Kostas Mouratidis

The Sheffield University - Department of Economics

Sheffield, S1 4DT

Great Britain

SCHOLARLY PAPERS

5

DOWNLOADS

7

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Estimating the Impact of Credit Risk Determinants in Two Southeast European Countries: A Non-Linear Structural VAR Approach

Review of Economic Analysis 10 (2018), 55-74
Number of pages: 20 Posted: 21 May 2019
Michail Karoglou, Kostas Mouratidis and Sofoklis Vogiazas
Aston University, The Sheffield University - Department of Economics and Black Sea Trade and Development Bank
Downloads 6 (639,277)
Citation 1

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credit risk, structural VAR, breaks, Markov Regime Switching

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach

The Manchester School, Vol. 81, Issue 1, pp. 33-57, 2013
Number of pages: 25 Posted: 13 Dec 2012
The Sheffield University - Department of Economics, National and Kapodistrian University of Athens - Department of Economics, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1 (716,285)
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Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach

The Manchester School, Forthcoming
Posted: 21 Oct 2010 Last Revised: 09 Feb 2011
The Sheffield University - Department of Economics, National and Kapodistrian University of Athens - Department of Economics, University of the Aegean and Swansea University - Department of Economics

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Currency crises, Sunspots, Multivariate Markov Switching, Evaluating forecasts

3.

Financial Depth and the Asymmetric Impact of Monetary Policy

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 6, pp. 1195-1218, 2017
Number of pages: 24 Posted: 05 Nov 2017
Mustafa Caglayan, Ozge Kandemir Kocaaslan and Kostas Mouratidis
Heriot-Watt University - School of Management and Languages, Hacettepe University and The Sheffield University - Department of Economics
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4.

Monetary Policy Preferences of the EMU and the UK

The Manchester School, Vol. 84, Issue 4, pp. 528-550, 2016
Number of pages: 23 Posted: 06 Jun 2016
Philip Arestis, Michail Karoglou and Kostas Mouratidis
University of Cambridge - Department of Land Economy, Aston University and The Sheffield University - Department of Economics
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Citation 1
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5.

Regime Dependent Effects of Inflation Uncertainty on Real Growth: A Markov Switching Approach

Scottish Journal of Political Economy, Vol. 63, Issue 2, pp. 135-155, 2016
Number of pages: 21 Posted: 04 Apr 2016
Mustafa Caglayan, Ozge Kandemir Kocaaslan and Kostas Mouratidis
Heriot-Watt University - School of Management and Languages, Hacettepe University and The Sheffield University - Department of Economics
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