Publications by Professor Menelaos Karanasos - ePrints

Browsing publications by Professor Menelaos Karanasos

Newcastle Authors	Title	Year
Professor Menelaos Karanasos	Inflation, output growth, and nominal and real uncertainty: empirical evidence for the G7	2005
Professor Menelaos Karanasos	On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach	2005
Professor Menelaos Karanasos	The correlation structure of some financial time series models	2005
Professor Menelaos Karanasos Janhgo Kim	The inflation-output variability relationship in the G3:a bivariate GARCH (BEKK) approach	2005
Professor Menelaos Karanasos	Analyzing US inflation by a GARCH model with simultaneous feedback	2004
Professor Menelaos Karanasos	Inflation, inflation uncertainty and implications for a common European monetary policy	2004
Professor Menelaos Karanasos	On the autocorrelation properties of long memory GARCH processes	2004
Professor Menelaos Karanasos	Output variability and economic growth: the Japanese case	2004
Professor Menelaos Karanasos	Permanent and transitory components in a continuous time model of the term structure	2004
Professor Menelaos Karanasos	The statistical properties of long-memory ACD models	2004
Professor Menelaos Karanasos	The stock volatility-volume relation in Canada and France	2004
Professor Menelaos Karanasos	Moments of the ARMA-EGARCH model	2003
Professor Menelaos Karanasos	Stability pact and interest rate spillovers: evidence from two EU countries	2003
Professor Menelaos Karanasos	Inflation and output growth uncertainty and their relationship with inflation and output growth	2002
Professor Menelaos Karanasos	Prediction in ARMA models with GARCH in mean effects	2001