Inference for unit roots in dynamic panels where the time dimension is fixed RDF Harris, E Tzavalis Journal of econometrics 91 (2), 201-226, 1999 | 1921 | 1999 |
The influence of VAR dimensions on estimator biases KM Abadir, K Hadri, E Tzavalis Econometrica 67 (1), 163-181, 1999 | 310 | 1999 |
Testing for unit roots in short panels allowing for a structural break Y Karavias, E Tzavalis Computational Statistics & Data Analysis 76, 391-407, 2014 | 166 | 2014 |
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure E Tzavalis, MR Wickens Journal of Money, Credit, and banking, 364-380, 1997 | 148 | 1997 |
Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece S Makrydakis, E Tzavalis, A Balfoussias Economic Modelling 16 (1), 71-86, 1999 | 134 | 1999 |
Detection of structural breaks in linear dynamic panel data models S De Wachter, E Tzavalis Computational Statistics & Data Analysis 56 (11), 3020-3034, 2012 | 107* | 2012 |
Forecasting inflation from the term structure E Tzavalis, MR Wickens Journal of Empirical Finance 3 (1), 103-122, 1996 | 88* | 1996 |
Credit risk modelling under recessionary and financially distressed conditions Y Dendramis, E Tzavalis, G Adraktas Journal of Banking & Finance 91, 160-175, 2018 | 60 | 2018 |
Modeling structural breaks in economic relationships using large shocks G Kapetanios, E Tzavalis Journal of Economic Dynamics and Control 34 (3), 417-436, 2010 | 60* | 2010 |
Panel unit-root tests with structural breaks P Chen, Y Karavias, E Tzavalis The Stata Journal 22 (3), 664-678, 2022 | 43 | 2022 |
Recovering risk neutral densities from option prices: A new approach LS Rompolis, E Tzavalis Journal of Financial and Quantitative Analysis 43 (4), 1037-1053, 2008 | 43 | 2008 |
A re‐examination of the rational expectations hypothesis of the term structure: reconciling the evidence from long‐run and short‐run tests E Tzavalis, M Wickens International Journal of Finance & Economics 3 (3), 229-239, 1998 | 39 | 1998 |
Shifts in volatility driven by large stock market shocks Y Dendramis, G Kapetanios, E Tzavalis Journal of Economic Dynamics and Control 55, 130-147, 2015 | 37 | 2015 |
Fiscal policy and politics: theory and evidence from Greece 1960–1997 B Lockwood, A Philippopoulos, E Tzavalis Economic Modelling 18 (2), 253-268, 2001 | 37 | 2001 |
The persistence in volatility of the US term premium 1970–1986 E Tzavalis, MR Wickens Economics Letters 49 (4), 381-389, 1995 | 37 | 1995 |
Pricing American options under stochastic volatility: A new method using Chebyshev polynomials to approximate the early exercise boundary E Tzavalis, S Wang U of London Queen Mary Economics Working Paper, 2003 | 35 | 2003 |
Monetary policy rules and business cycle conditions T Kazanas, A Philippopoulos, E Tzavalis The Manchester School 79, 73-97, 2011 | 33 | 2011 |
Forecasting VaR models under different volatility processes and distributions of return innovations Y Dendramis, GE Spungin, E Tzavalis Journal of Forecasting 33 (7), 515-531, 2014 | 32 | 2014 |
Are regime-shift sources of risk priced in the market? K Chourdakis, Y Dendramis, E Tzavalis Journal of Empirical Finance 28, 151-170, 2014 | 32* | 2014 |
Retrieving risk neutral densities based on risk neutral moments through a Gram–Charlier series expansion LS Rompolis, E Tzavalis Mathematical and Computer Modelling 46 (1-2), 225-234, 2007 | 31 | 2007 |