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Dimitrios Thomakos
Dimitrios Thomakos
Professor in Applied Econometrics, National and Kapodistrian University of Athens
Geverifieerd e-mailadres voor ba.uoa.gr
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Forecasting: theory and practice
F Petropoulos, D Apiletti, V Assimakopoulos, MZ Babai, DK Barrow, ...
International Journal of Forecasting 38 (3), 705-871, 2022
5322022
“Protection for sale” in a developing country: democracy vs. dictatorship
D Mitra, DD Thomakos, MA Ulubaşoğlu
Review of Economics and Statistics 84 (3), 497-508, 2002
2892002
A review on singular spectrum analysis for economic and financial time series
H Hassani, D Thomakos
Statistics and its Interface 3 (3), 377-397, 2010
2002010
Realized volatility in the futures markets
DD Thomakos, T Wang
Journal of empirical finance 10 (3), 321-353, 2003
1652003
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
F Papailias, DD Thomakos, J Liu
Empirical Economics 52, 255-282, 2017
772017
Naı̈ve, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance
DD Thomakos, JB Guerard Jr
International Journal of Forecasting 20 (1), 53-67, 2004
702004
Can we obtain realistic parameter estimates for the ‘protection for sale’model?
D Mitra, DD Thomakos, M Ulubaşoğlu
Canadian Journal of Economics/Revue canadienne d'économique 39 (1), 187-210, 2006
632006
Modeling daily realized futures volatility with singular spectrum analysis
DD Thomakos, T Wang, LT Wille
Physica A: Statistical Mechanics and its Applications 312 (3-4), 505-519, 2002
452002
Adaptive learning forecasting, with applications in forecasting agricultural prices
F Kyriazi, DD Thomakos, JB Guerard
International Journal of Forecasting 35 (4), 1356-1369, 2019
442019
An improved moving average technical trading rule
F Papailias, DD Thomakos
Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015
392015
Carbon intensity as a proxy for environmental performance and the informational content of the EPI
DD Thomakos, TA Alexopoulos
Energy Policy 94, 179-190, 2016
372016
The Impact of Trade Liberalization on Import Demand.
DD Thomakos
Journal of Economic & Social Research 4 (1), 2002
362002
Forecasting with the theta method: theory and applications
KI Nikolopoulos, DD Thomakos
John Wiley & Sons, 2019
322019
Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis
H Hassani, A Rua, ES Silva, D Thomakos
International Journal of Forecasting 35 (4), 1263-1272, 2019
302019
Exchange rate pass-through and relative prices: An industry-level empirical investigation
PS Bhattacharya, CA Karayalcin, DD Thomakos
Journal of international money and finance 27 (7), 1135-1160, 2008
302008
Fiscal multipliers in deep economic recessions and the case for a 2-year extension in Greece’s austerity programme’
D Thomakos
Eurobank EFG Economic Research 8 (4), 1-44, 2012
292012
Exchange rate uncertainty, sociopolitical instability and private investment: empirical evidence from Latin America
M Escaleras, DD Thomakos
Review of Development Economics 12 (2), 372-385, 2008
282008
Fathoming the theta method for a unit root process
D Thomakos, K Nikolopoulos
IMA Journal of Management Mathematics 25 (1), 105-124, 2014
272014
Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices
P Monokroussos, DD Thomakos, TA Alexopoulos
Hellenic Observatory, London School of Economics and Political Science, 2016
252016
Accruals and the performance of stock returns following external financing activities
G Papanastasopoulos, D Thomakos, T Wang
The British Accounting Review 43 (3), 214-229, 2011
242011
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Artikelen 1–20