendoza
• The Covariance Structure of Mixed ARMA Models
  by Menelaos Karanasos
• Cross-Sectional Aggregation and Persistence in Conditional Variance
  by Menelaos Karanasos & Zacharias Psaradakis & Martin Sola
• Prediction in ARMA models with GARCH in Mean Effects
  by Menelaos Karanasos
• A re-examination of the asymmetric power ARCH model
  by Karanasos, Menelaos & Kim, Jinki
• A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
  by Stilianos Fountas & Menelaos Karanasos & Marika Karanassou
• On the Autocorrelation Properties of Long‐Memory GARCH Processes
  by Menelaos Karanasos & Zacharias Psaradakis & Martin Sola
• Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models
  by Menelaos Karanasos
• The Covariance Structure of Mixed ARMA Models
  by Menelaos Karanasos
• The real exchange rate and the Purchasing Power Parity puzzle: further evidence
  by Sofiane Sekioua & Menelaos Karanasos
• Modelling the Yield Curve: A Two Components Approach
  by John Hatgioannides & Menelaos Karanasos & Marika Karanassou
• The Covariance Structure of Component and Multivariate Garch Models
  by Menelaos Karanasos
• Alternative GARCH in Mean Models: An Application to the Korean Stock Market
  by Menelaos Karanasos & J. Kim
• A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
  by Stilianos Fountas & Menelaos Karanasos & Marika Karanassou
• On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach
  by Conrad, C. & Karanasos, M.
• Moments of the ARMA-EGARCH Model
  by Menelaos Karanasos & J. Kim
• Moments of the ARMA--EGARCH model
  by M. Karanasos & J. Kim
• A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact-form solution
  by Menelaos Karanasos
• Inflation, Inflation Uncertainty and a Common European Monetary Policy
  by S. Fountas & A. Ioannidis & M. Karanasos
• On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data
  by Karanasos, M. & Sekioua, S. H. & Zeng, N.
• A New Method for Obtaining the Autocovariance of an Arma Model: An Exact Form Solution
  by Menelaos Karanasos
• The 2nd Moment and the Autocovariance function of the Squared Errors of the GARCH Model
  by Menelaos Karanasos
• Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896–2000
  by Campos, Nauro F. & Karanasos, Menelaos G.
• Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations
  by Karanasos, Menelaos & Xu, Yongdeng