Thanasis Stengos

University of Guelph - Department of Economics

50 Stone Road East

Guelph, Ontario N1G 2W1

Canada

SCHOLARLY PAPERS

32

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41

Scholarly Papers (32)

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 - College of Business & Public Administration - Department of Economics
Downloads 313 (94,080)
Citation 6

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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 - College of Business & Public Administration - Department of Economics
Downloads 305 (96,710)
Citation 1

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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

Number of pages: 29 Posted: 22 Feb 2006
Sofronis Clerides and Thanasis Stengos
University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 271 (109,839)
Citation 1

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Eurovision, social networks, reciprocity

4.

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 - House of Finance, 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 174 (168,386)

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Greece, reforms, bankruptcy, restructuring, privatization

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 98 (264,706)

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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 61 (350,758)

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income, health, global distribution, inequality, poverty

6.

Grades, Aspirations and Post-Secondary Education Outcomes

IZA Discussion Paper No. 6867
Number of pages: 30 Posted: 06 Oct 2012
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 136 (206,909)

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university attendance, aspirations, peers, parents, Canada

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 101 (257,732)

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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 - College of Business & Public Administration - Department of Economics
Downloads 89 (279,651)
Citation 2

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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

CESifo Working Paper No. 535
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 83 (291,991)
Citation 1

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Nominal Wage Rigidity, Non-Parametric Tests

10.

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 71 (319,714)
Citation 3

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Adaptive estimation, maximum entropy density

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 58 (359,805)
Citation 7

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Nominal, real, wage rigidity

Wage Rigidity in Canadian Collective Bargaining Agreements

Industrial and Labor Relations Review, Vol. 56, No. 3, April 2003
Posted: 13 May 2003
Louis N. Christofides and Thanasis Stengos
University of Cyprus - Department of Economics and University of Guelph - Department of Economics

Abstract:

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Nominal, real, wage rigidity

12.

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 51 (376,465)

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Environmental Degradation, Emissions, Water Pollution, Stochastic Dominance

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 34 (439,134)

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Control Function, Series Estimation, Threshold Regression

14.

Age Effects on Consumer Demand: An Additive Partially Linear Regression Model

Canadian Journal of Economics, Vol. 35, pp. 153-165, 2002
Number of pages: 13 Posted: 24 Apr 2002
Panayiota Lyssiotou, Panos Pashardes and Thanasis Stengos
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 34 (439,134)
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15.

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 29 (461,523)
Citation 1

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

16.

Partially Adaptive Estimation Via the Maximum Entropy Densities

Econometrics Journal, Vol. 8, No. 3, pp. 352-366, December 2005
Number of pages: 15 Posted: 27 Dec 2005
Ximing Wu and Thanasis Stengos
Texas A&M University - Department of Agricultural Economics and University of Guelph - Department of Economics
Downloads 27 (471,491)
Citation 3
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adaptive estimation, maximum entropy, density estimation, efficiency

17.

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
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 22 (498,583)

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inter-generational mobility, higher education attendance

18.

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 21 (504,200)

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multivariate stationarity, bootstrap tests, regional convergence

19.

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 - Department of Economics and University of Guelph - Department of Economics
Downloads 21 (504,200)
Citation 1
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Eurovision, social networks, reciprocity

20.

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 20 (509,844)

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Environmental degradation, Emissions, Water pollution, Stochastic dominance

21.

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 18 (521,280)

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

Estimates of the Black Economy Based on Consumer Demand Approaches

Economic Journal, Vol. 114, No. 497, pp. 622-640, July 2004
Number of pages: 19 Posted: 11 Jul 2004
Panayiota Lyssiotou, Panos Pashardes and Thanasis Stengos
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 13 (571,966)
Citation 15
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Estimates of the Black Economy Based on Consumer Demand Approaches

The Economic Journal, Vol. 114, Issue 497, pp. 622-640, 2004
Number of pages: 19 Posted: 16 Sep 2011
Panayiota Lyssiotou, Panos Pashardes and Thanasis Stengos
University of Cyprus - Department of Economics, University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 2 (651,388)
Citation 15
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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 4 (604,649)

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Dual Economy; Agricultural Aid; Industrialization; Landlocked Countries

24.

An Updated Ranking of Academic Journals in Economics (Une Mise À Jour De L'Ordonnancement Des Revues Scientifiques En Économie) 

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 44, Issue 4, pp. 1525-1538, 2011
Number of pages: 14 Posted: 19 Nov 2011
University of Crete - Department of Economics, University of Cyprus - Department of Economics and University of Guelph - Department of Economics
Downloads 4 (604,649)
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25.

Are Aid Flows Excessive or Insufficient? Estimating the Growth Impact of Aid in Threshold Regressions

Scottish Journal of Political Economy, Vol. 59, Issue 3, pp. 298-315, 2012
Number of pages: 18 Posted: 05 Jun 2012
Sarantis C. Kalyvitis, Thanasis Stengos and Irene Vlachaki
Athens University of Economics and Business - Department of International and European Economic Studies, University of Guelph - Department of Economics and Athens University of Economics and Business - Department of International and European Economic Studies
Downloads 2 (621,570)
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26.

Product Line Pricing in a Vertically Differentiated Oligopoly - La Tarification D’Une Ligne De Produits Dans Un Oligopole Verticalement Différencié

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 44, Issue 3, pp. 907-929, 2011
Number of pages: 23 Posted: 25 Aug 2011
George Deltas, Thanasis Stengos and Eleftherios Zacharias
University of Illinois at Urbana-Champaign - Department of Economics, University of Guelph - Department of Economics and Athens University of Economics and Business - Department of Economics
Downloads 1 (633,584)
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27.

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

28.

Persistence in Convergence and Club Formation

Bulletin of Economic Research, Vol. 70, Issue 2, pp. 119-138, 2018
Number of pages: 20 Posted: 13 Apr 2018
Thanasis Stengos, M. Ege Yazgan and Harun Özkan
University of Guelph - Department of Economics, Istanbul Bilgi University and Matriksdata A.S
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convergence clubs, growth convergence, long memory

29.

A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries

International Review of Finance, Vol. 17, Issue 3, pp. 479-490, 2017
Number of pages: 12 Posted: 06 Sep 2017
Serda S. Öztürk and Thanasis Stengos
Istanbul Bilgi University and University of Guelph - Department of Economics
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30.

Analysis of the Seeds of the Debt Crisis in Europe

Yener, H., Stengos, T., and Yazgan, M.E., 2017. Analysis of the Seeds of the Debt Crisis in Europe. The European Journal of Finance, DOI.org/10.1080/1351847X.2016.1272474, Forthcoming
Posted: 19 Nov 2015 Last Revised: 17 Jan 2017
Haluk Yener, Thanasis Stengos and Mustafa Ege Yazgan
Istanbul Bilgi University, University of Guelph - Department of Economics and Istanbul Bilgi University

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

31.

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

Canadian Journal of Economics, Vol. 33, No. 3, August 2000
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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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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