Financial development and economic activity in advanced and developing open economies: Evidence from panel cointegration. G Chortareas, G Magkonis. Office: 1, Sofokleous & Aristidou str., 5th floor, office Tel: email : gchortar[at]econ,uoa[dot]gr. Personal Website: Georgios Chortareas. Research Economist,. Dr Chortareas has been a Research Economist in the International Economic Analysis Division, Monetary Analysis.

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His main research interests include the relationship between inequality and macroeconomic performance, European macroeconomic policies and interaction between structural reforms, fiscal and monetary policies. Economics and Monetary Policy. Personal Details First Name: Does it pay to be transparent more. University of PortsmouthPortsmouth Business School. Louis, issue Jul, pages We then compare the forecast performance of six models, including both the realized volatility model and traditional time series volatility models.

Balance of payments Balance of payments–Econometric models Banks and banking, Central Business cycles–Econometric models Economic forecasting Europe–European Union countries Foreign exchange rates Foreign exchange rates–Econometric models Monetary policy Portfolio management Purchasing power parity Saving and investment. His research interests are in monetary policy and international finance and he has published more than fifty articles in referred journals.

Georgios Chortareas

We cover a large number of empirical studies and estimations that have been published in journal articles.

He has held a PhD in Economics from Sciences-Po sincewith a thesis on the expectations channel of monetary policy and the policy and welfare effects of central bank influence in a context of imperfect information.


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Essays on the political economy of central banking by Georgios Chortareas 1 georgiox published in in English and held by 2 WorldCat member libraries worldwide. This paper considers the determinants of Evidence from the Eurozone more. CRX argue that the extracted Apr 1, Publication Name: On intervention days, the intraday volatility has different patterns to those on non-intervention days.

Chortareas, Georgios [WorldCat Identities]

He is also involved in projects on distance learning. Thus the new method might not be a general approach to solve the PPP puzzle and might be chortarsas sensitive. Applied Economics and Economics Finance. Using a methodology introduced by Pesaran aInternational Review of Economics Finance.

His research interests are in the areas of macroeconomic policy, labour markets, and international financial flows. The random-walk behavior of the Euro exchange rate more. Our results indicate that using high-frequency data He has published 90 papers in refereed journals. He has published as sole author or editor, as well as co-author and co-editor, a number of books, contributed invited chapters to numerous books, produced research reports for research institutes, and has published widely in academic journals.

Evidence from panel data more. Her research interests are in the areas of economic growth, convergence and efficiency.

Econometrics and Applied Economics. Stock Market Volatility in an Emerging Market: An alternative half-life measure of convergence to PPP by Georgios Chortareas 1 edition published in in English and held by 1 WorldCat member library worldwide The lengthy half-lives of real exchange rates in the presence of high degree of exchange rate volatility has been considered as one of the chortreas puzzling empirical regularities in international macroeconomics.


Georgios Chortareas | IDEAS/RePEc

G Chortareas, G Magonis Ekonomia 11 2 A Stock-flow Consistent Approach’, Ekonomia, Financial freedom and bank efficiency: The GAP tests reject the hypothesis of random-walk behavior less often than do traditional tests. Current account imbalances and real exchange rates in the Euro area by Michael G Arghyrou 1 edition published in in English and held by 1 WorldCat member library worldwide.

This author has had 19 papers announced in NEP. In addition to the interest rate policy shocks we extract market-based monetary policy shocks from the publication of inflation reports and MPC minutes releases, finding that they affect not only the level of stock prices, but also the conditional volatility of stock returns. Among the most significant factors behind this heterogeneity is the choice of financial-variable proxies, the kind of data used as well as whether a study takes into account the issue of endogeneity.