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Michalis P. Stamatogiannis
Michalis P. Stamatogiannis
University of Liverpool Management School
Verified email at liverpool.ac.uk - Homepage
Title
Cited by
Cited by
Year
Robust econometric inference for stock return predictability
A Kostakis, T Magdalinos, MP Stamatogiannis
The Review of Financial Studies 28 (5), 1506-1553, 2015
2022015
Agricultural Commodity Price Shocks and Their Effect on Growth in Sub-Saharan Africa
T Addison, A Ghoshray, MP Stamatogiannis
Journal of Agricultural Economics 67 (1), 47–61, 2016
562016
Forecasting the exchange rate using nonlinear Taylor rule based models
R Wang, B Morley, MP Stamatogiannis
International Journal of Forecasting 35 (2), 429-442, 2019
182019
Centurial evidence of breaks in the persistence of unemployment
A Ghoshray, MP Stamatogiannis
Economics Letters 129, 74-76, 2015
162015
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
S Lawford, MP Stamatogiannis
Journal of econometrics 148 (2), 124-130, 2009
92009
Robust econometric inference for stock return predictability
A Kostakis, A Magdalinos, M Stamatogiannis
Unpublished Manuscript, University of Nottingham, UK, 2010
82010
Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?
A Kostakis, T Magdalinos, MP Stamatogiannis
Available at SSRN 3284149, 2018
52018
Testing for news and noise in non-stationary time series subject to multiple historical revisions
A Hecq, JPAM Jacobs, MP Stamatogiannis
Journal of Macroeconomics 60, 396-407, 2019
42019
A Study on the Finite-Sample Bias of an Unstable VAR with a Drift
MP Stamatogiannis
Dissertation for MSc in Economics, University of York, 1999
3*1999
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators: Purely nonstationary case
S LawFord, MP Stamatogiannis
Brunel University, 2004
22004
Econometric inference in models with nonstationary time series
MP Stamatogiannis
University of Nottingham, 2010
12010
A study of cross-industry return predictability in the Chinese stock market
M Ellington, MP Stamatogiannis, Y Zheng
International Review of Financial Analysis 83, 102249, 2022
2022
Forecasting the exchange rate using nonlinear Taylor rule based models (vol 35, pg 429, 2019)
R Wang, B Morley, MP Stamatogiannis
INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1330-1330, 2021
2021
Dataset for" Forecasting the Exchange Rate using Non-linear Taylor Rule Based Models"
R Wang, B Morley, M Stamatogiannis
University of Bath, 2018
2018
Testing for news and noise in non-stationary time series subject to multiple revisions
A Hecq, JPAM Jacobs, M Stamatogiannis
2016
Asymptotically similar unit root tests in the presence of autocorrelated errors
MP Stamatogiannis
2009
Testing for a unit root in the presence of autocorrelated errors
MP Stamatogiannis
2009
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