Dimitrios Thomakos

Cited by

	All	Since 2018
Citations	1934	855
h-index	20	13
i10-index	43	20

280

140

210

20022003200420052006200720082009201020112012201320142015201620172018201920202021202220238 11 16 36 46 44 68 54 57 92 63 97 97 128 122 103 108 127 116 148 273 81

Public access

View all

3 articles

0 articles

available

not available

Based on funding mandates

Co-authors

George PapanastasopoulosUniversity of Piraeus, Department of Business AdministrationVerified email at unipi.gr
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
Prasad Sankar BhattacharyaDepartment of Economics, Deakin University, AustraliaVerified email at deakin.edu.au
Mehmet UlubasogluDeakin UniversityVerified email at deakin.edu.au
Constantina KottaridiUniversity of PiraeusVerified email at unipi.gr
Kyriazi St.FoteiniAssistant Professor in Mathematics and Quantitative Methods, Agricultural University of AthensVerified email at aua.gr
Dimitris N. PolitisUCSDVerified email at ucsd.edu
Gikas HardouvelisUniversity of Piraeus - Department of Banking and Financial ManagementVerified email at unipi.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
Diego Mendez-CarbajoSenior Economic Education Specialist, Federal Reserve Bank of St. LouisVerified email at stls.frb.org
Dimitrios VortelinosAssistant Professor in Accounting & Finance, Hellenic Mediterranean UniversityVerified email at hmu.gr
John GuerardDirector of Quantitative Research, McKinley Capital Management, LLCVerified email at mckinleycapital.com
Luc WilleProfessor of Physics, Florida Atlantic UniversityVerified email at fau.edu
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

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


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
“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	274	2002
Forecasting: theory and practice F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ... International Journal of Forecasting, 2022	195	2022
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	174	2010
Realized volatility in the futures markets DD Thomakos, T Wang Journal of empirical finance 10 (3), 321-353, 2003	158	2003
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	69	2004
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	63	2006
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies F Papailias, DD Thomakos, J Liu Empirical Economics 52, 255-282, 2017	60	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	42	2002
An improved moving average technical trading rule F Papailias, DD Thomakos Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015	37	2015
The Impact of Trade Liberalization on Import Demand. DD Thomakos Journal of Economic & Social Research 4 (1), 2002	36	2002
Adaptive learning forecasting, with applications in forecasting agricultural prices F Kyriazi, DD Thomakos, JB Guerard International Journal of Forecasting 35 (4), 1356-1369, 2019	31	2019
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	30	2016
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	29	2012
Forecasting with the theta method: theory and applications KI Nikolopoulos, DD Thomakos John Wiley & Sons, 2019	28	2019
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	27*	2008
Fathoming the theta method for a unit root process D Thomakos, K Nikolopoulos IMA Journal of Management Mathematics 25 (1), 105-124, 2014	26	2014
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
Structural VAR, MARMA and open economy models PJ Dhrymes, DD Thomakos International Journal of Forecasting 14 (2), 187-198, 1998	23	1998
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	22	2011
Financial time series and volatility prediction using NoVaS transformations DN Politis, DD Thomakos Forecasting in the presence of structural breaks and model uncertainty 3 …, 2008	21	2008

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors