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Elias Tzavalis

Global rank #8410 90%

Institution: Athens University of Economics

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.aueb.gr/users/etzavalis/

First Publication: 1995

Most Recent: 2023

RePEc ID: ptz13 ↗

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 0.67 1.34 0.00 2.68
Last 10 Years 0.00 0.67 2.51 0.00 3.85
All Time 0.00 1.68 5.19 0.00 12.23

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 14.30

Publications (16)

Year Article Journal Tier Authors
2023 Exploring Okun's law asymmetry: An endogenous threshold logistic smooth transition regression approach Oxford Bulletin of Economics and Statistics B 3
2023 Improving variance forecasts: The role of Realized Variance features International Journal of Forecasting B 3
2021 Dealing With Endogeneity in Threshold Models Using Copulas Journal of Business & Economic Statistics A 3
2020 Predicting default risk under asymmetric binary link functions International Journal of Forecasting B 4
2018 Credit risk modelling under recessionary and financially distressed conditions Journal of Banking & Finance B 3
2015 Shifts in volatility driven by large stock market shocks Journal of Economic Dynamics and Control B 3
2015 Unveiling the ECB's Monetary Policy Behaviour Under Different Inflation Regimes Economica C 2
2014 A fixed-T version of Breitung’s panel data unit root test Economics Letters C 2
2010 Modeling structural breaks in economic relationships using large shocks Journal of Economic Dynamics and Control B 2
2008 Recovering Risk Neutral Densities from Option Prices: A New Approach Journal of Financial and Quantitative Analysis B 2
2005 Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models Economics Letters C 2
2004 The term premium and the puzzles of the expectations hypothesis of the term structure Economic Modeling C 1
2001 Fiscal policy and politics: theory and evidence from Greece 1960-1997 Economic Modeling C 3
1999 Inference for unit roots in dynamic panels where the time dimension is fixed Journal of Econometrics A 2
1998 Policy regime changes and the long-run sustainability of fiscal policy: an application to Greece Economic Modeling C 3
1995 The persistence in volatility of the US term premium 1970-1986 Economics Letters C 2