Loading...

← Back to Leaderboard

Nikitas Pittis

Global rank #11359 87%

Institution: University of Piraeus

Primary Field: International (weighted toward more recent publications)

First Publication: 1994

Most Recent: 2010

RePEc ID: ppi201 ↗

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 S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 0.00 4.86 0.00 8.38

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 11.95

Publications (14)

Year Article Journal Tier Authors
2010 Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator Economics Letters C 2
2009 Long‐Run PPP under the Presence of Near‐to‐Unit Roots: The Case of the British Pound–US Dollar Rate* Review of International Economics B 4
2008 Cointegration, variance shifts and the limiting distribution of the OLS estimator Economics Letters C 2
2005 The Feldstein-Horioka puzzle revisited: A Monte Carlo study Journal of International Money and Finance B 3
2004 Testing for Granger causality in variance in the presence of causality in mean Economics Letters C 2
2003 Testing for PPP: the erratic behaviour of unit root tests Economics Letters C 3
2002 KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD Econometric Theory B 2
1999 Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited Journal of International Money and Finance B 3
1999 Forward versus reverse regression and cointegration Economics Letters C 2
1998 Unit roots and long-run causality: investigating the relationship between output, money and interest rates Economic Modeling C 3
1998 Cointegration and predictability of asset prices1 Journal of International Money and Finance B 2
1996 Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails Economic Modeling C 2
1995 Nominal exchange rate regimes and the stochastic behavior of real variables Journal of International Money and Finance B 2
1994 Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence Economics Letters C 3