| Robust econometric inference for stock return predictability A Kostakis, T Magdalinos, MP Stamatogiannis The Review of Financial Studies 28 (5), 1506-1553, 2015 | 281 | 2015 |
| 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 | 58 | 2016 |
| 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 | 31 | 2019 |
| Centurial evidence of breaks in the persistence of unemployment A Ghoshray, MP Stamatogiannis Economics Letters 129, 74-76, 2015 | 17 | 2015 |
| 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 | 10 | 2009 |
| Taking stock of long-horizon predictability tests: Are factor returns predictable? A Kostakis, T Magdalinos, MP Stamatogiannis Available at SSRN 3284149, 2018 | 8 | 2018 |
| Robust econometric inference for stock return predictability A Kostakis, A Magdalinos, M Stamatogiannis Unpublished Manuscript, University of Nottingham, UK, 2010 | 7 | 2010 |
| 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 | 4 | 2022 |
| 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 | 3 | 2019 |
| 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 |
| Taking stock of long-horizon predictability tests: Are factor returns predictable? A Kostakis, T Magdalinos, MP Stamatogiannis Journal of Econometrics 237 (2), 105380, 2023 | 2 | 2023 |
| Can we forecast better in periods of low uncertainty? The role of technical indicators MF Fernández, Ó Henry, S Pybis, MP Stamatogiannis Journal of Empirical Finance 71, 1-12, 2023 | 2 | 2023 |
| 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 | 2 | 2004 |
| Econometric inference in models with nonstationary time series MP Stamatogiannis University of Nottingham, 2010 | 1 | 2010 |
| 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 |
Tassos MagdalinosProfessor of Econometrics, University of SouthamptonVerified email at soton.ac.uk
