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Researcher profile

Louzis Dimitrios

Louzis Dimitrios

Economic Analysis and Research Department
Research Interests
  • Macroeconomics and Monetary Economics
  • Mathematical and Quantitative Methods

2021

  • Economic Bulletin Articles

    The impact of economic uncertainty and inflation uncertainty on the Greek economy

    03/01/2021
    Issue 53, Article 3
    Authors:

2018

  • Economic Bulletin Articles

    Greek GDP revisions and short-term forecasting

    03/01/2018
    Issue 48, Article 3
    Authors:

2017

  • Economic Bulletin Articles

    The macroeconomic effects of unconventional monetary policy in the euro area using non-linear models

    03/01/2017
    Issue 46, Article 1
    Authors:

2016

  • Working Papers

    Macroeconomic forecasting and structural changes in steady states

    29/03/2016
    No. 204, March 2016
    Authors:
    Abstract

2015

  • Working Papers

    Steady-state priors and Bayesian variable selection in VAR forecasting

    02/09/2015
    No. 195, July 2015
    Authors:
    Abstract
  • Working Papers

    Profitability in the Greek banking system: A dual investigation of net interest and non-interest income

    19/04/2015
    No. 191,  February 2015 
    Authors:
    Abstract

2014

  • Working Papers

    Μacroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach

    24/07/2014
    Νο. 184, June 2014
    Authors:
    Abstract

2013

  • Working Papers

    A financial systemic stress index for Greece

    10/06/2013
    Νο. 155, March 2013
    Authors:
    Abstract
  • Working Papers

    Measuring return and volatility spillovers in euro area financial markets

    09/06/2013
    No. 154, March 2013
    Authors:
    Abstract

2010

  • Working Papers

    Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios

    26/10/2010
    No. 118, September 2010
    Authors:
    Abstract
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  • Steady‐state modeling and macroeconomic forecasting quality

    2019
    Journal of Applied Econometrics, 2019, 34 (2) 
    Authors:

  • Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios

    2012
    Journal of Banking and Finance, 2012, 36 (4)
    Authors:

  • Steady-state priors and Bayesian variable selection in VAR forecasting

    2016
    Studies in Nonlinear Dynamics and Econometrics, 2016, 20, (5)
    Authors:

  • A methodology for constructing a financial systemic stress index: An application to Greece

    2012
    Economic Modelling, 2012, 29 (4)
    Authors:

  • Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs

    2017
    Empirical Economics, 2017, 53(2)
    Authors:

  • Leading indicators of non-performing loans in Greece: The information content of macro-, micro-and bank-specific variables

    2018
    Empirical Economics, 2018, 54(3)
    Authors:

  • Measuring spillover effects in Euro area financial markets: A disaggregate approach

    2015
    Empirical Economics, 2015, 49 (4)
    Authors:

  • The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting

    2013
    Journal of Forecasting, 2013, 32 (6)
    Authors:

  • Realized volatility models and alternative Value-at-Risk methods

    2014
    Economic Modelling, 2014, 40
    Authors:

  • Profit strategy of Greek banks: Cross-subsidization and diversification versus complementarity

    2017
    Applied Economics, 2017, 49 (44)
    Authors:
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