GEORGIOS CHORTAREAS PDF
Financial development and economic activity in advanced and developing open economies: Evidence from panel cointegration. G Chortareas, G Magkonis. Office: 1, Sofokleous & Aristidou str., 5th floor, office Tel: email : gchortar[at]econ,uoa[dot]gr. Personal Website: Georgios Chortareas. Research Economist,. Dr Chortareas has been a Research Economist in the International Economic Analysis Division, Monetary Analysis.
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A not so Straightforward Relationship more. ABSTRACT We find evidence of heterogeneity and irrationality among professional forecasts for three-month inter-bank rates and ten-year gilt yields at both short and long forecast horizons over the period — We employ a non-linear version of beorgios Augmented Dickey-Fuller test, based on an exponentially smooth-transition autoregressive model ESTAR that enhances the power of the tests against mean-reverting non-linear alternative hypotheses.
Essays on the political economy of central banking by Georgios Chortareas 1 edition published in in English and held by 2 WorldCat member libraries worldwide.
New articles by this author. The random-walk behavior of the Euro exchange rate more. McDermott and Titos E. South East Asia 1 Thus, the real yen behavior may not be so different after all but simply perceived to geogrios so due to the use of a restrictive alternative hypothesis in previous tests. She is the author of several papers and chapters of books on these subjects.
Chortareas, Georgios [WorldCat Identities]
Oxford Bulletin of Economics and Statistics. International Review of Economics Finance.
Market Power versus Efficiency more. His research interests include systematic modelling of policies to achieve climate stabilisation. Our results suggest that the bilateral yen real exchange rates against the other G7 and Asian currencies were mean reverting during the post-Bretton Woods era. Help us Corrections Found an chortarews or omission?
In Search of a Selfish Central Banker? MarketingEconometricsand Forecasting. The majority of biased forecasts overestimate the future spot rate, consistent with slow adjustment to the declining trend in inflation and interest rates. Moreover, we employ the methodology of Campbell and Vuolteenaho and we show that money illusion is present in the UK equity market only for the period prior to One weakness of such tests, however, is that they fail to inform the researcher as to which cross-section units are stationary.
Transparency in monetary policy Book 1 edition published in in English and held by 2 WorldCat member libraries worldwide. He studied economics at Cologne University where he graduated in Volatility and Spillover Effects of Yen Interventions more.
The financial development and growth nexus: Corrections All material on this site has been provided by the respective publishers and authors. Geoorgios Chortareas, G Magonis Ekonomia 11 2 A Stock-flow Consistent Approach’, Ekonomia, Our results indicate that using high-frequency data Monetary chortxreas and stock returns under the MPC and inflation targeting more. He is the author of 11 books and has edited 24, and has also contributed chapters to over Our results reveal evidence of mean-reversion that is significantly stronger as compared to those obtained by the existing literature, strengthening the case for PPP.
International evidence from central bank forecasts ,” Bank of England working papersBank of England.
The effect of banking supervision on central bank preferences: This paper suggests that the measure of half-life used in the literature might be problematic and suggests an alternative measure. Enlargement and the European central bank more. Apr 1, Publication Name: Using a methodology introduced by Pesaran aFiscal policies and monetary leadership in a Monetary Union with a deficit-concerned Central Bank by Georgios Chortareas 1 edition published in in English and held by 1 WorldCat member library worldwide.
Los Bancos centrales nacionales en el sistema europeo de bancos centrales by Jordi Bacaria Book 5 editions published in in Spanish and held by 12 WorldCat member libraries worldwide.
Journal of Post Keynesian Economics. We analyse the sustainability of government debt for Latin American and Caribbean countries employing unit-root tests with nonlinear alternative hypotheses and examine the robustness of our results against those from unit-root tests with breaks and threshold nonlinearities. For general information on how to correct material on RePEc, see these instructions. Review of Development Economics.
To link different versions of the same work, where versions have a different title, use this form. The Yen real exchange rate may be stationary after all: Number of Distinct Works h-index Number of Journal Pages Number of Journal Pages, Weighted by Number of Authors Closeness measure in co-authorship network Betweenness measure in co-authorship network Co-authorship network on CollEc Featured entries This author is featured on the following reading lists, publication compilations or Wikipedia entries: His main research interests are in the area of public policymaking, climate change policy, the crisis in the eurozone and its impact on Ireland, UK austerity policy and Banking nationalisation.