Costas Milas

Global rank #5216 94%

Institution: Rimini Centre for Economic Analysis (RCEA)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.liv.ac.uk/management/

First Publication: 1998

Most Recent: 2024

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total
Last 5 Years	0.00	1.34	1.93
Last 10 Years	0.00	2.68	3.60
All Time	1.01	8.88	19.86

Publication Statistics

Raw Publications 28

Coauthorship-Adjusted Count 27.94

Publications (28)

Year	Article	Journal	Tier	Authors
2024	UK Foreign Direct Investment in uncertain economic times	Journal of International Money and Finance	B	3
2023	COVID-19 anti-contagion policies and economic support measures in the USA	Oxford Economic Papers	C	4
2022	Unemployment claims during COVID-19 and economic support measures in the U.S.	Economic Modeling	C	3
2021	Does It Matter Where You Search? Twitter versus Traditional News Media	Journal of Money, Credit, and Banking	B	3
2020	A mixed frequency approach for stock returns and valuation ratios	Economics Letters	C	3
2017	Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR	Journal of International Money and Finance	B	3
2017	Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone	Journal of International Money and Finance	B	3
2015	Tweets, Google trends, and sovereign spreads in the GIIPS	Oxford Economic Papers	C	3
2015	Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone	Economics Letters	C	3
2014	On stock market illiquidity and real-time GDP growth	Journal of International Money and Finance	B	4
2013	Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds	Economics Letters	C	2
2012	NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENT'S INTERTEMPORAL BUDGET CONSTRAINT	Economic Inquiry	C	2
2012	Quantitative easing: a sceptical survey	Oxford Review of Economic Policy	C	2
2011	Price Transmission in the EU Wholesale Petroleum Markets	Journal of Business & Economic Statistics	A	4
2010	The Sub-Prime Crisis and UK Monetary Policy	International Journal of Central Banking	B	2
2009	Forecasting returns and risk in financial markets using linear and nonlinear models	International Journal of Forecasting	B	3
2009	Price dynamics in European petroleum markets	Energy Economics	A	4
2009	UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES	Economic Inquiry	C	2
2009	Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model	Oxford Economic Papers	C	1
2008	Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts	International Journal of Forecasting	B	2
2006	Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99.	International Journal of Forecasting	B	1
2005	Non-linear inflationary dynamics: evidence from the UK	Oxford Economic Papers	C	3
2004	Time-varying excess returns on UK government bonds: A non-linear approach	Journal of Banking & Finance	B	2
2003	Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach	Economic Modeling	C	2
2001	Modelling the spot prices of various coffee types	Economic Modeling	C	2
2000	Employment, output and political business cycle effects in the Greek non-tradable sector	Applied Economics	C	1
1998	Long-run structural estimation of labour market equations with an application to Greece1	Economic Modeling	C	1
1998	Demand for Greek imports using multivariate cointegration techniques	Applied Economics	C	1