Michalis P. Stamatogiannis

University of Liverpool Management School

Senior Lecturer

Chatham Street

Liverpool, L69 7ZH

United Kingdom

http://https://www.liverpool.ac.uk/management/staff/michail-stamatogiannis/

SCHOLARLY PAPERS

6

DOWNLOADS

390

CITATIONS
Rank 36,332

SSRN RANKINGS

Top 36,332

in Total Papers Citations

14

Scholarly Papers (6)

1.

Robust Econometric Inference for Stock Return Predictability

Number of pages: 120 Posted: 02 Nov 2014
Alexandros Kostakis, Tassos Magdalinos and Michalis P. Stamatogiannis
University of Liverpool Management School, University of Southampton and University of Liverpool Management School
Downloads 276 (109,561)
Citation 5

Abstract:

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Stock returns, Predictability, Persistent regressors, Robust inference

2.

Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?

Number of pages: 108 Posted: 20 Nov 2018
Alexandros Kostakis, Tassos Magdalinos and Michalis P. Stamatogiannis
University of Liverpool Management School, University of Southampton and University of Liverpool Management School
Downloads 74 (317,408)

Abstract:

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Long-Horizon Predictive Regressions, Persistent Regressors, Factor Returns

Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa

Number of pages: 29 Posted: 03 Nov 2016
Tony Addison, Atanu Ghoshray and Michalis P. Stamatogiannis
United Nations University, Newcastle University Business School and University of Liverpool Management School
Downloads 16 (562,599)

Abstract:

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Commodity Prices, External Shocks, Price Shocks, Economic Growth

4.

Forecasting the Exchange Rate Using Non-Linear Taylor Rule Based Models

Number of pages: 39 Posted: 11 Apr 2019
Rudan Wang, Bruce Morley and Michalis P. Stamatogiannis
University of Bath - Department of Economics, University of Bath and University of Liverpool Management School
Downloads 11 (572,423)

Abstract:

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smooth transition regression, Taylor rule, exchange rate

5.

Centurial Evidence of Breaks in the Persistence of Unemployment

Number of pages: 7 Posted: 03 Nov 2016 Last Revised: 05 Nov 2016
Atanu Ghoshray and Michalis P. Stamatogiannis
Newcastle University Business School and University of Liverpool Management School
Downloads 8 (591,299)

Abstract:

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Unemployment, Hysteresis, Unit Root, Dynamic Persistence

6.

Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions

Number of pages: 28 Posted: 12 Apr 2019
Alain Hecq, Jan P. A. M. Jacobs and Michalis P. Stamatogiannis
Maastricht University - Department of Quantitative Economics, University of Groningen - Faculty of Economics and Business and University of Liverpool Management School
Downloads 5 (610,965)
Citation 1

Abstract:

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data revision, cointegration, news-noise tests, outlier detection