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Dimitrios D. Thomakos

Global rank #9539 89%

Institution: National

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1998

Most Recent: 2022

RePEc ID: pth311 ↗

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 0.70 0.00 0.70
Last 10 Years 0.00 0.00 3.88 0.00 4.21
All Time 0.00 0.67 8.57 0.00 10.58

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 10.63

Publications (14)

Year Article Journal Tier Authors
2022 Forecasting: theory and practice International Journal of Forecasting B 80
2021 Return signal momentum Journal of Banking & Finance B 3
2019 Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis International Journal of Forecasting B 4
2019 Adaptive learning forecasting, with applications in forecasting agricultural prices International Journal of Forecasting B 3
2017 EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues International Journal of Forecasting B 2
2016 Carbon intensity as a proxy for environmental performance and the informational content of the EPI Energy Policy B 2
2016 Growth, deregulation and rent seeking in post-war British economy Applied Economics C 3
2014 “Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU Review of International Economics B 2
2008 Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? International Journal of Forecasting B 2
2008 Exchange rate pass-through and relative prices: An industry-level empirical investigation Journal of International Money and Finance B 3
2006 Can we obtain realistic parameter estimates for the ‘protection for sale’ model? Canadian Journal of Economics C 3
2004 Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance International Journal of Forecasting B 2
2002 "Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship Review of Economics and Statistics A 3
1998 Structural VAR, MARMA and open economy models International Journal of Forecasting B 2