Thanasis Stengos

University of Guelph - Department of Economics

50 Stone Road East

Guelph, Ontario N1G 2W1

Canada

SCHOLARLY PAPERS

38

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4,142

TOTAL CITATIONS
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SSRN RANKINGS

Top 19,322

in Total Papers Citations

74

Scholarly Papers (38)

1.

Structural Threshold Regression

Econometric Theory, Forthcoming
Number of pages: 66 Posted: 15 Jun 2009 Last Revised: 02 May 2016
Andros Kourtellos, Thanasis Stengos and Chih Ming Tan
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads 450 (135,652)
Citation 16

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Threshold regression, nonlinear regression, instrumental variables

2.

The Effect of Public Debt on Growth in Multiple Regimes

Journal of Macroeconomics, Vol. 38, 2013
Number of pages: 19 Posted: 04 Jul 2012 Last Revised: 16 Dec 2013
Andros Kourtellos, Thanasis Stengos and Chih Ming Tan
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads 447 (136,779)
Citation 19

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parameter heterogeneity, public debt, debt threshold, threshold regression

3.

Love Thy Neighbor, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest

Ekonomia, Vol. 15, No. 1, Summer 2012
Number of pages: 23 Posted: 22 Feb 2006 Last Revised: 27 Dec 2021
Sofronis Clerides and Thanasis Stengos
University of Cyprus and University of Guelph - Department of Economics
Downloads 430 (143,137)
Citation 9

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Eurovision, social networks, reciprocity

4.

Grades, Aspirations and Post-Secondary Education Outcomes

IZA Discussion Paper No. 6867
Number of pages: 30 Posted: 06 Oct 2012 Last Revised: 19 May 2022
University of Cyprus - Department of Economics, University of Guelph - Department of Economics, Saint Mary's University, Canada - Department of Economics and University of Guelph - Department of Economics
Downloads 352 (179,149)

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university attendance, aspirations, peers, parents, Canada

5.
Downloads 277 (231,145)
Citation 12

The Global Joint Distribution of Income and Health

Number of pages: 39 Posted: 12 Jul 2007 Last Revised: 23 Aug 2008
Ximing Wu, Andreas Savvides and Thanasis Stengos
Texas A&M University - Department of Agricultural Economics, Oklahoma State University - Stillwater - Department of Economics & Legal Studies in Business and University of Guelph - Department of Economics
Downloads 187 (336,947)
Citation 12

Abstract:

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income, health, bivariate distribution

The Global Joint Distribution of Income and Health

CESifo Working Paper Series No. 2367
Number of pages: 44 Posted: 20 Aug 2008
Ximing Wu, Andreas Savvides and Thanasis Stengos
Texas A&M University - Department of Agricultural Economics, Oklahoma State University - Stillwater - Department of Economics & Legal Studies in Business and University of Guelph - Department of Economics
Downloads 90 (603,608)

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income, health, global distribution, inequality, poverty

6.

Reforms or Bankruptcy?

Kathimerini, June 26, 2011
Number of pages: 3 Posted: 30 Jun 2011
Federal Reserve Banks - Federal Reserve Bank of St. Louis, affiliation not provided to SSRN, University of Macedonia, University of Bern - Department of Economics, New York University - Leonard N. Stern School of Business - Department of Economics, Goethe University Frankfurt - Faculty of Economics and Business Administration, Athens University of Economics and Business, Tufts University, Department of Finance, University of Luxembourg, Yale University, Concordia University, Quebec - John Molson School of Business, University of Crete - Department of Economics, London School of Economics & Political Science (LSE), University of Texas at Austin - Department of Economics, University of Guelph - Department of Economics, Athens Laboratory of Business Administration (ALBA), London School of Economics, Foundation for Economic and Industrial Research (IOBE) and Athens University of Economics and Business
Downloads 260 (246,509)

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Greece, reforms, bankruptcy, restructuring, privatization

Wage Rigidity in Canadian Collective Bargaining Agreements

Number of pages: 37 Posted: 13 May 2003
Louis N. Christofides and Thanasis Stengos
University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 154 (400,450)
Citation 7

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Nominal, real, wage rigidity

Wage Rigidity in Canadian Collective Bargaining Agreements

Posted: 13 May 2003
Louis N. Christofides and Thanasis Stengos
University of Cyprus - Department of Economics and University of Guelph - Department of Economics

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Nominal, real, wage rigidity

8.

Information-Theoretic Distribution Tests with Application to Symmetry and Normality

Number of pages: 22 Posted: 06 Mar 2004
Thanasis Stengos and Ximing Wu
University of Guelph - Department of Economics and Texas A&M University - Department of Agricultural Economics
Downloads 136 (442,279)
Citation 2

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Distribution test, maximum entropy, symmetry, normality

9.

Do Institutions Rule? The Role of Heterogeneity In The Institutions Vs. Geography Debate

Economics Bulletin, Vol. 30, No. 3, pp. 1710-1719
Number of pages: 10 Posted: 18 Jun 2009 Last Revised: 24 Apr 2011
Andros Kourtellos, Thanasis Stengos and Chih Ming Tan
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of North Dakota - Nistler College of Business & Public Administration - Department of Economics & Finance
Downloads 130 (458,558)

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Threshold Regression, Endogenous Threshold Variables, Growth, Institutions, Geography

10.

Nominal Wage Rigidity: Non-Parametric Tests Based on Union Data for Canada

Number of pages: 35 Posted: 21 Aug 2001
Louis N. Christofides and Thanasis Stengos
University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 112 (513,962)

Abstract:

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Nominal Wage Rigidity, Non-Parametric Tests

11.

Endogeneity in Semiparametric Threshold Regression

Number of pages: 62 Posted: 05 Dec 2017
Andros Kourtellos, Thanasis Stengos and Yiguo Sun
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of Guelph
Downloads 109 (524,314)
Citation 1

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Control Function, Series Estimation, Threshold Regression

12.

Assessing Temporal Trends and Industry Contributions to Air and Water Pollution Using Stochastic Dominance

Quaderni - Working Paper DSE N° 981
Number of pages: 27 Posted: 04 Dec 2014
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos
University of Bologna - Department of Economics, Edge Hill University and University of Guelph - Department of Economics
Downloads 105 (538,936)

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Environmental degradation, Emissions, Water pollution, Stochastic dominance

13.

Partially Adaptive Estimation Via Maximum Entropy Densities

Number of pages: 24 Posted: 04 Apr 2005
Ximing Wu and Thanasis Stengos
Texas A&M University - Department of Agricultural Economics and University of Guelph - Department of Economics
Downloads 104 (542,639)

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Adaptive estimation, maximum entropy density

14.

Nature or Nurture in Higher Education? Inter-Generational Implications of the Vietnam-Era Lottery

IZA Discussion Paper No. 9046
Number of pages: 30 Posted: 18 May 2015 Last Revised: 19 May 2022
University of Cyprus - Department of Economics, University of Guelph - Department of Economics, Saint Mary's University, Canada - Department of Economics and University of Guelph - Department of Economics
Downloads 98 (565,526)

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higher education attendance, inter-generational mobility

15.

Measuring Air and Water Pollution Over Time Using Stochastic Dominance

Number of pages: 27 Posted: 03 Apr 2013
Elettra Agliardi, Mehmet Pinar and Thanasis Stengos
University of Bologna - Department of Economics, Edge Hill University and University of Guelph - Department of Economics
Downloads 89 (600,825)
Citation 1

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Environmental Degradation, Emissions, Water Pollution, Stochastic Dominance

16.

The Democracy-Growth nexus: A Smoothed GMM Linear Index Threshold Model Approach

Number of pages: 30 Posted: 25 Oct 2021
Chaoyi Chen and Thanasis Stengos
Central Bank of Hungary and University of Guelph - Department of Economics
Downloads 84 (622,250)

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Endogenous threshold effects and regressors, GMM, Index model, Democratization, Threshold Regression.

17.

Endogeneity in Semiparametric Threshold Regression Model With Two Threshold Variables

Number of pages: 23 Posted: 25 Oct 2021
Chaoyi Chen, Thanasis Stengos and Yiguo Sun
Central Bank of Hungary, University of Guelph - Department of Economics and University of Guelph
Downloads 69 (693,666)

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Control function; Public debt; Series estimation; Threshold regression.

18.

A Comparison of Risk-Premium Forecasts Implied by Parametric Versus Nonparametric Conditional Mean Estimators

Journal of Econometrics, Vol. 52, pp. 225-244, 1992
Number of pages: 20 Posted: 07 Oct 2011
Thomas H. McCurdy and Thanasis Stengos
University of Toronto - Rotman School of Management and University of Guelph - Department of Economics
Downloads 65 (715,378)

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bivariate generalized ARCH, out-of-sample versus in-sample forecasting, equity premiium forecasts, conditional asset pricing model

19.

Sensitivity of University Rankings: Implications of Stochastic Dominance Efficiency Analysis

Number of pages: 35 Posted: 16 Aug 2018
Mehmet Pinar, Joniada Milla and Thanasis Stengos
Edge Hill University, Saint Mary's University, Canada - Department of Economics and University of Guelph - Department of Economics
Downloads 63 (726,867)

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University Rankings; Higher Education; Nonparametric Stochastic Dominance Efficiency; Mixed Integer Programming

20.

Nuclear Energy, Economic Growth, and the Environment Optimal Policies in a Model with Endogenous Technical Change and Environmental Constraints

Number of pages: 28 Posted: 01 Dec 2022
Nikos Fatouros and Thanasis Stengos
University of Birmingham and University of Guelph - Department of Economics
Downloads 59 (750,588)

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energy, growth, Nuclear energy, Innovation

21.

Robust Tests for Convergence Clubs

CEIS Working Paper No. 451
Number of pages: 44 Posted: 14 Feb 2019
University of Rome Tor Vergata Department of Economics and Finance, University of Guelph - Department of Economics, University of Cambridge - Faculty of Economics and Politics and Istanbul Bilgi University
Downloads 59 (750,588)
Citation 1

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multivariate stationarity, bootstrap tests, regional convergence

22.

A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns

Number of pages: 15 Posted: 16 Jan 2020
University of Macedonia - Department of Economics, University of Guelph - Department of Economics and New York University - Department of Economics
Downloads 58 (756,853)
Citation 2

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bitcoin; cryptocurrency; bubble; sparse regression; LASSO; PC-LASSO; principal component; flexible least squares

23.

Endogenous Kink Threshold Regression

Number of pages: 66 Posted: 02 Mar 2024
Jianhan Zhang, Chaoyi Chen, Yiguo Sun and Thanasis Stengos
Dongbei University of Finance & Economics, Central Bank of Hungary, University of Guelph and University of Guelph - Department of Economics
Downloads 51 (803,881)
Citation 1

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Control function approach; COVID-19; Endogeneity; Kink regression model; Unemployment rate

24.

The Scope and Methodology of Economic and Financial Asymmetries

Number of pages: 43 Posted: 23 Jan 2023
Athens University of Economics and Business, Loyola University Chicago and University of Guelph - Department of Economics
Downloads 46 (841,414)

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asymmetric information, adverse selection, business cycles, growth empirics, economic asymmetries, financial instability.

25.

Aid to Agriculture, Trade and Take-Off

The Rimini Centre for Economic Analysis, Working Paper 18-04
Number of pages: 22 Posted: 06 Feb 2019
Alessandra Pelloni, Thanasis Stengos and Ilaria Tedesco
University of Rome II, Department of Economics, University of Guelph - Department of Economics and International Fund for Agricultural Development
Downloads 46 (841,414)

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Dual Economy; Agricultural Aid; Industrialization; Landlocked Countries

Who is Leading in the Communication Tone? Wavelet Analysis for the Fed and the ECB

Number of pages: 12 Posted: 17 Sep 2024
Pinar Deniz and Thanasis Stengos
Marmara University - Department of Economics and University of Guelph - Department of Economics
Downloads 29 (1,027,599)

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Central Bank, Communication Tone, Sentiment Textual Analysis, Wavelet Coherence

Who is Leading in the Communication Tone? Wavelet Analysis for the Fed and the ECB

Number of pages: 21 Posted: 18 Nov 2024
Pinar Deniz and Thanasis Stengos
Marmara University - Department of Economics and University of Guelph - Department of Economics
Downloads 16 (1,194,875)

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Central Bank, Communication Tone, Sentiment Textual Analysis, Wavelet Coherence

27.

Spatial Nexus:  Renewable and Nonrenewable Energy Consumption and Co2 Emissions

Number of pages: 1 Posted: 04 Sep 2024
Mingze (Marcellus) Li, Thanasis Stengos and Yiguo Sun
Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada, University of Guelph - Department of Economics and University of Guelph
Downloads 44 (857,424)

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Renewable Energy Consumption, Non-renewable Energy Consumption, Energy consumption, Climate Change, Spatial Durbin model.

28.

A General Model for Financial Crises: An Application to Eurozone Crisis

International Review of Economics & Finance, Vol. 70, No. November, 2020
Number of pages: 40 Posted: 13 Oct 2020 Last Revised: 12 Apr 2023
Haluk Yener, Baris Soybilgen and Thanasis Stengos
Koc University - College of Administrative Sciences and Economics, Istanbul Bilgi University - Department of Economics and University of Guelph - Department of Economics
Downloads 38 (909,465)
Citation 1

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Foreign Debt, Debt Crises, International Finance, Current Account Deficit, Stochastic Optimal Control

29.

Analysis of the Seeds of the Debt Crisis in Europe

Haluk Yener, Thanasis Stengos & M. Ege Yazgan (2017) Analysis of the seeds of the debt crisis in Europe, The European Journal of Finance, 23:15, 1589-1610, DOI: 10.1080/1351847X.2016.1272474
Number of pages: 31 Posted: 19 Nov 2015 Last Revised: 24 Aug 2020
Haluk Yener, Thanasis Stengos and Mustafa Ege Yazgan
Koc University - College of Administrative Sciences and Economics, University of Guelph - Department of Economics and Istanbul Bilgi University
Downloads 34 (947,501)
Citation 2

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Foreign debt, sustainable growth, debt crises, growth maximization, international finance, current account deficit

30.

Spatial Nexus: Natural Resources and Economic Growth

Number of pages: 25 Posted: 12 Dec 2024
Yiguo Sun, Thanasis Stengos and Mingze (Marcellus) Li
University of Guelph, University of Guelph - Department of Economics and Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada
Downloads 30 (988,454)

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JEL Classification: C21, O13, O47, P28 Economic Growth, Resources Rent, Resource Curse, Spatial Durbin model

31.

Spatial Nexus: Renewable and Nonrenewable Energy Consumption and CO 2 Emissions

Number of pages: 32 Posted: 07 Nov 2024
Mingze (Marcellus) Li, Thanasis Stengos and Yiguo Sun
Gordon S Lang School of Business and Economics, University of Guelph, Guelph, Canada, University of Guelph - Department of Economics and University of Guelph
Downloads 27 (1,021,272)

Abstract:

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Renewable Energy Consumption, Non-renewable Energy Consumption, Energy Consumption, Climate Change, Spatial Durbin model

32.

Love Thy Neighbour, Love Thy Kin: Strategy and Bias in the Eurovision Song Contest

CEPR Discussion Paper No. 5732
Number of pages: 31 Posted: 15 Aug 2006
Sofronis Clerides and Thanasis Stengos
University of Cyprus and University of Guelph - Department of Economics
Downloads 23 (1,068,076)
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Eurovision, social networks, reciprocity

33.

Robust Bma Analysis with Gini Regressions: An Application to PISA Scores

Number of pages: 7 Posted: 17 Mar 2023
Anastasia Dimiski, Andros Kourtellos and Thanasis Stengos
University of Guelph, University of Cyprus and University of Guelph - Department of Economics
Downloads 22 (1,080,399)

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BMA methodology, PISA data, Gini regression coefficient, pre-primary education, students' performance

34.

Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth

Number of pages: 35 Posted: 03 May 2024
Athens University of Economics and Business - Department of Economics, Universidad de Sevilla, University of Guelph - Department of Economics and Athens University of Economics and Business
Downloads 14 (1,182,034)

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frequentistic model averaging, Jacknife MA, Mallows MA, multi-objective optimization, stochastic dominance

35.

Heterogeneity of Institutions and Model Uncertainty in the Income Inequality Nexus

Number of pages: 41 Posted: 18 Oct 2024
Pinar Deniz and Thanasis Stengos
Marmara University - Department of Economics and University of Guelph - Department of Economics
Downloads 12 (1,207,058)

Abstract:

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Income Inequality, Institutions, Bayesian Model Averaging, Club Convergence

36.

Spacial Dependence in the Residential Canadian Housing Market

Journal of Real Estate Finance and Economics, February 2019, Volume 58, Issue 2
Posted: 09 May 2019
Yuan Zhang, Yiguo Sun and Thanasis Stengos
University of Guelph, University of Guelph and University of Guelph - Department of Economics

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Canadian residential resale housing returns; Impulse response functions; Spatial dependence; Spatial dynamic panel data models; Spatial weight matrix

37.

A Non-Linear Sensitivity Analysis of Cross-Country Growth Regressions

Posted: 21 Jun 2001
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of Guelph - Department of Economics

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38.

On the Calculation of Marginal Effects in the Bivariate Probit Model

CES Working Paper, No. 105
Posted: 29 Apr 1998
Louis N. Christofides, Thanasis Stengos and Robert Swidinsky
University of Cyprus - Department of Economics, University of Guelph - Department of Economics and University of Guelph - Department of Economics

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