Dimitrios Thomakos
Dimitrios Thomakos
Professor in Applied Econometrics, National and Kapodistrian University of Athens
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“Protection for sale” in a developing country: democracy vs. dictatorship
D Mitra, DD Thomakos, MA Ulubaşoğlu
Review of Economics and Statistics 84 (3), 497-508, 2002
A review on singular spectrum analysis for economic and financial time series
H Hassani, D Thomakos
Statistics and its Interface 3 (3), 377-397, 2010
Realized volatility in the futures markets
DD Thomakos, T Wang
Journal of empirical finance 10 (3), 321-353, 2003
Forecasting: theory and practice
F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ...
International Journal of Forecasting, 2022
Can we obtain realistic parameter estimates for the ‘protection for sale’model?
D Mitra, DD Thomakos, M Ulubaşoğlu
Canadian Journal of Economics/Revue canadienne d'économique 39 (1), 187-210, 2006
Naı̈ve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
DD Thomakos, JB Guerard Jr
International Journal of Forecasting 20 (1), 53-67, 2004
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
F Papailias, DD Thomakos, J Liu
Empirical Economics 52 (1), 255-282, 2017
Modeling daily realized futures volatility with singular spectrum analysis
DD Thomakos, T Wang, LT Wille
Physica A: Statistical Mechanics and its Applications 312 (3-4), 505-519, 2002
The Impact of Trade Liberalization on Import Demand.
DD Thomakos
Journal of Economic & Social Research 4 (1), 2002
An improved moving average technical trading rule
F Papailias, DD Thomakos
Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015
Fiscal multipliers in deep economic recessions and the case for a 2-year extension in Greece’s austerity programme’
D Thomakos
Eurobank EFG Economic Research 8 (4), 1-44, 2012
Carbon intensity as a proxy for environmental performance and the informational content of the EPI
DD Thomakos, TA Alexopoulos
Energy Policy 94, 179-190, 2016
Exchange rate pass-through and relative prices: An industry-level empirical investigation
PS Bhattacharya, CA Karayalcin, DD Thomakos
Journal of international money and finance 27 (7), 1135-1160, 2008
Exchange rate uncertainty, sociopolitical instability and private investment: empirical evidence from Latin America
M Escaleras, DD Thomakos
Review of Development Economics 12 (2), 372-385, 2008
Fathoming the theta method for a unit root process
D Thomakos, K Nikolopoulos
IMA Journal of Management Mathematics 25 (1), 105-124, 2014
Structural VAR, MARMA and open economy models
PJ Dhrymes, DD Thomakos
International Journal of Forecasting 14 (2), 187-198, 1998
Financial time series and volatility prediction using NoVaS transformations
DN Politis, DD Thomakos
Forecasting in the presence of structural breaks and model uncertainty, 2008
Forecasting with the theta method: theory and applications
KI Nikolopoulos, DD Thomakos
John Wiley & Sons, 2019
NoVaS transformations: flexible inference for volatility forecasting
DN Politis, DD Thomakos
Recent Advances and Future Directions in Causality, Prediction, and …, 2013
Accruals and the performance of stock returns following external financing activities
G Papanastasopoulos, D Thomakos, T Wang
The British Accounting Review 43 (3), 214-229, 2011
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