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Working Paper series

The Working Paper series disseminates high quality research in diverse topics in areas of interest to the Bank.


New perspectives on the Great Depression: a review essay
No. 212, September 2016
Author:
George S. Tavlas

Abstract

Moral hazard and strategic default: evidence from Greek corporate loans
No. 211, July 2016
Authors:
Ioannis Asimakopoulos
Panagiotis K. Avramidis
Dimitris Malliaropulos
Nickolaos G. Travlos

Abstract

The re-pricing of sovereign risks following the Global Financial Crisis
No. 210, July 2016
Authors:
Dimitris Malliaropulos
Petros M. Migiakis

Abstract

On the optimality of bank competition policy
No. 209, July 2016
Authors:
Ioannis G. Samantas

Abstract

Firm investment and financial conditions in the euro area: evidence from firm-level data
No. 208, June 2016
Authors:
Hiona Balfoussia
Heather D. Gibson

Abstract

How Friedman and Schwartz became monetarists
No. 207, May 2016
Authors:
James R. Lothian
George S. Tavlas

Abstract

Structural and cyclical factors of Greece’s current account balances: a note
No. 206, April 2016
Author:
Ioanna C. Bardakas

Abstract

Underinvestment and unemployment: the double hazard in the euro area
No. 205, April 2016
Authors:
Nicos Christodoulakis
Christos Axioglou

Abstract

Macroeconomic Forecasting and Structural Changes In Steady States
No. 204, March 2016
Author:
Dimitrios P.Louzis

Abstract

Credit risk stress testing for EU15 banks: a model combination approach
Νο. 203, January 2016
Authors:
George Papadopoulos
Savas Papadopoulos
Thomas Sager

Abstract

Systemic early warning systems for EU15 based on the 2008 crisis
No. 202, January 2016
Authors:
Savas Papadopoulos
Pantelis Stavroulias
Thomas Sager

Abstract

Who exports high-quality products? Some empirical regularities from Greek exporting firms
No. 201, December 2015
Author:
Sarantis Kalyvitis

Abstract

Credit-less recoveries: the role of investment-savings imbalances
No. 200, November 2015
Authors:
Hiona Balfoussia
Dimitris Malliaropulos

Abstract

The effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012
No. 199, November 2015
Authors:
Heather D. Gibson
Stephen G. Hall
George S. Tavlas

Abstract

Determinants of euro-area bank lending margins: financial fragmentation and ECB policies
WP 198, October 2015
Authors:
Helen Louri
Petros M. Migiakis

Abstract

The macroeconomic impact of structural reforms in product and labour markets: trade-offs and complementarities
No. 197, October 2015
Authors:
Dimitris Papageorgiou
Evangelia Vourvachaki

Abstract

The distributional consequences of the stabilization and adjustment policies in Greece during the crisis, with the use of a multisectoral computable general equilibrium model
No. 196, August 2015
Authors:
Stavros Zografakis
Alexandros Sarris

Abstract

Steady-state priors and Bayesian variable selection in VAR forecasting
No. 195, July 2015
Author:
Dimitriοs P. Louzis
Forthcoming in: Studies in Nonlinear Dynamics Econometrics

Abstract

Financial conditions and economic activity: the potential impact of the targeted longer-term refinancing operations (TLTROS)
No. 194,  July 2015
Authors:
Hiona Balfoussia
Heather D. Gibson
Forthcoming in: Applied Economics Letters

Abstract

Corruption and Tax Evasion: Reflections on Greek Tragedy
No. 193, June 2015
Authors:
Anastasia Litina
Theodore Palivos

Abstract

EMU 2.0-Drawing lessons from the crisis - a new framework for stability and growth
No.192, March 2015
Author:
Theodoros S. Papaspyrou

Abstract

Profitability in the Greek banking system: a dual investigation of net interest and non-interest income
No. 191,  February 2015
Authors:
Dimitrios P. Louzis
Angelos T. Vouldis

Abstract

What are the international channels through which a us policy shock is transmitted to the world economies? Evidence from a time varying FAVAR
No. 190, January 2015
Authors:
Αnastasios Evgenidis
Costas Siriopoulos

Abstract

Bank leverage and return on equity targeting: intrinsic procyclicality of short-term choices
No. 189, November 2014
Authors:
Spyros Pagratis (email: spagratis@aueb.gr)
Eleni Karakatsani
Helen Louri

Abstract

On corporate financial distress prediction: what can we learn from private firms in a small open economy?
No. 188, November 2014
Author:
Evangelos C. Charalambakis (email: echaralambakis@bankofgreece.gr)

Abstract

When does it pay to tax? Evidence from state-dependent fiscal multipliers in the euro area
Νο. 187, October 2014
Authors:
George Hondroyiannis
Dimitrios Papaoikonomou

Abstract

Fiscal policy, net exports, and the sectoral composition of output in Greece
No. 186, September 2014
Author:
Athanasios O. Tagkalakis (
atagkalakis@bankofgreece.gr)
Published in: International Economics and Economic Policy, Volume 12, Issue 4 (2015), Page 521-539.

Abstract

Industry-level labour demand elasticities across the Eurozone: will there be any gain after the pain of internal devaluation?
No. 185, July 2014
Authors:
Antonis Adam
Thomas Moutos

Abstract

macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach
Νο. 184, June 2014
Author:
Dimitris P. Louzis (dlouzis@bankofgreece.gr)
Forthocoming in: Empirical Economics (with title "Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs")

Abstract

On modeling banking risk
No. 183, May 2014
Author:
E.G. Tsionas

Abstract

BoGGEM: a dynamic stochastic general equilibrium model for policy simulations
Νο. 182, May 2014
Author:
Dimitris Papageorgiou (email:
dpapageorgiou@bankofgreece.gr)

Abstract

The determinants of vat revenue efficiency: recent evidence from Greece
No. 181, May 2014
Author:
Athanasios O. Tagkalakis (email:
atagkalakis@bankofgreece.gr)

Abstract

Does fairness matter for the success of fiscal consolidation?
No. 180, May 2014
Authors:
Georgia Kaplanoglou
Vassilis T. Rapanos
loanna C. Bardakas (impardaka@bankofgreece.gr)

Abstract

Financial stability indicators and public debt developments
No. 179, Μay 2014
Author:
Athanasios O. Tagkalakis
Published in: The Quarterly Review of Economics and Finance, 2014, 54 (2), pp. 158-179.

Abstract

Financing exports of goods: a constraint on Greek economic growth
No. 178, March 2014
Authors:
Ioanna C. Bardakas

Abstract

In old Chicago: Simons, Friedman and the development of monetary-policy rules
No. 177, March 2014
Author:
George S. Tavlas

Abstract

Déjà vu? The Greek crisis experience, the 2010s versus the 1930s. Lessons from history
No. 176, February 2014
Authors:
George Chouliarakis
Sophia Lazaretou
Forthcoming in: in Janrbuch fur Wirtschaftswissenschaften-Review of Economics, 2015, (with title "The Great Depression and the Great Recession in Modern Greece and Toady: A Comparison”).

Abstract

Η έξυπνη οικονομία: "πολιτιστικές" και "δημιουργικές" βιομηχανίες στην Ελλάδα. Μπορούν να αποτελέσουν προοπτική εξόδου από την κρίση;
No. 175, February 2014
Author:
Sophia Lazaretou

Abstract

Inequality, poverty and social welfare in Greece: distributional effects of austerity
No. 174, January 2014
Author:
Theodore Mitrakos

Abstract

Why firms avoid cutting wages: survey evidence from European firms
No.173, January 2014
Authors:
Philip Du Caju
Theodora Kosma
Martina Lawless
Julián Messina
Tairi Rõõm
Published in : ILR Review, August 2015, 68(4) pp. 862-888 .

Abstract

Transmission effects in the presence of structural breaks: evidence from south-eastern European countries
No. 172, January 2014
Authors:
Minoas Koukouritakis
Athanasios P. Papadopoulos
Andreas Yannopoulos

Abstract

Assessing the variability of indirect tax elasticity in Greece
No. 171, January 2014
Author:
Athanasios O. Tagkalakis
Published in: Economics Bulletin, 2013, 33(3) pp. 2098-2109.

Abstract

Oil price shocks and volatility do predict stock market regimes
No. 170, December 2013
Authors:
Stavros Degiannakis
Timotheos Angelidis
George Filis

Abstract

Discretionary fiscal policy and economic activity in Greece
No. 169, December 2013
Author:
Athanasios O. Tagkalakis
Published in : Empirica, Volume 41, Issue 4 (2014), Page 687-712.

Abstract

Putting the EMU integration into a new perspective: the case of capital market holdings
No. 168, December 2013
Author:
George T. Palaiodimos

Abstract

The output effects of systematic and non-systematic fiscal policy changes in Greece
No. 167, November 2013
Author:
Athanasios O. Tagkalakis
Published in: Economics Bulletin, 2013, 33(3),  1816-1831.

Abstract

Return dispersion, stock market liquidity and aggregate economic activity
No. 166, November 2013
Authors:
Stavros Degiannakis
Andreas Andrikopoulos
Timotheos Angelidis
Christos Floros

Abstract

The credit crunch and firm growth in the euro area: 2005-2011. A quantile panel analysis.
No. 165, November 2013
Authors:
Sophia Dimelis
Ioannis Giotopoulos
Helen Louri
Forthcoming in: Journal of Industry, Competition and Trade (with title "Can Firms Grow Without Credit? A Quantile Panel Analysis in the Euro Area
")

Abstract

On the prediction of corporate financial distress in the light of the financial crisis: empirical evidence from Greek listed firms
No. 164, October 2013
Author:
Evangelos C. Charalambakis
Forthcoming in: International Journal of the Economics of Business

Abstract

Linkages between the Eurozone and the south-eastern European countries: a global VAR analysis
No. 163, October 2013
Authors:
Minoas Koukouritakis
Athanasios P. Papadopoulos
Andreas Yannopoulos

Abstract

How labour market regulation shapes bank performance in eu-15 countries?
No. 162, September 2013
Authors:
Anastasia Koutsomanoli-Filippaki
Emmanuel Mamatzakis

Abstract

Oil price shocks and stock market volatility: evidence from European data
No. 161, September 2013
Authors:
Stavros Degiannakis
George Filis
Renatas Kizys

Abstract

The impact of immigration on the employment and wages of native workers
Νο. 160, June 2013
Authors:
Andri Chassamboulli
Theodore Palivos (
tpalivos@aueb.gr)

Abstract

The asymmetric effect of income on import demand in Greece
No. 159, May 2013
Author:
Ioanna C. Bardakas (
impardaka@bankofgreece.gr)

Abstract

Financial soundness indicators and financial crisis episodes
No. 158, April 2013
Authors:
Maria Th. Kasselaki
Athanasios O. Tagkalakis
Published in: Annals of Finance: Volume 10, Issue 4 (2014), Page 623-669.

Abstract

Investment strategy and Greek shipping earnings: exploring the pre & post "ordering-frenzy" period
No.157, April 2013
Authors:
Zacharias G. Bragoudakis (zbragoudakis@bankofgreece.gr)
Stelios T. Panagiotou
Helen A. Thanopoulou

Abstract

Price setting practices in Greece: evidence from a small-scale firm-level survey
Νο. 156, April 2013
Authors:
Daphne Nicolitsas (dnikolitsa@bankofgreece.gr)

Abstract

A financial systemic stress index for Greece
Νο. 155, March 2013
Authors:
Dimitris P. Louzis
Angelos T. Vouldis

Abstract

Measuring return and volatility spillovers in euro area financial markets
No. 154, March 2013
Author:
Dimitrios P. Louzis (dlouzis@bankofgreece.gr)
Published in: Empirical Economics, 2015, vol. 49, Issue 4, p. 1367-1400 (with title "Measuring spillover effects in Euro area financial markets: a disaggregate approach")

Abstract

The distortive effects of antitrust fines based on revenue
No. 153, February 2013
Authors:
Vasiliki Bageri
Yannis Katsoulacos
Giancarlo Spagnolo
Published in: Economic Journal, 2013, 123(572), F545–F557.

Abstract

Audits and tax offenders: recent evidence from Greece
No. 152, February 2013
Author:
Athanasios Tagkalakis
Published in:  Economics Letters, 2013, 118(3), 519-522.

Abstract

Inflation persistence and the rationality of inflation expectations
No. 151, January 2013
Authors:
Sophocles N. Brissimis
Petros M. Migiakis
Forthcoming in Empirical Economics (under the title: "Inflation persistence, learning dynamics and the rationality of inflation expectations").

Abstract

On the optimal mix of fiscal and monetary policy actions
No. 150, December 2012
Authors:
Apostolis Philippopoulos
Petros Varthalitis
Vanghelis Vassilatos

Abstract

The road to Ithaca: the Gold Standard, the Euro and the origins of the Greek sovereign debt crisis
No. 149, November 2012
Authors:
Harris Dellas
George Tavlas

Abstract

Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?
No. 148, October 2012
Authors:
Sophocles N. Brissimis
Eugenie N. Garganas
Stephen G. Hall
Published in: Applied Economics, 2014, 46 (2), 131-152.

Abstract

Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries: what does it tell us about the crisis?
No. 147, July 2012
Authors:
Eleni Angelopoulou
Hiona Balfoussia
Heather Gibson
Published in: Economic Modelling, 2014, vol. 38(C), pages 392-403.

Abstract

Unemployment in Greece: evidence from Greek Regions
No. 146, June 2012
Authors:
Dimitrios Bakas
Evangelia Papapetrou 
Published in: Quarterly review of economics and finance, 2014, 54(4), pp. 551–562.

Abstract

The effects of financial crisis on fiscal positions
No. 145, June 2012
Author:
Athanasios Tagkalakis (
atagkalakis@bankofgreece.gr)
Published in: European Journal of Political Economy 29 (2013) 197–213.

Abstract

A note on the effectiveness of price policy on tourist arrivals to Greece
No. 144, May 2012
Author:
Eleni Gazopoulou (
egazopoulou@bankofgreece.gr

Abstract

Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?
No. 143, May 2012
Authors:
Dimitris A. Georgoutsos
Petros Migiakis
Published in: Journal of Banking and Finance, 2013, 37(11), pp. 4650-4664.

Abstract

Time-consistent fiscal policy under heterogeneity: conflicting or common interests?
No. 142, December 2011
Authors:
Konstantinos Angelopoulos
James Malley
Apostolis Philippopoulos

Abstract

Housing credit and female labour supply:assessing the evidence from Greece
No. 141, November 2011
Authors:
Sarantis E. G Lolos
Evangelia Papapetrou

Abstract

Financial crises and financial market regulation: the long record of an ‘emerger’
No. 140 October 2011
Author:
Sophia Lazaretou (slazaretou@bankofgreece.gr)
Published in: Y. Gormez, S. Pamuk and M. I. Turhan (eds.) Monetary policy during economic crises: a comparative and historical perspective, 2012,  Central Bank of the Republic of Turkey, pp. 85-112.

Abstract

Procyclicality in the banking industry: causes, consequences and response
No. 139, October 2011
Authors:
Panayiotis P. Athanasoglou (pathanasoglou@bankofgreece.gr)
Ioannis Daniilidis

Abstract

The theoretical framework of monetary policy revisited
No. 138, September 2011
Authors:
Hiona Balfoussia
Sophocles N. Brissimis
Manthos D. Delis

Abstract

Bank capital and risk in the South Eastern European region
No. 137, August 2011
Authors:
Panayiotis P. Athanasoglou (pathanasoglou@bankofgreece.gr)

Abstract

In the neighbourhood: the trade effects of the euro in a spatial framework
No. 136, August 2011
Authors:
Harry Kelejian
Pavlos Petroulas
George S. Tavlas
Published in: Regional Science and Urban Economics, 2012, 42(1-2), pp. 314–322.

Abstract

Exchange rates and prices in the Netherlands and Britain over the past four centuries
No. 135, July 2011
Authors:
James R. Lothian
John Devereux

Abstract

Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns
No. 134, July 2011
Authors:
Alexandros E. Milionis (amilionis@bankofgreece.gr)
Evangelia Papanagiotou

Abstract

Asset price volatility and government revenue
No. 133, June 2011
Author:
Athanasios Tagkalakis (
atagkalakis@bankofgreece.gr)
Published in: Economic Modelling,
  28 (6) , 2011, pp. 2532-43.

Abstract

External asymmetries in the euro area and the role of foreign direct investment
No. 132, June 2011
Authors:
Nicos Christodoulakis (nchris@aueb.gr)
Vassilis Sarantides
Forthcoming in:The World Economy, 2016.

Abstract

A conditional CAPM; implications for the estimation of systematic risk
Νο. 131, May 2011
Authors:
Alexandros E. Milionis (amilionis@bankofgreece.gr)
Dimitra K. Patsouri

Abstract

Unveiling the monetary policy rule in the euro-area
Νο. 130, May 2011
Authors:
Thanassis Kazanas
Elias Tzavalis

Abstract

The determination of wages of newly hired employees: survey evidence on internal versus external factors
No. 129, April 2011
Authors:
Kamil Galuščắk
Mary Keeney
Daphne Nicolitsas
Frank Smets
Pawel Strzelecki
Matija Vodopivec
Published in: Labour Economics, 2012, 19 (5), pp. 802–12.

Abstract

The role of product variety and quality and of domestic supply in foreign trade
No. 128, April 2011
Author:
Panayiotis P. Athanasoglou (pathanasoglou@bankofgreece.gr)

Abstract

Assessing the impact of terrorism on travel activity in Greece
No, 127, April 2011
Authors:
Helen Gazopoulou (egazopoulou@bankofgreece.gr)

Abstract

Returns to scale, productivity and efficiency in us banking (1989-2000): the neural distance function revisited
No.126, March 2011
Panayotis G. Michaelides
Angelos T. Vouldis (
avouldis@bankofgreece.gr)
Efthymios G. Tsionas

Abstract

On the geography of international banking: the role of third-country effects
No. 125, March 2011
Authors:
Georgios Fotopoulos
Helen Louri (elouri@bankofgreece.gr
)

Abstract

The Greek financial crisis: growing imbalances and sovereign spreads
Νο.  124, March 2011
Authors:
Heather D. Gibson
Stephen G. Hall
George S. Tavlas (gtavlas@bankofgreece.gr)
Published in: Journal of International Money and Finance, 2012, 31(3), 498–516.

Abstract

Skills and wage inequality in Greece: evidence from matched employer-employee data, 1995-2002
No. 123, February 2011
Authors:
Rebekka Christopoulou
Theodora Kosma (
tkosma@bankofgreece.gr)

Abstract

The fatal flaw: the revived Bretton-Woods system, liquidity creation, and commodity-price bubbles
No. 122, January 2011
Authors:
Harris Dellas
George Tavlas (
gtavlas@bankofgreece.gr)

Abstract

Inter-industry wage differentials in EU countries: what do cross-country time varying data add to the picture?
No. 121, December 2010
Authors:
Philip Du Caju
Gábor Kátay
Ana Lamo
Daphne Nicolitsas
Steven Poelhekke

Abstract

Rent-seeking competition from state coffers in Greece: a calibrated DSGE model
Νο. 120, November 2010
Authors:
Konstantinos Angelopoulos
Sophia Dimeli
Apostolis Philippopoulos (aphil@aueb.gr)
Vangelis Vassilatos

Abstract

What is the best environmental policy?Taxes, permits and rules under economic and environmental uncertainty
No. 119, October 2010
Authors:
Konstantinos Angelopoulos
George Economides
Apostolis Philippopoulos

Abstract

Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios
No. 118, September 2010
Authors:
Dimitrios P. Louzis
Angelos T. Vouldis
Vasilios L. Metaxas
 
Forthcoming in: Journal of Banking and Finance, 2011.

Abstract

Current account determinants and external sustainability in periods of structural change
Νο. 117, September 2010
Authors:
Sophocles N. Brissimis (sbrissimis@bankofgreece.gr)
George Hondroyiannis
Christos Papazoglou
Nicholas T. Tsaveas
Melina A. Vasardani

Abstract

Fiscal policy and financial market movements
No.116, July 2010
Author:
Athanasios Tagkalakis (atagkalakis@bankofgreece.gr)
Published in: Journal of Banking and Finance, volume 35, issue 1, Jan. 2011, pp. 231-251.

Abstract

European sovereign bond spreads: monetary unification, market conditions and financial integration
No. 115, June 2010
Authors:
Dimitris A. Georgoutsos
Petros Migiakis
Published in : Applied Financial Economics, 2013, 23(20), pp. 1609-1621. (under the title: “European sovereign bond spreads: financial integration and market conditions”)

Abstract

Export performance, competitiveness and commodity composition
No.114, May 2010
Authors:
Panayiotis P. Athanasoglou (pathanasoglou@bankofgreece.gr)
Constantina Backinezos
Evangelia A. Georgiou

Abstract

Boosting confidence: is there a role for fiscal policy?
No. 113, April 2010
Authors:
Panagiotis Konstantinou
Athanasios Tagkalakis

Published in: Economic Modelling, 2011, 28, pp. 1629-1641.

Abstract

Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes
No.112 April 2010
Authors:
Stephen G. Hall
George Hondroyiannis
P.A.V.B Swamy
George S. Tavlas

Abstract

Analyzing and comparing the impact of alternative concepts of resources in distributional studies: Greece, 2004/5
No.111, March 2010
Authors:
Theodore Mitrakos (tmitrakos@bankofgreece.gr)
Panos Tsakloglou

Abstract

Downward nominal and real wage rigidity: survey evidence from European firms
No. 110, February 2010
Authors:
Jan Babecký
Philip Du Caju
Theodora Kosma (
tkosma@bankofgreece.gr)
Martina Lawless
Julián Messina
Tairi Rõõm

Published in: Scandinavian Journal of Economics, December 2010, 112(4), pp. 884-910.

Abstract

“Assessing market dominance”: a comment and an extension
No. 109, January 2010
Authors:
Vassilis Droucopoulos
Panagiotis Chronis
Published in: Economics Bulletin, 2010, 30 (3), pp. 1977-83.

Abstract

The margins of labour cost adjustment: survey evidence from European firms
No. 108, December 2009
Authors:
Jan Babecký
Philip Du Caju
Theodora Kosma
Martina Lawless
Julián Messina
Tairi Rõõm
Published in: Labour Economics 19 (2012) pages 792–801 October 2012.

Abstract

An alternative methodological approach to assess the predictive performance of the moving average trading rule in financial markets: application to the London Stock Exchange.
No.107, December 2009
Authors:
Alexandros E. Milionis
Evangelia Papanagiotou

Abstract

The effect of asset price volatility on fiscal policy outcomes
No.106, November 2009
Author:
Athanasios Tagkalakis
Published in:  Empirica, 39 (1), 2012, pp. 123-156.  (as "Fiscal policy and asset price volatility")

Abstract

Money supply and Greek historical monetary statistics: definition, construction, sources and data
No.105 November 2009
Author:

Sophia Lazaretou
Published in : Économies et Sociétés, no 41, 2010, 47-67.

Abstract

Fiscal adjustments and asset price movements
No.104 October 2009
Author:
Athanasios Tagkalakis
Published in: Journal of Macroeconomics, 2011, 33 (2), pp. 206-223, as "Fiscal adjustments and asset price changes".

Abstract

Benchmark bonds interactions under regime shifts
No.103, September 2009
Authors:
Dimitris A. Georgoutsos
Petros M. Migiakis

Published in: European Financial Management, 2012, vol. 18, issue 13, pages 389-409.

 


Abstract

An optimum-currency-area odyssey
No. 102, September 2009
Authors:
Harris Dellas
George S. Tavlas

Abstract

Bank heterogeneity and monetary policy transmission
No. 101, September 2009
Authors:
Sophocles N.  Brissimis (sbrissimis@bankofgreece.gr)
Manthos D. Delis

Abstract

Revisiting the merger and acquisition performance of European banks
No. 100, August 2009
Authors:
Ioannis Asimakopoulos (
Iasimakopoulos@bankofgreece.gr)
Panayiotis P. Athanasoglou (
Pathanasoglou@bankogreece.gr)
Published in: 2013, International Review of Financial Analysis, 29, pp. 237-249.

Abstract

Optimum Currency Areas Structural Changes and the Endogeneity of the OCA Criteria:evidence from Six New EU Member Sastates
No. 99, July 2009
Author:
Dimitriοs Sideris (dsiderhs@bankofgreece.gr)

Abstract

The Greek Current Account Deficit : Is It Sustainable After All?
No.98, June 2009
Authors:
George A. Zombanakis (e-mail: gzombanakis@bankofgreece.gr)
Constantinos Stylianou
Andreas S. Andreou

Abstract

Macroeconomic Implications of Alternative Tax Regimes: The Case of Greece
No.97, May 2009
Author:
Dimitris Papageorgiou (e-mail: dpapag@aueb.gr)

Abstract

Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data
No.96, April 2009
Authors:
George Hondroyiannis (email: ghondroyiannis@bankofgreece.gr)
Forthcoming in: Journal of Family and Economic Issues.

Abstract

Modeling Distortionary Taxation
No.95, March 2009
Authors:
Panagiotis Chronis (e-mail: pchronis@bankofgreece.gr)

Abstract

Monetary Time Series of Southeastern Europe from the 1870s to 1914
No.94, February 2009
Authors:
Members of the SEEMHN data collection task force
with a foreword by Michael Bordo
and an introduction by Matthias Morys

Abstract

Bank-Level Estimates of Market Power
No.93, January 2009
Authors:
Sophocles N. Brissimis (e-mail:sbrissimis@bankofgreece.gr)

Manthos D. Delis
 
Published in: European Journal of Operational Research, 2011, 212, pp.508-517.

Abstract

Assessing Output and Productivity Growth in the Banking Industry
No.92, November 2008
Authors:
Panayiotis P. Athanasoglou (e-mail: pathanasoglou@bankofgreece.gr)
Evangelia A. Georgiou
Christos C. Staikouras
Published in: Quarterly Review of Economics and Finance, 49, 2009, pp.1317-40.

Abstract

A Note on the Use of Moving Average Trading Rules to Test For Weak from Efficiency in Capital Markets
No.91, October 2008
Authors:
Alexandros E. Milionis (e-mail: amilionis@aegean.gr
)
Evangelia Papanagiotou

Abstract

The Classification and Perfomance of Alternative Exchange-Rate Systems
No.90, September 2008
Authors:
George Tavlas (e-mail: gtavlas@bankofgreece.gr
)
Harris Dellas
Alan Stockman

Abstract

Institutions Matter: Financial Supervision Architecture, Central Bank and Path Dependence. General Trends and the South Eastern European Countries
No.89, September 2008
Authors:
Donato Masciandaro (e-mail: donato.masciandaro@unibocconi.it
)
Marc Quintyn

Abstract

The National Bank of Romania and its Isuue of Banknotes between Necessity and Possibility, 1880 - 1914
No.88, July 2008
Authors:
George Virgil Stoenescu (e-mail: Virgiliu.Stoenescu@bnro.ro
)
Elisabeta Blejan
Brindusa Costache Adriana Iarovici Aloman

Abstract

Monetary Policy Objectives and Istruments used by the Privileged National Bank of the Kingdom of Serbia (1884 - 1914)
No.87, July 2008
Authors:
Milan Sojic (e-mail: milan.sojic@nbs.yu )
Ljiljana Djurdjevic (e-mail: ljiljana.djurdjevic@nbs.yu )

Abstract

Banking and Central Banking in Pre-WWII Grecce: Money and Currency Developments
No.86, July 2008
Author:
Sophia Lazaretou (e-mail: slazaretou@bankofgreece.gr
Forthcoming in: History of Economic Thought and Policy, 2015, (under the title "The Evolution of Banking and Central Banking in Modern Greece: A Historical Retrospect”).

Abstract

Growing up to Financial Stability
No.85, July 2008
Author:
Michael D. Bordo (e-mail: bordo@econ.rutgers.edu
)

Abstract

Banking and Finance in South - Eastern Europe: The Albanian Case
No.84, July 2008
Authors:
Kliti Ceca (e-mail: kceca@bankofalbania.org
)
Kelmend Rexha
Elsida Orhan

Abstract

Banking in Turkey: History and Evolution
No.83, July 2008
Author:
Yuksel Gormez (e-mail: yuksel.gormez@tcmb.gov.tr
)

Abstract

The Evolution of Bulgarian Banks’ Efficiency During the Twenties: A Dea Approach
No.82, July 2008
Authors:
Nikolay Nenovsky (e-mail: nenovsky.n@bnbank.org
)
Martin Ivanov
Gergana Mihaylova

Abstract

Stabilization Policies in Bulgaria and Yugoslavia During Communism's Terminal Years : 1980s Economic Visions in Retrospect
No.81, July 2008
Authors:
Roumen Avramov (e-mail: roumen@cls-sofia.org )
Dragana Gnjatovic (e-mail: dgnjatovic@megatrend.edu.yu

Abstract

How Similar to South-Eastern Europe Were the Islands of Cyprus and Malta in Terms of Agricultural Output and Credit? Evidence During the Interwar Period
No.80, July 2008
Author:
Alexander Apostolides (e-mail: a.apostolides@lse.ac.uk
)

Abstract

Banking Performance in South-Eastern Europe During the Interwar Period
No.79, July 2008
Author:
Zarko Lazarevic (e-mail: zarko.lazarevic@inz.si
)

Abstract

Banking Transformation (1989 - 2006) in Central and Eastern Europe - with Special Reference to Balkans
No.78, June 2008
Author:
Stephan Barisitz (e-mail: stephan.barisitz@oenb.at or stbarisitz@aol.com )

Abstract

The Regulation and Supervision of the Belgian Financial System (1830 - 2005)
No.77, June 2008
Authors:
Erik Buyst (e-mail: Erik.Buyst@econ.kuleuven.ac.be )
Ivo Maes (e-mail: Ivo.Maes@nbb.be )

Abstract

The Banking Sector and the Great Depression in Bulgaria, 1924 - 1938: Interlocking and Financial Sector Profitability
No.76, June 2008
Author:
Kiril Danailov Kossev (e-mail: Kiril.kossev@nuffield.oxac.u
)

Abstract

Multiple Potential Payers and Sovereign Bond Prices
No.75, June 2008
Authors:
Kim Oosterlinck (e-mail: koosterl@ulb.ac.be
)
Loredana Ureche-Rangau (e-mail: loredana.ureche@u-picardie.fr
)

Abstract

Government Bankruptcy of Balkan Nations and their Consequences for Money and Inflation before 1914: A Comparative Analysis
No.74, June 2008
Author:
Peter Bernholz (e-mail: Peter.Bernholz@unibas.ch

Forthocoming in: Cabrillo, Francisco and Puchades, Navarro (eds.), Constitutional Economics and Public Institutions. Essays in Honour of Jose Casas-Pardo. Edward Elgar, 2012.


Abstract

Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries
No.73, June 2008
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Manthos D. Delis
Nikolaos I. Papanikolaou
Published in: Journal of Banking and Finance, 2008, 32, pp. 2674-2683.

Abstract

An Affine Factor Model of the Greek Term Structure
No.72, May 2008
Author:
Hiona Balfoussia (e-mail: hbalfoussia@bankofgreece.gr
)

Abstract

Monetary and Fiscal Policy Interaction: What is the Role of the Transaction Cost of the Tax System in Stabilisation Policies?
No.71, May 2008
Authors:
Panagiotis Chronis (e-mail: pchronis@bankofgreece.gr
)
Aspassia Strantzalou
Published in: Quantitative and Qualitative Analysis in Social Sciences ,2010, 4 (2), pp. 82-113.

Abstract

The Benefits and Costs of Monetary Union in Southern Africa: A Critical Survey of the Literature
No.70, April 2008
Author:
George S. Tavlas (e-mail: gtavlas@bankofgreece.gr
)

Abstract

Price and Non - Price Competitiveness of Exports of Manufactures
No.69, April 2008
Authors:
Panayiotis P. Athanasoglou (e-mail: pathanasoglou@bankofgreece.gr
)
Ioanna C. Bardaka
Published in: Economic Modelling January 2010, Vol. 27, Issue 1, pp.217-228.

Abstract

Modelling Household Expenditure on Health Care in Greece
No.68, March 2008
Authors:
Manos Matsaganis (e-mail: matsaganis@aueb.gr
)
Theodore Mitrakos
Panos Tsakloglou
Forthcoming in: European Journal of Health.

Abstract

Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?
No.67, March 2008
Authors:
Stephen G. Hall
Pavlos Petroulas (e-mail: ppetroulas@bankofgreece.gr
)

Abstract

Real Exchange Rates over a Century: The Case of the Drachma/Sterling Rate, 1833-1939
No.66, January 2008
Author:
Dimitrios Sideris (e-mail: dsideris@bankofgreece.gr
)

Abstract

Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates

No.65, January 2008
Authors:
Sarantis Kalyvitis (e-mail: skalyvitis@aueb.gr )
Ifigeneia Skotida (e-mail: iskotida@bankofgreece.gr )
Published in: Quarterly Review of Economics and Finance, 50, 3, pp. 386-394.


Abstract

Wagner's Law in 19th Century Greece: A Cointegration and Causality Analysis
No.64, December 2007
Author:
Dimitrios Sideris (e-mail: dsideris@bankofgreece.gr
)

Abstract

The Contribution of Sectoral Productivity Differentials to Inflation in Greece
No.63, November 2007
Authors:
Heather D Gibson (e-mail: hgibson@bankofgreece.gr
)
Jim Malley
Published in: Open Economies Review, vol.19, no.5, November 2008, pp. 629-650.

Abstract

Optimal Monetary Policy in the Euro Area in the Presence of Heterogeneity
No.62, November 2007
Authors:
Sophocles N. Brissimis
Ifigeneia Skotida (e-mail: iskotida@bankofgreece.gr
)
Published in: Journal of International Money and Finance, 2008, 27, pp. 209-226.

Abstract

A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment
No.61, October 2007
Authors:
Stephen G.Hall
George Hondroyiannis
P.A.V.B. Swamy
George S. Tavlas(e-mail: gtavlas@bankofgreece.gr
)

Abstract

Short -Term Capital Flows and Growth in Developed and Emerging Markets
No.60, May 2007
Author:
Pavlos Petroulas (e-mail: ppetroulas@bankofgreece.gr
)

Abstract

Home Bias and Purchasing Power Parity: Evidence from the G-7 Countries
No.59, April 2007
Authors:
Nikolaos Mylonidis
Dimitrios Sideris (e-mail: disideri@cc.uoi.gr
)
Forthcoming in: International Journal of Finance and Economics

Abstract

The Interaction between Mortgage Financing and Housing Prices in Greece
No.58, March 2007
Authors:
Sophocles N. Brissimis
Thomas Vlassopoulos (e-mail: thomas.vlassopoulos@ecb.int
)
Published in: Journal of Real Estate Finance and Economics, 2009, 39, pp. 146-164.

Abstract

The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
No.57, February 2007
Authors:
George Hondroyiannis
P.A.V.B. Swamy
George S. Tavlas (e-mail: gtavlas@bankofgreece.gr
)

Abstract

Foreign Exchange Intervention and Equilibrium Real Exchange Rates
No.56, February 2007
Author:
Dimitrios A. Sideris (e-mail: disideri@cc.uoi.gr
)
Forthcoming in: Journal of International Financial Markets, Institutions and Money

Abstract

The Narrative Approach for the Identification of Monetary Policy Shocks in a Small Open Economy
No.55, February 2007
Author:
Eleni Angelopoulou (e-mail: eangelopoulou@bankofgreece.gr
)

Abstract

Identification of a Loan Supply Function: A Cross-Country Test for the Existence of a Bank Lending Channel
No.54, January 2007
Συγγραφείς:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Matthaios D. Delis
Published in: Journal of International Financial Markets, Institutions & Money, 2009, 19, pp. 321-335.

Abstract

The Balance Sheet Channel of Monetary Policy Transmission: Evidence from the UK
No.53, January 2007
Authors:
Eleni Angelopoulou
Heather D Gibson (e-mail: hgibson@bankofgreece.gr
)
Published in: Economica, vol. 76, issue 304, 2009, pp. 675-703.

Abstract

How Homogenous are Currency Crises? A Panel Study Using Multiple-Response Models
No.52, December 2006
Authors:
Tassos G. Anastasatos (e-mail:
aanastasatos@bankofgreece.gr) Ian R. Davidson

Abstract

Market Conduct, Price Interdependence and Exchange Rate Pass-Through
No.51, December 2006
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr)
Theodora S. Kosma

Abstract

An Alternative Definition of Market Efficiency and Some Comments on its Empirical Testing
No.50, November 2006
Author:
Alexandros E. Milionis (e-mail: amilionis@aegean.gr
)

Abstract

Computational Intelligence in Exchange-Rate Forecasting
No.49, November 2006
Authors:
Andreas S. Andreou
George A. Zombanakis (e-mail: gzombanakis@bankofgreece.gr
)

Abstract

The Effect of the Euro on Foreign Direct Investment
No.48, October 2006
Author:
Pavlos Petroulas (e-mail: ppetroulas@bankofgreece.gr
)
Published in: European Economic Review, 2007, 51, pp. 1468-1491.

Abstract

Determinants of Bank Profitability in the South Eastern European Region
No.47, September 2006
Authors:
Panayiotis P. Athanasoglou (e-mail: pathanasoglou@bankofgreece.gr
)
Matthaios D. Delis
Christos K. Staikouras
Published in: Journal of Financial Decision Making, 2006, 2, pp.1-17.

Abstract

Technical and Allocative Efficiency in European Banking
No.46, September 2006
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Matthaios D. Delis
Efthymios G. Tsionas
Published in: European Journal of Operational Research, 2010, 204, pp. 153-163.

Abstract

A Worldwide System of Reference Rates
No.45, August 2006
Author:
John Williamson
With Comments by:
Marc Flandreau
Published in: International Economics and Economic Policy, 2006, 3-4, pp. 341-358.

Abstract

What About a World Currency?
No.44, June 2006
Proposal for a Common Currency among Rich Democracies
Author:
Richard N. Cooper
One World Money, Then and Now
Authors:
Michael Bordo
Harold James
With Comments by:
Sergio L. Schmukler
Published in: International Economics and Economic Policy, 2006, 3-4, pp. 387-414.

Abstract

Monetary Unions, External Shocks and Economic Performance: A Latin American Perspective
No.43, June 2006
Author:
Sebastian Edwards
With Comments by:
Enrique Alberola
Published in: International Economics and Economic Policy, 2006, 3-4, pp. 225-264.

Abstract

Regional Currency Arrangements: Insights from Europe
No.42, June 2006
Author:
Josef Christl
With Comments by:
Lars Jonung
Concluding Remarks and Main Findings of the Workshop by:
Eduard Hochreiter
George S. Tavlas
Published in: International Economics and Economic Policy, 2006, 3-4, pp. 209-224 & pp. 175-180.

Abstract

Exchange-Rate Arrangements and Financial Integration in East Asia: On a Collision Course?
No.41, May 2006
Author:
Hans Genberg
With Comments by:
James A. Dorn
Eiji Ogawa
Published in: International Economics and Economic Policy, 2006, 3-4, pp.359-386.

Abstract

Regional Currency Arrangements in North America
No.40, May 2006
Author:
Sven W. Arndt
With Comments by:
Steve Kamin
Pierre L. Siklos
Published in: International Economics and Economic Policy, 2006, 3-4, pp. 265-292.

Abstract

Europe's Hard Fix: The Euro Area
No.39, May 2006
Author:
Otmar Issing
With Comments by:
Mario I. Blejer
Leslie Lipschitz
Published in: International Economics and Economic Policy, 2006, 3-4, pp. 181-208.

Abstract

Inflation Forecasts and the New Keynesian Phillips Curve
No.38, May 2006
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Nicholas S. Magginas
Published in: International Journal of Central Banking, 2008, 4, 2, pp. 1-22.

Abstract

Corporate Ownership Structure and Firm Performance: Evidence from Greek Firms
No.37, April 2006
Authors:
Panayotis Kapopoulos
Sophia Lazaretou (e-mail: slazaretou@bankofgreece.gr

Published in: Corporate Governance: An International Review, 2007, 15, pp.144-158.

Abstract

Modeling the Components of Market Discipline
No.36, April 2006
Authors:
Faidon Kalfaoglou (e-mail: fkalfaoglou@bankofgreece.gr)

Alexandros Sarris

Abstract

Monetary Policy Rules under Heterogeneous Inflation Expectations
No.35, March 2006
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Nicholas S. Magginas

Abstract

The New Keynesian Phillips Curve and Inflation Expectations: Re-Specification and Interpretation
No.34, March 2006
Authors:
George S. Tavlas(e-mail: gtavlas@bankofgreece.gr
)
P.A.V.B. Swamy
Published in: Economic Theory, 2007, 31, pp. 293-306.

Abstract

Capital Flows, Capital Account Liberalisation and Mediterranean Countries
No.33, February 2006
Authors:
Heather D. Gibson (e-mail: hgibson@bankofgreece.gr
)
Nicholas T. Tsaveas
Thomas Vlassopoulos

Abstract

Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility
No.32, January 2006
Authors:
George A. Christodoulakis (e-mail: gchristodoulakis@bankofgreece.gr
) Stephen E Satchell

Abstract

Measuring the Correlation of Shocks betweem the EU-15 and the New Member Countries
No.31, January 2006
Authors:
Stephen G.Hall
George Hondroyiannis (e-mail: ghondroyiannis@bankofgreece.gr
)
Published in: Economic Change and Restructuring, 2006, 39, pp.19-34.

Abstract

The European Union GDP Forecast Rationality under Asymmetric Preferences
No.30, December 2005
Authors:
George A. Christodoulakis (e-mail: gchristodoulakis@bankofgreece.gr
)
Emmanuel C. Mamatzakis

Abstract

Real Exchange Rate Dynamics and Output Contraction under Transition
No.29, November 2005
Author:
Christos Papazoglou (e-mail: cpapazoglou@bankofgreece.gr
)

Abstract

Some Further Evidence on Exchange-Rate Volatility and Exports
No.28, October 2005
Authors:
George Hondroyiannis
P.A.V.B. Swamy
George S. Tavlas (e-mail: gtavlas@bankofgreece.gr
)
Michael Ulan
Published in: Weltwirtschaftliches Archiv/Review of World Economics, 2008, 144, pp. 151-180.

Abstract

The Comparative Performance of Q-type and Dynamic Models of Firm Investment: Empirical Evidence from the UK
No.27, September 2005
Author:
Eleni Angelopoulou (e-mail: eangelopoulou@bankofgreece.gr
)

Abstract

Aggregate Supply and Demand, the Real Exchange Rate and Oil Price Denomination
No.26, July 2005
Author:
Yiannis Stournaras (e-mail: stournaras@grmail.com)

Abstract

Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability
No.25, June 2005
Authors:
Panayiotis P. Athanasoglou (e-mail: pathanasoglou@bankofgreece.gr
)
Sophocles N. Brissimis
Matthaios D. Delis
Published in: Journal of International Financial Markets, Institutions & Money, 2008, 18, pp. 121-136. 

Abstract

Regional Integration Challenges in South East Europe: Banking Sector Trends
No.24, June 2005
Authors:
George Stubos (e-mail: gstubos@bankofgreece.gr
)
Ioannis Tsikripis

Abstract

Measuring Liquidity in the Greek Government Securities Market
No.23, May 2005
Authors:
Thanasis N. Christodoulopoulos (e-mail: tchristodoulopoulos@bankofgreece.gr
)
Ioulia Grigoratou

Abstract

Market Power, Innovative Activity and Exchange Rate Pass-Through
No.22, April 2005
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Theodora S. Kosma

Abstract

Does Corporate Ownership Structure Matter for Economic Growth? A Cross-Country Analysis
No.21, March 2005
Authors:
Panayotis Kapopoulos
Sophia Lazaretou (e-mail: slazaretou@bankofgreece.gr
)
Published in: Managerial and Decision Economics,vol. 30(3), pages 155-172.

Abstract

The Greek Model of the European System of Central Banks Multi-Country Model
No.20, February 2005
Authors:
Dimitrios Sideris
Nicholas Zonzilos (e-mail: nzonzhlos@bankofgreece.gr)

Abstract

Testing for Long-Run PPP in a System Context: Evidence for the US, Germany and Japan
No.19, November 2004
Author:
Dimitrios Sideris (e-mail: dsideri@cc.uoi.gr
)
Published in: Journal of International Financial Markets, Institutions & Money, 2006, 16, pp. 143-154.

Abstract

The Global Implications of Regional Exchange Rate Regines
No.18, October 2004
Authors:
Harris Dellas
George S. Tavlas (e-mail: gtavlas@bankofgreece.gr
)
Published in: Journal of International Money and Finance, 2005, 24, pp. 243-255.

Abstract

Financial Markets and Economic Growth in Greece
No.17, September 2004
Authors:
George Hondroyiannis (e-mail: ghondroyiannis@bankofgreece.gr
)
Sarantis Lolos
Evangelia Papapetrou
Published in: Journal of International Financial Markets, Institutions & Money, 2005, 15, pp. 173-188.

Abstract

The Drachma, Foreign Creditors and the International Monetary System: Tales of a Currency during the 19th and the Early 20th Century
No.16, August 2004
Author:
Sophia Lazaretou (e-mail: slazaretou@bankofgreece.gr
)
Published in
: Explorations in Economic History, 2005, 42, pp. 202-236.

Abstract

Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting
No.15, July 2004
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Dimitris A. Sideris
Fragiska K. Voumvaki
Published in: Journal of International Money and Finance, 2005, 24, pp. 959-981.

Abstract

Econometric Modelling at the Bank of Greece
No.14, June 2004
Author:
Nicholas G. Zonzilos (e-mail: nzonzhlos@bankofgreece.gr)
Published in: Econometric Models of the Euro-Area Central Banks, G. Fagan and J. Morgan (eds). Chapter 10, pp. 172-190. Edward Elgar Publishing Limited (2005). Titled "The Econometric Model of the Bank of Greece".

Abstract

Inflation Persistence during Periods of Structural Change: An Assessment Using Greek Data
No.13, June 2004
Authors:
George Hondroyiannis (e-mail: ghondroyiannis@bankofgreece.gr)
Sophia Lazaretou
Published in: Empirica, 2007, 34, pp.453-475.

Abstract

Wage Rigidity and Monetary Union
No.12, April 2004
Authors:
Harris Dellas
George S. Tavlas (e-mail: gtavlas@bankofgreece.gr
)
P
ublished in: Economic Journal, 2005, 115 (506), pp. 907-927.

Abstract

EMU Strategies: Lessons from Past Experience in View of EU Enlargement
No.11, March 2004
Author:
Theodoros S. Papaspyrou (e-mail: tpapaspyrou@bankofgreece.gr
)

Abstract

Forward-Looking Information in VAR Models and the Price Puzzle
No.10, February 2004
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Nicholas S. Magginas
Published in: Journal of Monetary Economics, 2006, 53, pp. 1225-1234.

Abstract

Cost Efficiency in Greek Banking
No.9, January 2004
Authors:
Nicos C. Kamberoglou (e-mail: nkamberoglou@bankofgreece.gr
)
Elias Liapis
George T. Simigiannis
Panagiota Tzamourani

Abstract

The Effect of Dynamic Hedging of Options Positions on Intermediate-Maturity Interest Rates
No.8, December 2003
Authors:
Thanasis N. Christodoulopoulos (e-mail: tchristodoulopoulos@bankofgreece.gr)
Ioulia Grigoratou

Abstract

Modelling Economic Time Series in the Presence of Variance Non-Stationarity: A Practical Approach
No.7, November 2003
Author:
Alexandros E. Milionis (e-mail: amilionis@bankofgreece.gr
)
Published in: Applied Financial Economics, 2004, 14, pp. 265-278. Titled "The Importance of Variance Stationarity in Economic Time Series Modelling. A Practical Approach".

Abstract

Capital Flows and Speculative Attacks in Prospective EU Member States
No.6, October 2003
Authors:
Heather D. Gibson (e-mail: hgibson@bankofgreece.gr
)
Euclid Tsakalotos
Published in: Economics of Transition, 2004, 12, pp.559-586.

Abstract

Changes in Financial Structure and Asset Price Substitutability: A Test of the Bank Lending Channel
No.5, September 2003
Authors:
Sophocles N. Brissimis (e-mail: sbrissimis@bankofgreece.gr
)
Nicholas S. Magginas
Published in: Economic Modelling, 2005, 22, pp. 879-904.

Abstract

An Indicator Measuring Underlying Economic Activity in Greece
No.4, August 2003
Authors:
Stephen G. Hall
Nicholas G. Zonzilos (e-mail: nzonzhlos@bankofgreece.gr
)

Abstract

The Dynamic Adjustment of a Transition Economy in the Early Stages of Transformation
No.3, May 2003
Authors:
Christos Papazoglou (e-mail: cpapazoglou@bankofgreece.gr
)
Eric J. Pentecost
P
ublished in: Journal of Macroeconomics, 2004, 26, pp.547-561.

Abstract

Greek Monetary Economics in Retrospect: The Adventures of the Drachma
No.2, April 2003
Author:
Sophia Lazaretou (e-mail: slazaretou@bankofgreece.gr
)
Published in: Economic Notes, Review of Banking, Finance and Monetary Economics, 2005, 34, pp.331-370.

Abstract

Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
No.1, February 2003
Authors:
Sophocles N. Brissimis
George Hondroyiannis
P.A.V.B. Swamy
George S. Tavlas (e-mail: gtavlas@bankofgreece.gr
)
Published in: Oxford Bulletin of Economics and Statistics, 2003, 65, pp. 605-628.

Abstract


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