Recent publications
Article
Juodis, A, Karavias, Y & Sarafidis, V 2020, 'A homogeneous approach to testing for Granger non-causality in heterogeneous panels', Empirical Economics, vol. 2020, pp. 1-20. https://doi.org/10.1007/s00181-020-01970-9
Karavias, Y, Tzavalis, E & Spilioti, S 2020, 'Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals', Review of Quantitative Finance and Accounting. https://doi.org/10.1007/s11156-020-00937-2
Karavias, Y & Tzavalis, E 2019, 'Generalized fixed-T panel unit root tests', Scandinavian Journal of Statistics, vol. 46, no. 4, pp. 1227-1251. https://doi.org/10.1111/sjos.12392
Karavias, Y, Symeonides, S & Tzavalis, E 2018, 'Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model', Statistics and Probability Letters, vol. 135, pp. 54-59. https://doi.org/10.1016/j.spl.2017.11.016
Karavias, Y & Tzavalis, E 2017, 'Local power of panel unit root tests allowing for structural breaks', Econometric Reviews, vol. 36, no. 10, pp. 1123-1156. https://doi.org/10.1080/07474938.2015.1059722
Karavias, Y, Tzavalis, E & Symeonides, S 2017, 'Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors', Journal of Time Series Econometrics, vol. 9, no. 1. https://doi.org/10.1515/jtse-2015-0014
Karanasos, M, Karavias, Y, Komtroumpis, P, Kartsaklas, A & Arakelian, V 2016, 'Inflation convergence in the EMU', Journal of Empirical Finance. https://doi.org/10.1016/j.jempfin.2016.07.004
Karavias, Y & Tzavalis, E 2016, 'Local power of fixed-T panel unit root tests with serially correlated errors and incidental trends', Journal of Time Series Analysis, vol. 37, no. 2, pp. 222-239. https://doi.org/10.1111/jtsa.12144
Asimakopoulos, S & Karavias, Y 2016, 'The impact of government size on economic growth: a threshold analysis', Economics Letters, vol. 139, pp. 65-68. https://doi.org/10.1016/j.econlet.2015.12.010
Karavias, Y, Spilioti, S & Tzavalis, E 2015, 'A comparison of investors’' sentiments and risk premium effects on valuing shares', Finance Research Letters. https://doi.org/10.1016/j.frl.2015.10.017
Delis, MD & Karavias, Y 2015, 'Optimal versus realized bank credit risk and monetary policy', Journal of Financial Stability, vol. 16, pp. 13-30. https://doi.org/10.1016/j.jfs.2014.11.004
Chapter
Karavias, Y 2021, Structural breaks in financial panel data. in C-F Lee & AC Lee (eds), Encyclopedia of Finance. Living Edition edn, Springer Nature. https://doi.org/10.1007/978-3-030-73443-5_95-1
Book/Film/Article review
Karavias, Y 2016, 'Almost all about unit roots: foundations, developments, and applications, by In Choi. ', Journal of Time Series Analysis, vol. 37, no. 1, pp. 143-144. https://doi.org/10.1111/jtsa.12164
Other report
Flowe, H, Karavias, Y, Bandyopadhyay, S, Bradbury-Jones, C, Taylor, J & Kane, E 2022, The CARA (Cautioning and Relationship Abuse) Service: theory of change, impact evaluation and economic benefits study report. PsyArXiv. https://doi.org/10.31234/osf.io/jw9uy
Working paper
Juodis, A & Karavias, Y 2019 'Partially heterogeneous tests for Granger non-causality in panel data' Working Paper Series, no. 59/2019, No. 59 edn, Bank of Lithuania. <https://www.lb.lt/en/publications/no-59-arturas-juodis-yiannis-karavias-partially-heterogeneous-tests-for-granger-non-causality-in-panel-data>
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