Dimitrios Thomakos

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Kostas Nikolopoulos, Dipl. Eng. & D.E...Professor in Business Information Systems & Analytics, Durham UniversityVerified email at durham.ac.uk
Fotis PapailiasKing's Business School, King's College LondonVerified email at kcl.ac.uk
Devashish MitraProfessor of Economics & Cramer Professor of Global Affairs, Syracuse UniversityVerified email at syr.edu
Mehmet UlubasogluDeakin UniversityVerified email at deakin.edu.au
Constantina KottaridiUniversity of PiraeusVerified email at unipi.gr
Gikas HardouvelisUniversity of Piraeus - Department of Banking and Financial ManagementVerified email at unipi.gr
Dimitris N. PolitisUCSDVerified email at ucsd.edu
Kyriazi St.FoteiniAssistant Professor in Mathematics and Quantitative Methods, Agricultural University of AthensVerified email at ba.uoa.gr
Jiadong LiuQueen's Management School, Queen's University BelfastVerified email at qub.ac.uk
Cem KARAYALCINFlorida International UniversityVerified email at fiu.edu
António RuaBanco de PortugalVerified email at bportugal.pt
John GuerardDirector of Quantitative Research, McKinley Capital Management, LLCVerified email at mckinleycapital.com
Diego Mendez-CarbajoSenior Economic Education Specialist, Federal Reserve Bank of St. LouisVerified email at stls.frb.org
Luc WilleProfessor of Physics, Florida Atlantic UniversityVerified email at fau.edu
Dimitrios VortelinosAssistant Professor in Accounting & Finance, Hellenic Mediterranean UniversityVerified email at hmu.gr
George DikosResearch Scientist, Amazon EU Verified email at alum.mit.edu
Marina PapanastassiouUniversity of LeedsVerified email at leeds.ac.uk
Chris PitelisCIB University of Leeds, NK University of AthensVerified email at cam.ac.uk
Monica Escalerasflorida atlantic universityVerified email at fau.edu
Dr. Ilias KatsagounosHead of Research ActivitiesVerified email at pm2alliance.eu

Dimitrios Thomakos

Professor in Applied Econometrics, National and Kapodistrian University of Athens

Verified email at ba.uoa.gr

Econometrics Time Series Analysis Forecasting Applied Economics


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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	271	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	166	2010
Realized volatility in the futures markets DD Thomakos, T Wang Journal of empirical finance 10 (3), 321-353, 2003	156	2003
Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting, 2022	75	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	62	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	62	2004
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies F Papailias, DD Thomakos, J Liu Empirical Economics 52 (1), 255-282, 2017	51	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	41	2002
The Impact of Trade Liberalization on Import Demand. DD Thomakos Journal of Economic & Social Research 4 (1), 2002	37	2002
An improved moving average technical trading rule F Papailias, DD Thomakos Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015	33	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	28	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	26	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	26*	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	26	2008
Fathoming the theta method for a unit root process D Thomakos, K Nikolopoulos IMA Journal of Management Mathematics 25 (1), 105-124, 2014	23	2014
Structural VAR, MARMA and open economy models PJ Dhrymes, DD Thomakos International Journal of Forecasting 14 (2), 187-198, 1998	23	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	21	2008
Forecasting with the theta method: theory and applications KI Nikolopoulos, DD Thomakos John Wiley & Sons, 2019	20	2019
NoVaS transformations: flexible inference for volatility forecasting DN Politis, DD Thomakos Recent Advances and Future Directions in Causality, Prediction, and …, 2013	20	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	20	2011

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