Zacharias Bragoudakis

Bank of Greece

Economist / Econometrician

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

National and Kapodistrian University of Athens, Department of Economics

Visiting Professor

Sofocleous 1

Athens, 105 59

Greece

http://www.econ.uoa.gr/

SCHOLARLY PAPERS

37

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2,701

SSRN CITATIONS
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Top 33,231

in Total Papers Citations

28

CROSSREF CITATIONS

5

Scholarly Papers (37)

Non-Performing Loans, Governance Indicators and Systemic Liquidity Risk: Evidence From Greece

BANK OF GREECE WORKING PAPERS,No.260
Number of pages: 25 Posted: 23 Sep 2019
Dimitrios Anastasiou, Zacharias Bragoudakis and Ioannis Malandrakis
Alpha Bank, Bank of Greece and Athens University of Economics and Business
Downloads 439 (125,316)
Citation 2

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Credit risk; Greek banking sector; Non-performing loans; Systemic liquidity risk; Worldwide Governance Indicators

Non-Performing Loans, Governance Indicators and Systemic Liquidity Risk: Evidence from Greece

Bank of Greece Working Paper No. 260
Number of pages: 29 Posted: 25 Aug 2022
Zacharias Bragoudakis, Dimitrios Anastasiou and Ioannis Malandrakis
Bank of Greece, Alpha Bank and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 86 (556,199)
Citation 8

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Credit risk; Greek banking sector; Non-performing loans; Systemic liquidity risk; Worldwide Governance Indicators

Non-Performing Loans, Governance Indicators and Systemic Liquidity Risk: Evidence from Greece

Working Paper No260 – May 2019, Bank of Greece.
Number of pages: 29 Posted: 13 Oct 2020
Dimitrios Anastasiou, Zacharias Bragoudakis and Ioannis Malandrakis
Alpha Bank, Bank of Greece and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 54 (718,832)

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Credit Risk, Greek Banking Sector, Non-Performing Loans, Systemic Liquidity Risk, Worldwide Governance Indicators

2.

Inflation Expectations and Their Role in Eurosystem Forecasting

ECB Occasional Paper No. 2021/264
Number of pages: 146 Posted: 23 Sep 2021 Last Revised: 18 Nov 2021
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Italy, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Oesterreichische Nationalbank (OeNB), Board of Governors of the Federal Reserve System, National Bank of Belgium, Bank of Estonia, Bulgarian National Bank, Bank of Estonia, Bank of Finland - Research, Czech National Bank, Bank of Finland, National Bank of Denmark, Banque de France, European Central Bank (ECB), Deutsche Bundesbank, European Central Bank, European Central Bank (ECB), Deutsche Bundesbank, Deutsche Bundesbank, European Central Bank, Deutsche Bundesbank, University of Oxford, Bank of Greece, European Central Bank (ECB), Bank of Greece, National Bank of Poland, Bank of Italy, National Bank of Poland, Latvijas Banka, Bank of Portugal - Economic Research Department, Latvijas Banka, Národná banka Slovenska, Bank of Lithuania, Bank of Slovenia, Banque centrale du Luxembourg, European Central Bank (ECB), De Nederlandsche Bank, Banco de España, De Nederlandsche Bank and Sveriges Riksbank
Downloads 397 (142,281)

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anchoring, forecasting, Inflation expectations, macroeconomics, monetary policy

3.

Competitiveness and External Imbalances within the Euro Area

ECB Occasional Paper No. 2012/139
Number of pages: 76 Posted: 09 Feb 2013
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank of Lithuania, Deutsche Bundesbank, Bank of Greece, Independent, Banco de España, Banque de France, Banque de France, Bank of Italy, Independent, Central Bank of Malta - Modelling and Research Office, Bank of Latvia, National Bank of Poland, Bank of Portugal, Magyar Nemzeti Bank and Independent
Downloads 222 (260,144)
Citation 3

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competitiveness, trade, open economy, Euro area, macro models, simulations

4.

Energy Markets and the Euro Area Macroeconomy

ECB Occasional Paper No. 113
Number of pages: 132 Posted: 20 Jun 2010
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bocconi University, affiliation not provided to SSRN, European Central Bank (ECB), European Union - European Investment Bank, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), Bank for International Settlements (BIS) - Monetary and Economic Department, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate General Economics, European Central Bank (ECB), European Central Bank (ECB), National Bank of Belgium, Deutsche Bundesbank, affiliation not provided to SSRN, Bank of Greece, European Central Bank (ECB)CEPR, Banque de France - Centre de Recherche, Banque de France, Bank of Italy, affiliation not provided to SSRN, Bank of Italy, Dutch Central Bank (DNB), Oesterreichische Nationalbank (OeNB), affiliation not provided to SSRN, affiliation not provided to SSRN and Banco de España
Downloads 203 (282,501)
Citation 1

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Greek GDP Forecasting Using Bayesian Multivariate Models

Number of pages: 15 Posted: 30 Jul 2022
Zacharias Bragoudakis and Ioannis Krompas
Bank of Greece and National Bank of Greece
Downloads 151 (366,146)

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Bayesian VARs, Forecasting, GDP, VECM

Greek GDP forecasting using Bayesian multivariate models

Bank of Greece Working Paper No. 321
Number of pages: 22 Posted: 21 Mar 2024
Zacharias Bragoudakis and Ioannis Krompas
Bank of Greece and National Bank of Greece
Downloads 17 (1,037,461)

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6.

A Comparison of GARCH Type Models With the SV Model on the Financial Markets of BRICS

Number of pages: 45 Posted: 30 May 2019
Zacharias Bragoudakis and Rafail Voulgarakis
Bank of Greece and Queen Mary University of London
Downloads 138 (393,170)

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Stochastic Volatility, GARCH, BRICS

Perceived vs Actual Financial Crisis and Bank Credit Standards: Is There Any Indication of Self-Fulfilling Prophecy?

Number of pages: 34 Posted: 27 Mar 2020
Dimitrios Anastasiou, Zacharias Bragoudakis and Stelios Giannoulakis
Alpha Bank, Bank of Greece and Athens University of Economics and Business
Downloads 67 (644,231)

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Credit Standards; Financial Crisis; Google Trends; Crisis Sentiment; Self-Fulfilling Prophecy

Perceived vs Actual Financial Crisis and Bank Credit Standards: Is There Any Indication of Self-Fulfilling Prophecy?

Bank of Greece Working Paper No. 277
Number of pages: 36 Posted: 30 Aug 2022
Zacharias Bragoudakis, Dimitrios Anastasiou and Stelios Giannoulakis
Bank of Greece, Alpha Bank and Athens University of Economics and Business
Downloads 25 (950,982)
Citation 1

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Credit Standards; Financial Crisis; Google Trends; Crisis Sentiment; Self- Fulfilling Prophecy

8.
Downloads 85 (554,255)

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Agency Cost, Capital Structure, Corporate Governance, Corporate Finance, Ownership Structure, Value of Firms

Investment Strategy and Greek Shipping Earnings: Exploring the Pre & Post 'Ordering-Frenzy' Period

Bank of Greece Working Paper No. 157
Number of pages: 39 Posted: 20 Nov 2013 Last Revised: 01 Mar 2018
Zacharias Bragoudakis, Stelios Panagiotou and Helen Thanopoulou
Bank of Greece, Bank of Greece - Economic Research Department and Aegean University
Downloads 82 (573,018)

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Investment Strategy; Shipping Earnings; Balance of Payments; Shipping Services; Dynamic OLS; Error Correction Model.

Investment Strategy and Greek Shipping Earnings: Exploring the Pre & Post 'Ordering-Frenzy' Period

Bank of Greece Working Paper No. 157
Posted: 28 Feb 2018
Zacharias Bragoudakis, Stelios Panagiotou and Helen Thanopoulou
Bank of Greece, Bank of Greece - Economic Research Department and Aegean University

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Investment Strategy, Shipping Earnings, Balance of Payments, Shipping Services, Dynamic OLS, Error Correction Model

Investigating Government Spending Multiplier for the US Economy: Empirical Evidence using a Triple Lasso Approach

Number of pages: 26 Posted: 08 Apr 2021
Zacharias Bragoudakis and Dimitrios Panas
Bank of Greece and Systemic RM
Downloads 61 (677,093)

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Investigating Government Spending Multiplier for the Us Economy: Empirical Evidence Using a Triple Lasso Approach

Bank of Greece Working Paper No. 292
DOI: https://doi.org/10.52903/wp2021292
Number of pages: 30 Posted: 30 Aug 2022
Zacharias Bragoudakis and Dimitrios Panas
Bank of Greece and Systemic RM
Downloads 14 (1,071,287)

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government spending, fiscal multipliers, debiased machine learning, triple lasso

Oil and Pump Prices: Is There Any Asymmetry in the Greek Oil Downstream Sector?

Number of pages: 27 Posted: 05 Sep 2019
Zacharias Bragoudakis, Stavros Antonios Degiannakis and George Filis
Bank of Greece, Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Bournemouth University
Downloads 40 (817,652)
Citation 1

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oil price shocks, fuel prices, asymmetric responses, rockets and feathers, pass-through

Oil and Pump Prices: Is There Any Asymmetry in the Greek Oil Downstream Sector?

Bank of Greece Working Paper No. 268
Number of pages: 31 Posted: 25 Aug 2022
George Filis, Zacharias Bragoudakis and Stavros Degiannakis
Bournemouth University, Bank of Greece and Bank of Greece - Economic Research Department
Downloads 24 (961,276)
Citation 1

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Oil price shocks, fuel prices, asymmetric responses, rockets and feathers, pass-through

Downloads 46 (772,386)

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Price asymmetry, Gasoline prices, Crude oil, Threshold cointegration

Asymmetric Price Adjustment and the Effects of Structural Reforms in a Low Income Environment: The Case of the Gasoline Market in Greece

Bank of Greece Working Paper No. 274
Number of pages: 32 Posted: 30 Aug 2022
Dimitrios Sideris and Zacharias Bragoudakis
Bank of Greece and Bank of Greece
Downloads 15 (1,060,041)
Citation 1

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Price asymmetry, Gasoline prices, Crude oil, Threshold cointegration

13.

Selected Review of the Empirical Literature on House Price Modelling and Forecasting: What Does the Literature Say?

Number of pages: 8 Posted: 29 Apr 2018
Zacharias Bragoudakis, Marina Emiris and Mihnea Constantinescu
Bank of Greece, National Bank of Belgium - Research Department and National Bank of Ukraine
Downloads 60 (669,929)

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House Prices, Modelling, Forecasting

14.

Asymmetric Price Adjustment and the Effect of Structural Reforms in the Gasoline Market in Greece

Number of pages: 19 Posted: 09 Oct 2018
Zacharias Bragoudakis and Dimitrios Sideris
Bank of Greece and Bank of Greece
Downloads 48 (741,138)

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Asymmetry, Gasoline, Crude Oil, Threshold Cointegration

An Analysis of the Reliability of First (Flash) Quarterly National Account Data Releases for Greece

Economic Bulletin No. 32, Bank of Greece (2009)
Number of pages: 74 Posted: 03 Mar 2018
Zacharias Bragoudakis, Nicholas Zonzilos and Georgia Pavlou
Bank of Greece, Bank of Greece and Bank of Greece
Downloads 30 (902,838)

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Quarterly national account data estimates, Revisions, Bias test

An Analysis of the Reliability of First (Flash) Quarterly National Account Data Releases for Greece

Bank of Greece Economic Bulletin, Issue 32, Article 3
Number of pages: 13 Posted: 27 Jul 2022
Nicholas Zonzilos, Zacharias Bragoudakis and Georgia Pavlou
Bank of Greece, Bank of Greece and Bank of Greece
Downloads 16 (1,048,697)

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flash estimates of GDP, Greece

16.

An Empirical Investigation of the Relationship between Unit Labor Cost and Price Developments: The Case of Greece

Economic Bulletin, Bank of Greece, Economic Analysis and Research Department, December 2014, vol. 40, pp.37-68.
Number of pages: 43 Posted: 08 May 2018
Zacharias Bragoudakis
Bank of Greece
Downloads 40 (796,720)

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Unit Labour Cost, Prices, Cointegration,VECM, Granger Causality

17.

An Empirical Investigation of the Relationship between Unit Labour Cost and Price Developments: The Case of Greece

Bank of Greece Economic Bulletin, Issue 40, Article 2
Number of pages: 28 Posted: 27 Jul 2022
Zacharias Bragoudakis
Bank of Greece
Downloads 38 (811,571)
Citation 1

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Unit Labour Cost, Productivity, Profit Margins, Causality, Cointegration

18.

Greek Shipping Receipts Revisited: A Freight Market and Country Risk Perspective

Number of pages: 15 Posted: 10 May 2018
Zacharias Bragoudakis, Stelios Panagiotou and Helen Thanopoulou
Bank of Greece, Bank of Greece - Economic Research Department and Aegean University
Downloads 37 (819,233)

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Shipping Inflows, Balance of Payments, Country Risk, Cointegration, Asymmetric Error Correction Model

An Operational Framework for the Short-Term Forecasting of Inflation

Economic Bulletin, No. 29, October 2007
Number of pages: 18 Posted: 08 Mar 2018
Maria Albani, Zacharias Bragoudakis and Nicholas Zonzilos
Bank of Greece, Bank of Greece and Bank of Greece
Downloads 21 (993,131)

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Inflation, Forecasting, Loss Functions

An Operational Framework for the Short-Term Forecasting of Inflation

Bank of Greece Economic Bulletin, Issue 29, Article 3
Number of pages: 18 Posted: 21 Jul 2022
Maria Albani, Nicholas Zonzilos and Zacharias Bragoudakis
Bank of Greece, Bank of Greece and Bank of Greece
Downloads 14 (1,071,287)

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inflation forecasting

20.

New National Account Methodology and the Implications for the Greek Economy: ESA 2010 vs ESA 95

Number of pages: 12 Posted: 03 Mar 2018
Zacharias Bragoudakis and Ioannis Papadogeorgis
Bank of Greece and Bank of Greece - Economic Research Department
Downloads 31 (868,396)

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National Accounts, ESA 2010, ESA 95

21.

Bank Rate Rigidities and Asymmetric Adjustment: Evidence from Selected OECD Countries

Greek Economic Review, Vol. 22, No. 1, Autumn 2003
Number of pages: 17 Posted: 08 Sep 2003 Last Revised: 22 Feb 2018
George Donatos, Demetrios Moschos and Zacharias Bragoudakis
University of Athens - Department of Economics, National and Kapodistrian University of Athens - Faculty of Economics and Bank of Greece
Downloads 27 (904,027)

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Interest Rates, Asymmetric Adjustment, Cointegration, Threshold Autoregressive Process

22.

Imbalances in the Current Account of the Greek Economy Causes and Policy Recommendations

Number of pages: 6 Posted: 19 Jan 2024
Zacharias Bragoudakis
Bank of Greece
Downloads 26 (913,177)

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Macroeconomic imbalances; Current account balance; Investment gap; Structural reforms

23.

Investment Strategy and Greek Shipping Earnings: Exploring the Pre &Amp; Post “Ordering-Frenzy" Period

Bank of Greece Working Paper No. 157
Number of pages: 39 Posted: 11 Aug 2022
Zacharias Bragoudakis, Stelios Panagiotou and Helen Thanopoulou
Bank of Greece, Bank of Greece - Economic Research Department and Aegean University
Downloads 25 (922,459)
Citation 1

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Investment Strategy; Shipping Earnings; Balance of Payments; Shipping Services; Dynamic OLS; Error Correction Model

24.

Relative Prices and Sectoral Labor Productivity Differentials: A Long-Run Analysis for Greece

Ekonomia, Vol. 4, No. 2, Winter 2000
Number of pages: 15 Posted: 14 Dec 2003 Last Revised: 22 Feb 2018
Zacharias Bragoudakis and Demetrios Moschos
Bank of Greece and National and Kapodistrian University of Athens - Faculty of Economics
Downloads 25 (922,459)

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Balassa-Samuelson model, Cointegration

25.

What Is the Expected Impact on GDP Growth and Inflation Due to a Sharp Decline in International Oil Prices? The Case of the Greek Economy

Number of pages: 13 Posted: 02 Jul 2020
Zacharias Bragoudakis and Ilias Kyriopoulos
Bank of Greece and affiliation not provided to SSRN
Downloads 24 (932,193)

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GDP Growth, Inflation, Oil Price, Simulation

26.

Forecasting Macroeconomic Indicators for Eurozone and Greece: How Useful are the Oil Price Assumptions?

Bank of Greece Working Paper No. 296
DOI: https://doi.org/10.52903/wp2022296
Number of pages: 23 Posted: 31 Aug 2022
George Filis, Stavros Degiannakis and Zacharias Bragoudakis
University of Patras - Department of Economics, Bank of Greece - Economic Research Department and Bank of Greece
Downloads 23 (942,022)

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Oil price forecasts, MIDAS, conditional forecasts, core inflation, industrial production

Do Retail Gasoline Prices Adjust Symmetrically to Crude Oil Price Changes? The Case of the Greek Oil Market

Bank of Greece Economic Bulletin, Issue 37, Article 1
Number of pages: 15 Posted: 27 Jul 2022
Zacharias Bragoudakis and Dimitrios Sideris
Bank of Greece and Bank of Greece
Downloads 20 (1,004,023)
Citation 1

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asymmetric price response, oil prices, TAR cointegration

Do Retail Gasoline Prices Adjust Symmetrically to Crude Oil Price Changes? The Case of the Greek Oil Market

Economic Bulletin No.37, Bank of Greece, 2012
Posted: 03 Mar 2018
Zacharias Bragoudakis and Dimitrios Sideris
Bank of Greece and Bank of Greece

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Gasoline Pricing, AECM, TAR Model

28.

Effects of a sovereign credit rating upgrade to investment grade on the Greek economy

Bank of Greece Economic Bulletin, Issue 58
Number of pages: 22 Posted: 27 Mar 2024
Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece, Bank of Greece and Bank of Greece
Downloads 14 (1,035,308)

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29.

Are price adjustments asymmetric in basic food categories? The case of Greek food market

Bank of Greece Economic Bulletin, Issue 47, Article 4
Number of pages: 17 Posted: 28 Jul 2022
Zacharias Bragoudakis
Bank of Greece
Downloads 9 (1,086,208)

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imperfect competition, asymmetric cointegration, food market.

30.

Determinants of the Receipts from Shipping Services: The Case of Greece

Bank of Greece Economic Bulletin, Issue 34, Article 2
Number of pages: 15 Posted: 27 Jul 2022
Zacharias Bragoudakis and Stelios Panagiotou
Bank of Greece and Bank of Greece - Economic Research Department
Downloads 7 (1,105,637)
Citation 1

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Balance of Payments, Current Account, Maritime Services, Maritime Economics

31.

Are Price Adjustments Asymmetric in Basic Food Categories? The Case of the Greek Food Market

Economic Bulletin 47 , Bank of Greece (2018)
Posted: 05 Oct 2021
Zacharias Bragoudakis
Bank of Greece

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Imperfect Competition, Asymmetric Cointegration, Food Market

32.

Earning a Peace Dividend in a Crisis Environment: The Greek Case

Peace Economics, Peace Science and Public Policy, 2017
Posted: 15 Mar 2018
Zacharias Bragoudakis and George Zombanakis
Bank of Greece and Independent

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Growth, IRF’s variance decomposition, military expenditure, peace dividend, VAR

33.

EViews Guide with Econometric Applications

Posted: 13 Mar 2018
Zacharias Bragoudakis
Bank of Greece

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Appied Econometrics, EViews

34.

Greek Shipping Earnings and Investment Expenditure: Exploring the Pre & Post 'Ordering-Frenzy' Period

SPOUDAI Journal of Economics and Business, Vol 65, No 3-4 (2015)
Posted: 07 Mar 2018
Zacharias Bragoudakis, Helen Thanopoulou and Stelios Panagiotou
Bank of Greece, Aegean University and Bank of Greece - Economic Research Department

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Shipping Earnings, Shipping Investment, Balance of Payments, Shipping Services, Dynamic OLS, Error Correction Model

35.

An Empirical Investigation of Economic Growth Rate and Saving Ratio: Evidence from Selected Eastern European Countries

Review of Economic Sciences, Vol. 7
Posted: 17 Jan 2005 Last Revised: 16 Mar 2018
Zacharias Bragoudakis and Anastasios Kontopoulos
Bank of Greece and National & Kapodistrian University of Athens

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Economic growth, saving ratio, co-variance analysis

36.

Advertising and Contestable Market: Evidence from the Greek Mobile Sector

Posted: 08 Dec 2004
Zacharias Bragoudakis and George Donatos
Bank of Greece and University of Athens - Department of Economics

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Advetising expenditure, sales, market shares, penetration rate

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Cointegration, Forecasting, Simulation Analysis, Vector error-correction models