Professor Yiannis Karavias
Professor in Finance
Eastern Gateway 202N
- Email: yiannis.karavias@brunel.ac.uk
- Tel: +44 (0)1895 267545
- Economics, Finance and Accounting
- Brunel Business School
Ditzen, J., Karavias, Y. and Westerlund, J. (2025) 'Testing and estimating structural breaks in time series and panel data in Stata'. The Stata Journal, 25 (3). pp. 526 - 560. ISSN: 1536-867X Open Access Link
Ditzen, J., Karavias, Y. and Westerlund, J. (2024) 'Multiple Structural Breaks in Interactive Effects Panel Data Models'. Journal of Applied Econometrics, 40 (1). pp. 74 - 88. ISSN: 0883-7252 Open Access Link
Karavias, Y., Narayan, PK. and Westerlund, J. (2022) 'Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19'. Journal of Business & Economic Statistics, 41 (3). pp. 653 - 666. ISSN: 0735-0015 Open Access Link
Juodis, A., Karavias, Y. and Sarafidis, V. (2021) 'A homogeneous approach to testing for Granger non-causality in heterogeneous panels'. Empirical Economics, 60 (1). pp. 93 - 112. ISSN: 0377-7332 Open Access Link
Karavias, Y. and Tzavalis, E. (2019) 'Generalized fixed-T panel unit root tests'. Scandinavian Journal of Statistics, 46 (4). pp. 1227 - 1251. ISSN: 0303-6898 Open Access Link
Karavias, Y. and Tzavalis, E. (2016) 'Local power of panel unit root tests allowing for structural breaks'. Econometric Reviews, 36 (10). pp. 1123 - 1156. ISSN: 0747-4938 Open Access Link
Karanasos, M., Koutroumpis, P., Karavias, Y., Kartsaklas, A. and Arakelian, V. (2016) 'Inflation convergence in the EMU'. Journal of Empirical Finance, 39 (PB). pp. 241 - 253. ISSN: 0927-5398 Open Access Link
Karavias, Y. and Tzavalis, E. (2016) 'Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends'. Journal of Time Series Analysis, 37 (2). pp. 222 - 239. ISSN: 0143-9782
Asimakopoulos, S. and Karavias, Y. (2016) 'The impact of government size on economic growth: A threshold analysis'. Economics Letters, 139. pp. 65 - 68. ISSN: 0165-1765
Delis, MD. and Karavias, Y. (2015) 'Optimal versus realized bank credit risk and monetary policy'. Journal of Financial Stability, 16. pp. 13 - 30. ISSN: 1572-3089