Inflation, output growth, and nominal and real uncertainty: empirical evidence for the G7 S Fountas, M Karanasos Journal of International Money and finance 26 (2), 229-250, 2007 | 264 | 2007 |
Inflation uncertainty, output growth uncertainty and macroeconomic performance S Fountas, M Karanasos, J Kim Oxford Bulletin of Economics and Statistics 68 (3), 319-343, 2006 | 237 | 2006 |
Inflation, inflation uncertainty and a common European monetary policy S Fountas, A Ioannidis, M Karanasos The Manchester School 72 (2), 221-242, 2004 | 151 | 2004 |
On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach C Conrad, M Karanasos Japan and the world Economy 17 (3), 327-343, 2005 | 148 | 2005 |
Inflation and output growth uncertainty and their relationship with inflation and output growth S Fountas, M Karanasos, J Kim Economics letters 75 (3), 293-301, 2002 | 148 | 2002 |
Two to tangle: Financial development, political instability and economic growth in Argentina NF Campos, MG Karanasos, B Tan Journal of Banking & Finance 36 (1), 290-304, 2012 | 130 | 2012 |
Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study C Conrad, M Karanasos, N Zeng Journal of Empirical Finance 18 (1), 147-159, 2011 | 107 | 2011 |
The second moment and the autocovariance function of the squared errors of the GARCH model M Karanasos Journal of Econometrics 90 (1), 63-76, 1999 | 99 | 1999 |
The relationship between economic growth and real uncertainty in the G3 S Fountas, M Karanasos Economic modelling 23 (4), 638-647, 2006 | 96 | 2006 |
Negative volatility spillovers in the unrestricted ECCC-GARCH model C Conrad, M Karanasos Econometric Theory 26 (3), 838-862, 2010 | 93 | 2010 |
A re-examination of the asymmetric power ARCH model M Karanasos, J Kim Journal of Empirical Finance 13 (1), 113-128, 2006 | 89 | 2006 |
Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896–2000 NF Campos, MG Karanasos Economics Letters 100 (1), 135-137, 2008 | 88 | 2008 |
Dual long memory in inflation dynamics across countries of the Euro area and the link between inflation uncertainty and macroeconomic performance C Conrad, M Karanasos Studies in Nonlinear Dynamics & Econometrics 9 (4), 2005 | 80 | 2005 |
Moments of the ARMA–EGARCH model M Karanasos, J Kim The Econometrics Journal 6 (1), 146-166, 2003 | 68 | 2003 |
Output variability and economic growth: the Japanese case S Fountas, M Karanasos, A Mendoza Bulletin of Economic Research 56 (4), 353-363, 2004 | 63 | 2004 |
On the Autocorrelation Properties of Long‐Memory GARCH Processes M Karanasos, Z Psaradakis, M Sola Journal of Time Series Analysis 25 (2), 265-282, 2004 | 63 | 2004 |
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis M Karanasos, S Yfanti, M Karoglou International Review of Financial Analysis 45, 332-349, 2016 | 62 | 2016 |
Prediction in ARMA models with GARCH in mean effects M Karanasos Journal of Time Series Analysis 22 (5), 555-576, 2001 | 59 | 2001 |
Analyzing US inflation by a GARCH model with simultaneous feedback M Karanasos, M Karanassou, S Fountas WSEAS Transactions on Information Science and Applications 1 (2), 767-772, 2004 | 52 | 2004 |
Is the relationship between inflation and its uncertainty linear? M Karanasos, S Schurer German Economic Review 9 (3), 265-286, 2008 | 44 | 2008 |