Theodore Panagiotidis’s web
Page
Department of Economics
156 Egnatia str
54006
email tpanag (at) uom.gr
ESRC Seminar Series: Nonlinear Economics and Finance
research Community
Recent
Publications
1. Forecasting interest rate swap
spreads using domestic and international risk factors: Evidence from linear and
non-linear models, with
2. Non-Linearity in the Canadian
and US Labour Market: Univariate and Multivariate Evidence from a battery of
tests, with G. Pelloni, presented at the Canadian
Economics Association 2004, forthcoming Macroeconomic Dynamics. Download
working paper
3. “Calendar anomalies in an emerging African market: Evidence from the
Ghana Stock Exchange” (with Paul Alagidede)
forthcoming Journal of Emerging Market Finance. Download Working Paper
4. Panagiotidis, T. & Rutledge, E. (2007)
“Oil and Gas Markets in the
5. Chappell, D. & Panagiotidis, T. (2005)
“Using the correlation dimension to detect non-linear dynamics: Evidence from
the Athens Stock Exchange”, Finance Letters, Vol
3 (4), pp29-32.. Download
Working Paper
6. Panagiotidis, T. (2005) “Market
capitalization and efficiency. Does it matter? Evidence form the Athens Stock
Exchange”, Applied Financial Economics, Vol 15 (10),
pp707-723.
Download Working Paper
7. Sharma, A., & Panagiotidis, T. (2005),
“An analysis of exports and growth in
8. Milas, C., Otero, J., Panagiotidis,
T., (2004), “Forecasting the spot prices of various coffee types using linear
and non-linear error correction models”, International Journal of Finance
and Economics, Vol 9 (3), pp277-288. Download
Working Paper
9. Panagiotidis, T., Pelloni,
G., Polasek, W., (2003) “Macroeconomic Effects of
Reallocation shocks: A generalised impulse response function analysis for three
European countries”, Journal of Economic Integration, Vol 18 (4), pp794-816. Download
Working Paper
10.
Panagiotidis, T. & Pelloni,
G., (2003) “Testing for non-linearity in Labour Markets: The case of
11.
Panagiotidis, T. (2002) “Testing the assumption of
Linearity”, Economics Bulletin, Vol. 3, No 29, pp1-9. Download
Working
Papers
On the sustainability of the EU’s
current account (with Mark
Are EU budget deficits sustainable? (with Mark
Non-linear modeling and forecasting of US and
Monetary Policy and The Natural Rate Of Unemployment, with
Asymmetries in the US Current account, with M.J. Holmes, presented at
the MMF Annual Conference 2005. Download
Market Efficiency and the Euro: The case of the Athens Stock Exchange. Download
OTHER PUBLICATIONS
Panagiotidis, T. (2003), Non-linear dynamics in economics and
finance. Evidence from Financial Asset Prices and Labour Markets,
unpublished PhD Thesis, Department of Economics,
Panagiotidis, T., Pelloni, G., Polasek W., (2000), W., “Macroeconomic Effects of
Reallocation shocks: A comparative impulse response function analysis for the
EMASE countries”, EMASE - Report No.
I03A (WP task 3), December 2000.
Panagiotidis, T. (1998), A non-linear time series analysis for four Eastern European exchange
rates, unpublished thesis,
Thesis/1981, Department of Economics,
TEACHING
Econometrics 2
International Finance
Topics in Financial Economics
REFEREEING
Applied Economics, Applied Financial Economics, Bulletin of Economic
Research, Ekonomia, Economic Issues, European Journal
of Finance, European Journal of Finance, Conference Volume, International
Journal of Finance and Economics, International Review of Applied Economics,
International Review of Economics and Finance, Journal of Economic Integration,
Journal of Economics and Business, Journal of Emerging Market Finance, Journal
of Forecasting, Journal of Policy Modeling, Oxford
University Press, QQASS, South-Eastern Europe Journal
of Economics, Studies in Nonlinear Dynamics and Econometrics.