Theologos Pantelidis

University of Kent

Senior Lecturer

Canterbury, Kent CT2 7PE

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

732

SSRN CITATIONS
Rank 35,213

SSRN RANKINGS

Top 35,213

in Total Papers Citations

0

CROSSREF CITATIONS

17

Scholarly Papers (7)

Social Discounting Under Uncertainty: A Cross-Country Comparison

Number of pages: 30 Posted: 05 Sep 2006
London School of Economics, Grantham Research Institute, Athens University of Economics and Business - Department of International and European Economic Studies, Essex Business School and University of Kent
Downloads 153 (196,848)
Citation 1

Abstract:

Loading...

Discounting, Uncertainty, Regime-Switching Models, Climate Change, Nuclear Power

Social Discounting Under Uncertainty: A Cross-Country Comparison

IIIS Discussion Paper No. 177
Number of pages: 33 Posted: 19 Nov 2006
London School of Economics, Grantham Research Institute, Athens University of Economics and Business - Department of International and European Economic Studies, Essex Business School and University of Kent
Downloads 70 (340,355)
Citation 1

Abstract:

Loading...

discounting, uncertainty, regime-switching models, climate change policy, nuclear power

2.

Sticky Prices and the Purchasing Power Parity Puzzle

Number of pages: 35 Posted: 02 Feb 2004
University of Piraeus - Department of Banking and Financial Management, Essex Business School, University of Kent and University of Piraeus - Department of Banking and Financial Management
Downloads 180 (170,877)
Citation 1

Abstract:

Loading...

Real exchange rate, persistence measures, nominal rigidities, VAR, impulse response

3.

The Forecasting Performance of Regime-Switching Models of Speculative Behavior for Exchange Rates

Number of pages: 39 Posted: 21 May 2012
Ekaterini Panopoulou and Theologos Pantelidis
Essex Business School and University of Kent
Downloads 121 (236,654)
Citation 1

Abstract:

Loading...

4.

Integration at a Cost: Evidence from Volatility Impulse Response Functions

NUIM Working Paper No. N1540305
Number of pages: 31 Posted: 07 Apr 2005
Ekaterini Panopoulou and Theologos Pantelidis
Essex Business School and University of Kent
Downloads 111 (252,033)

Abstract:

Loading...

Volatility spillovers, volatility impulse response functions, stock market, ARCH-BEKK

5.

The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates

IIIS Discussion Paper No. 135
Number of pages: 34 Posted: 12 Aug 2006
University of Piraeus - Department of Banking and Financial Management, Essex Business School, University of Kent and University of Piraeus - Department of Banking and Financial Management
Downloads 93 (284,003)

Abstract:

Loading...

real exchange rate, persistence measures, VAR, impulse response function, PPP

6.

Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy

Economic Policy, Vol. 23, Issue 56, pp. 757-795, October 2008
Number of pages: 38 Posted: 02 Oct 2008
Christian Gollier, Phoebe Koundouri and Theologos Pantelidis
University of Toulouse 1 - Industrial Economic Institute (IDEI), Athens University of Economics and Business - Department of International and European Economic Studies and University of Kent
Downloads 4 (635,244)
  • Add to Cart

Abstract:

Loading...

7.

The Bds Test as a Test for the Adequacy of a Garch(1,1) Specification: A Monte Carlo Study

Journal of Financial Econometrics, Vol. 3, No. 2, pp. 282-309, Spring 2005
Posted: 29 Feb 2008
Brunel University London - Department of Economics and Finance, Dalhousie University - Department of Economics, University of Kent and University of Piraeus - Department of Banking and Financial Management

Abstract:

Loading...

BDS test, GARCH(1,1) model, nuisance-parameter free property, QML estimator