Menelaos Karanasos

University of York - Department of Economics and Related Studies

Heslington

York 010 5DD

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS

468

SSRN CITATIONS
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Top 13,085

in Total Papers Citations

1

CROSSREF CITATIONS

70

Scholarly Papers (9)

1.

A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback

Queen Mary and Westfield College, Department of Economics Working Paper No. 414
Number of pages: 31 Posted: 05 Feb 2001
Stilianos Fountas, Menelaos Karanasos and Marika Karanassou
University of Macedonia, University of York - Department of Economics and Related Studies and University of London, Queen Mary - Department of Economics
Downloads 354 (86,654)
Citation 3

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Inflation, Inflation Uncertainty, GARCH-M

2.

Inflation, Inflation Uncertainty and a Common European Monetary Policy

Manchester School, Vol. 72, No. 2, pp. 221-242, March 2004
Number of pages: 22 Posted: 08 Apr 2004
Stilianos Fountas, A. Ioannidis and Menelaos Karanasos
University of Macedonia, University of York and University of York - Department of Economics and Related Studies
Downloads 27 (497,419)
Citation 1
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3.

Moments of the Arma-Egarch Model

Econometrics Journal, Vol. 6, pp. 146-166, June 2003
Number of pages: 21 Posted: 25 Sep 2003
Menelaos Karanasos and J. Kim
University of York - Department of Economics and Related Studies and Independent
Downloads 26 (503,016)
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4.

Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance

Oxford Bulletin of Economics and Statistics, Vol. 68, No. 3, pp. 319-343, June 2006
Number of pages: 25 Posted: 19 May 2006
Stilianos Fountas, Menelaos Karanasos and Jinki Kim
University of Macedonia, University of York - Department of Economics and Related Studies and affiliation not provided to SSRN
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5.

Output Variability and Economic Growth: The Japanese Case

Bulletin of Economic Research, Vol. 56, No. 4, pp. 353-363, October 2004
Number of pages: 12 Posted: 08 Oct 2004
Stilianos Fountas, Menelaos Karanasos and Alfonso Mendoza
University of Macedonia, University of York - Department of Economics and Related Studies and University of York
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6.

On the Autocorrelation Properties of Long-Memory GARCH Processes

Journal of Time Series Analysis, Vol. 25, No. 2, pp. 265-282, March 2004
Number of pages: 17 Posted: 26 Apr 2004
Menelaos Karanasos, Zacharias Psaradakis and Martín Sola
University of York - Department of Economics and Related Studies, University of London - Economics, Mathematics and Statistics and Universidad Torcuato Di Tella
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Autocorrelation function, fractionally integrated GARCH process, long-memory GARCH process

7.

Dual Long Memory in Inflation Dynamics Across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance

Studies in Nonlinear Dynamics & Econometrics, Vol. 4, Article 5, 2005
Posted: 26 Sep 2006
Christian Conrad and Menelaos Karanasos
Heidelberg University - Faculty of Economics and Social Studies and University of York - Department of Economics and Related Studies

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Central bank independence, dual long memory, Euro area, Granger-causality tests, macroeconomic performance, monetary policy

8.

On the Inflation-Uncertainty Hypothesis in the USA, Japan and the UK: A Dual Long Memory Approach

Japan and the World Economy, Vol. 17, pp. 327-343, 2005
Posted: 15 Sep 2006
Christian Conrad and Menelaos Karanasos
Heidelberg University - Faculty of Economics and Social Studies and University of York - Department of Economics and Related Studies

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Inflation, Nominal uncertainty, Dual long memory, Granger-causality

9.

The Impulse Response Function of the Long Memory GARCH Process

Economics Letters, Vol. 90, pp. 34-41, 2006
Posted: 07 Sep 2006
Christian Conrad and Menelaos Karanasos
Heidelberg University - Faculty of Economics and Social Studies and University of York - Department of Economics and Related Studies

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Cumulative impulse response function, long memory GARCH process