Thanasis Stengos

University of Guelph - Department of Economics

50 Stone Road East

Guelph, Ontario N1G 2W1

Canada

  • University of Guelph - Department of Economics

SCHOLARLY PAPERS

32

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57

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16

Scholarly Papers (32)

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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 394 (129,891)
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 379 (135,676)
Citation 18

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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 372 (138,511)
Citation 7

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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
Louis N. Christofides, Michael Hoy, Joniada Milla and Thanasis Stengos
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 324 (160,885)

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university attendance, aspirations, peers, parents, Canada

5.

Reforms or Bankruptcy?

Kathimerini, June 26, 2011
Number of pages: 3 Posted: 30 Jun 2011
Costas Azariadis, George Constantinides, Christos Constantatos, Harris Dellas, Nicholas Economides, Michael Haliassos, Panos Hatzipanayotou, Yannis M. Ioannides, Christos Koulovatianos, Costas Meghir, Stylianos Perrakis, Emmanuel Petrakis, Christopher A. Pissarides, Vasiliki Skreta, Thanasis Stengos, Haridimos Tsoukas, Dimitri Vayanos, Nikolaos Vettas and Anastasios Xepapadeas
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, Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business
Downloads 224 (233,254)

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Greece, reforms, bankruptcy, restructuring, privatization

6.

The Global Joint Distribution of Income and Health

Downloads 210 (247,847)
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 131 (370,469)
Citation 12

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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 79 (526,520)

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income, health, global distribution, inequality, poverty

7.

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 123 (387,301)
Citation 2

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Distribution test, maximum entropy, symmetry, normality

8.

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 118 (399,341)

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

9.

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 101 (446,596)

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Nominal Wage Rigidity, Non-Parametric Tests

10.

Spatial Spillovers in Trade Agreement Memberships: Does Institutional Proximity Matter?

Number of pages: 67 Posted: 22 Mar 2021 Last Revised: 20 Mar 2023
Renliang Liu, Thanasis Stengos and Yiguo Sun
Liaoning University, University of Guelph - Department of Economics and University of Guelph
Downloads 92 (474,703)

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Preferential trade agreements, institutions, democracy, economic freedom, spatial econometrics

11.

Wage Rigidity in Canadian Collective Bargaining Agreements

Downloads 92 (474,703)
Citation 7

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 92 (478,711)
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

12.

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 86 (494,933)

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Adaptive estimation, maximum entropy density

13.

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 81 (513,106)
Citation 1

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Control Function, Series Estimation, Threshold Regression

14.

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 77 (528,574)
Citation 1

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Environmental Degradation, Emissions, Water Pollution, Stochastic Dominance

15.

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
Louis N. Christofides, Michael Hoy, Joniada Milla and Thanasis Stengos
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 58 (613,474)

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inter-generational mobility, higher education attendance

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 57 (618,625)

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

17.

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 56 (623,819)

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

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 50 (656,582)

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

19.

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 48 (668,068)

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Environmental degradation, Emissions, Water pollution, Stochastic dominance

20.

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 46 (680,111)

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

21.

Robust Tests for Convergence Clubs

CEIS Working Paper No. 451
Number of pages: 44 Posted: 14 Feb 2019
Luisa Corrado, Thanasis Stengos, Melvyn Weeks and Mustafa Ege Yazgan
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 45 (686,377)
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
Theodore Panagiotidis, Thanasis Stengos and Orestis Vravosinos
University of Macedonia - Department of Economics, University of Guelph - Department of Economics and New York University - Department of Economics
Downloads 42 (712,169)

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

23.

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 39 (725,786)

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Dual Economy; Agricultural Aid; Industrialization; Landlocked Countries

24.

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 36 (747,009)

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energy, growth, Nuclear energy, Innovation

25.

The Scope and Methodology of Economic and Financial Asymmetries

Number of pages: 43 Posted: 23 Jan 2023
George Alogoskoufis, A. (Tassos) G. Malliaris and Thanasis Stengos
Athens University of Economics and Business, Loyola University Chicago and University of Guelph - Department of Economics
Downloads 26 (834,219)

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

26.

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
Istanbul Bilgi University, Istanbul Bilgi University - Department of Economics and University of Guelph - Department of Economics
Downloads 26 (825,622)

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

27.

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
Istanbul Bilgi University, University of Guelph - Department of Economics and Istanbul Bilgi University
Downloads 21 (870,453)
Citation 2

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

28.

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 21 (870,453)
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Eurovision, social networks, reciprocity

29.

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 9 (986,666)

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

30.

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

31.

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

Posted: 21 Jun 2001
Theofanis P. Mamuneas, Pantelis Kalaitzidakis and Thanasis Stengos
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of Guelph - Department of Economics

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32.

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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