Efthymios G. Tsionas

Athens University of Economics and Business - Department of Economics

Assistant Professor of Economics

76 Patission Street

GR-10434 Athens

Greece

SCHOLARLY PAPERS

33

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CITATIONS

1

Scholarly Papers (33)

1.

Credit, Stock, Commodity and Shipping Market Interactions in a Three State Boom – Bust Cycle

Posted: 13 Apr 2014 Last Revised: 05 Dec 2016
University of Newcastle, Newcastle University Business School, Portsmouth Business School, Durham University and Athens University of Economics and Business - Department of Economics

Abstract:

Shipping market determinants, Risk premium, Boom-bust cycle, Bayesian Markov Switching

2.

Entrepreneurship: Getting Nonnormality Right

Number of pages: 44 Posted: 21 Jan 2002
Anatoly F. Kandel and Efthymios G. Tsionas
Caldwell College - Business Department and Athens University of Economics and Business - Department of Economics
Downloads 151 (151,179)

Abstract:

Information and Uncertainty, States of Nature, Games with Nature, Markov Decision Problem, Entrepreneurship, Nonnormal Probability Distributions, Extreme Volatility, Bayesian Inference, Bayes Factors, Markov Chain Monte Carlo Algorithm

3.

Revisiting Herding Behavior: Likelihood Evidence

Number of pages: 42 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 102 (189,444)

Abstract:

Herding Behavior, US Stock Markets, Stochastic Volatility, Likelihood analysis, Markov Chain Monte Carlo, Financial Markets

4.

The Risk of Financial Intermediaries

Journal of Banking and Finance, Vol. 44, July, 2014: pp 1-12, Bank of Finland Research Discussion Paper No. 18/2014
Number of pages: 43 Posted: 07 Oct 2014
Manthos D. Delis, Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School, Gabelli School of Business, Fordham University and Athens University of Economics and Business - Department of Economics
Downloads 82 (215,016)

Abstract:

estimation of risk, profit function, financial institutions, banks, endogenous risk, US banking sector

5.

Corporate Social Responsibility (CSR) Revisited: The Case of International Shipping

Number of pages: 48 Posted: 09 Nov 2013
Wolfgang Drobetz, Andreas G. Merikas, Anna Merika and Efthymios G. Tsionas
University of Hamburg, University of Piraeus, American College of Greece (DEREE) and Athens University of Economics and Business - Department of Economics
Downloads 78 (190,682)

Abstract:

6.

On the Estimation of the Risk of Financial Intermediaries

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 36 Posted: 09 Oct 2012
Manthos D. Delis and Efthymios G. Tsionas
University of Surrey - Surrey Business School and Athens University of Economics and Business - Department of Economics
Downloads 69 (250,344)

Abstract:

7.

Bayesian Implications of Ridge Regression and Zellner'’s g Prior

Number of pages: 28 Posted: 31 Jan 2014 Last Revised: 02 Dec 2016
Efthymios G. Tsionas and Anastasios E. Tasiopoulos
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business - Department of Economics
Downloads 65 (189,444)

Abstract:

Bayesian analysis; ridge regression; Zellner g-prior; Gibbs sampling

8.

A Consistent Approach to Cost Efficiency Measurement

Oxford Bulletin of Economics and Statistics, Vol. 66, No. 1, pp. 49-69, February 2004
Number of pages: 21 Posted: 12 Mar 2004
Georgios (George) C. Bitros and Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business - Department of Economics
Downloads 33 (367,025)

Abstract:

9.

Inflation and Productivity: Empirical Evidence from Europe

Review of International Economics, Vol. 11, pp. 114-129, 2003
Number of pages: 16 Posted: 17 Apr 2003
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 31 (374,511)

Abstract:

10.

Inflation, Shadow Prices and the EMU: Evidence from Greece

Bulletin of Economic Research, Vol. 56, No. 3, pp. 251-269, July 2004
Number of pages: 20 Posted: 11 Jul 2004
Efthymios G. Tsionas and Dimitris Christopoulos
Athens University of Economics and Business - Department of Economics and Panteion University of Athens - Department of Economic and Regional Development
Downloads 30 (378,501)

Abstract:

11.

Bayesian Inference in Multivariate Stable Distributions Using Copulae

Number of pages: 12 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 25 (345,858)

Abstract:

Multivariate Stable Distributions, Bayesian inference, spectral measure, copula

12.

Book Reviews

Journal of Regional Science, Vol. 44, pp. 159-198, February 2004
Number of pages: 40 Posted: 29 Mar 2004
Emory & Henry College, University of Southern California - Sol Price School of Public Policy, University of California, Davis - Department of Human & Community Development, Williams College - Department of Economics, University of Nebraska at Lincoln - Department of Economics, University of Washington - Department of Geography, California State University, Long Beach - Department of Economics, University of Quebec at Montreal - INRS, University of Strathclyde in Glasgow, Athens University of Economics and Business - Department of Economics, McMaster University, University of Oxford, Florida State University - Department of Geography, State University of New York (SUNY) at Buffalo, National University of Ireland, Galway, Mississippi State University, University of Miami, Allegany College of Maryland and University of California, Los Angeles (UCLA) - School of Public Policy & Social Research
Downloads 21 (420,514)

Abstract:

13.

Estimation of Input Distance Functions: A System Approach

American Journal of Agricultural Economics, Forthcoming
Number of pages: 20 Posted: 23 Feb 2015
Efthymios G. Tsionas, Subal C. Kumbhakar and Emir Malikov
Athens University of Economics and Business - Department of Economics, State University of New York (SUNY) at Binghamton - Department of Economics and Auburn University - Department of Agricultural Economics and Rural Sociology
Downloads 19 (342,693)

Abstract:

Cost Minimization, Dairy Production, Dairy Quota, Endogeneity, Input Distance Function, Stochastic Frontier

14.

Bayesian Inference in Multivariate Stable Distributions

Number of pages: 41 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 18 (415,413)

Abstract:

Bayesian inference, multivariate stable distributions, MCMC

15.

Markov Switching Stochastic Frontier Model

Econometrics Journal, Vol. 7, No. 2, pp. 398-425, December 2004
Number of pages: 28 Posted: 13 Dec 2004
Efthymios G. Tsionas and Subal C. Kumbhakar
Athens University of Economics and Business - Department of Economics and State University of New York (SUNY) at Binghamton - Department of Economics
Downloads 18 (435,832)
Citation 1

Abstract:

16.

Duality in the Berger - Mester Profit Function

Number of pages: 7 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 17 (405,536)

Abstract:

profit function, duality, alternative profit function, banking, market power

17.

ABCD Inference

Number of pages: 29 Posted: 11 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 16 (425,638)

Abstract:

Bayesian analysis, Approximate Bayesian Computation, ABC, MCMC

18.

Bayesian Analysis of Multivariate Stable Distributions Using One-Dimensional Projections

Number of pages: 40 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 16 (410,410)

Abstract:

Multivariate stable distributions, spectral measure, Markov Chain Monte Carlo, Bayesian inference

19.

Firms’ Risk Endogenous to Strategic Management Choices

British Journal of Management, Forthcoming, Bank of Finland Research Discussion Paper No. 16/2015
Number of pages: 45 Posted: 29 Aug 2015
Manthos D. Delis, Iftekhar Hasan and Efthymios G. Tsionas
University of Surrey - Surrey Business School, Gabelli School of Business, Fordham University and Athens University of Economics and Business - Department of Economics
Downloads 14 (342,693)

Abstract:

Risk, Strategic Management, Endogenous, Profit Function

20.

On the Impossibility of Efficiency in Production

Number of pages: 30 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 12 (451,016)

Abstract:

optimal inefficiency, firm behavior, technical inefficiency

21.

Fiducial Approximations to Posterior Distributions

Number of pages: 53 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 10 (445,995)

Abstract:

fiducial inference, MCMC, Bayesian analysis, posterior approximation

22.

Generic Latent Variable Sampling

Number of pages: 21 Posted: 10 Feb 2013
Efthymios G. Tsionas
Athens University of Economics and Business - Department of Economics
Downloads 10 (466,322)

Abstract:

Bayesian analysis, Markov Chain Monte Carlo

23.

Prometheus Bound: Polarization is Possible in the Neoclassical Growth Model

Metroeconomica, Vol. 59, Issue 2, pp. 203-211, May 2008
Number of pages: 9 Posted: 09 Apr 2008
Efthymios G. Tsionas and Loukas Theocharis
Athens University of Economics and Business - Department of Economics and affiliation not provided to SSRN
Downloads 9 (481,476)

Abstract:

24.

A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010

Journal of Applied Econometrics, Forthcoming
Number of pages: 25 Posted: 08 Sep 2015
Emir Malikov, Subal C. Kumbhakar and Efthymios G. Tsionas
Auburn University - Department of Agricultural Economics and Rural Sociology, State University of New York (SUNY) at Binghamton - Department of Economics and Athens University of Economics and Business - Department of Economics
Downloads 4 (382,641)

Abstract:

Bad Outputs, Commercial Banks, Directional Distance Function, Endogeneity, MCMC, Nonperforming Loans, Productivity, Technical Change

25.

Bayesian Approach to Disentangling Technical and Environmental Productivity

Econometrics, Forthcoming
Number of pages: 21 Posted: 09 Jun 2015
Emir Malikov, Subal C. Kumbhakar and Efthymios G. Tsionas
Auburn University - Department of Agricultural Economics and Rural Sociology, State University of New York (SUNY) at Binghamton - Department of Economics and Athens University of Economics and Business - Department of Economics
Downloads 4 (471,383)

Abstract:

bad output, by-production, efficiency, MCMC, productivity

26.

Electoral Motives, Partisan Motives and Dynamic Optimality with Many Taxes: An International Investigation

Scottish Journal of Political Economy, Vol. 56, Issue 1, pp. 94-113, February 2009
Number of pages: 20 Posted: 25 Jan 2009
Dimitris Christopoulos, John Loizides and Efthymios G. Tsionas
Panteion University of Athens - Department of Economic and Regional Development, Athens University of Economics and Business and Athens University of Economics and Business - Department of Economics
Downloads 1 (522,451)

Abstract:

27.

On the Estimation of Marginal Cost

Number of pages: 32 Posted: 25 Oct 2016
Manthos D. Delis, Maria Iosifidi and Efthymios G. Tsionas
University of Surrey - Surrey Business School, University of Surrey - Surrey Business School and Athens University of Economics and Business - Department of Economics
Downloads 0 (508,910)

Abstract:

Estimation of Marginal Cost; Parametric Models; Semi-Parametric Models, Nonparametric Models, California Electricity Industry, Actual and Simulated Data

28.

Market and Political Power Interactions in Greece: An Empirical Investigation

Athens University of Economics and Business, Working Paper Series 6-2016
Number of pages: 49 Posted: 06 Aug 2016
Athens University of Economics and Business - Department of Economics, Bank of Greece - Economic Research Department, Athens University of Economics and Business - Department of Economics and University of Ioannina - Department of Economics
Downloads 0 (481,476)

Abstract:

Labor market institutions; Political Institutions; Public sector wage premium; Self employed taxation gap; Growth; Business cycles; Greek crisis

29.

Quantifying and Explaining Parameter Heterogeneity in the Capital Regulation-Bank Risk Nexus

Journal of Financial Stability, Vol. 8, 2012
Posted: 22 May 2009 Last Revised: 30 Jul 2012
Manthos D. Delis, Kien C. Tran and Efthymios G. Tsionas
University of Surrey - Surrey Business School, University of Saskatchewan - Economics and Athens University of Economics and Business - Department of Economics

Abstract:

Capital regulation, risk-taking of banks, local generalized method of moments

30.

The Joint Estimation of Bank-Level Market Power and Efficiency

Posted: 21 Oct 2008 Last Revised: 14 Jun 2010
Manthos D. Delis and Efthymios G. Tsionas
University of Surrey - Surrey Business School and Athens University of Economics and Business - Department of Economics

Abstract:

Efficiency, market power, local maximum likelihood

31.

Technical and Allocative Efficiency in European Banking

Posted: 16 Jun 2008 Last Revised: 14 Jun 2010
Sophocles N. Brissimis, Manthos D. Delis and Efthymios G. Tsionas
Bank of Greece, University of Surrey - Surrey Business School and Athens University of Economics and Business - Department of Economics

Abstract:

Technical and allocative efficiency, Translog cost function, Maximum likelihood, European banking

32.

Measuring Technical and Allocative Inefficiency in the Translog Cost System: A Bayesian Approach

Journal of Econometrics, Forthcoming
Posted: 29 Dec 2004
Subal C. Kumbhakar and Efthymios G. Tsionas
State University of New York (SUNY) at Binghamton - Department of Economics and Athens University of Economics and Business - Department of Economics

Abstract:

Technical efficiency, translog cost function system, Markov Chain Monte Carlo techniques, panel data, nonlinear random effect models and commercial banks

33.

Efficiency in European Railways: Not as Inefficient as One Might Think

Journal of Applied Economics, Vol. 4, No. 1, pp. 63-88, May 2001
Posted: 29 Jun 2004
Panteion University of Athens - Department of Economic and Regional Development, Athens University of Economics and Business - Department of International and European Economic Studies and Athens University of Economics and Business - Department of Economics

Abstract:

Technical efficiency, symmetric generalized McFadden form, flexible functional forms, duality, input-specific technical efficiency, European railways