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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My profile My library Metrics Alerts. The literature examining this question in emerging economies is surprisingly scant and this paper aims at filling this gap. New citations to this author.
Empirical analysis suggests that use of the new measure may shed light on the PPP puzzle. This paper considers the determinants of Journal of Applied Econometrics. Transparency in monetary policy Book 1 edition published in in English and held by 2 WorldCat member libraries worldwide.
Bank supervision, regulation, and efficiency: We use realized volatility and traditional time series volatility models. The period following the introduction of the Monetary Policy Committee MPChowever, differs as policy shocks and stock returns are positively related.
The random-walk behavior of the Euro exchange rate more. Apr 1, Publication Name: Oil shocks, stock market prices, and the U.
Stock Market Volatility in an Emerging Market: He works goergios with the media, providing interviews and comments in France, Italy, Japan, Germany, etc. Competition, efficiency and interest rate margins in Latin American banking more. The majority of biased He is working on a book on the corporatisation of large Chinese state-owned gergios into shareholding concerns in the late s, using the case study of national oil and petrochemical companies to examine the political and macroeconomic conditions that enabled a radical reorganisation of the commanding heights, and the ensuing legacy of contentious state-market relations.
Evidence from UK interest rate forecasts more. Does monetary policy transparency reduce disinflation costs?
UoA – Department of Economics – Chortareas Georgios
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.
Evidence from the European Union more. Identifying mean-reverting real exchange rates in panels more. The GAP tests reject the hypothesis of random-walk behavior less often Her research interests are in the areas of economic growth, convergence and efficiency. International Review of Financial Analysis 46, This author has had 19 papers announced in NEP.
His other research interests include economic growth, innovation, and regional convergence. Evidence from the Eurozone more. His main research interests include the relationship between inequality and macroeconomic performance, European macroeconomic policies and interaction between structural reforms, fiscal and monetary policies. He is the author of 11 books and has edited 24, and has also contributed chapters to over CRX argue that the extracted series contains simultaneous information from financial markets and its volatility is closer to that of exchange rates.
Department of Economics
Feb 1, Publication Name: An investigation of current account solvency in Latin America using non linear stationarity tests by Georgios Chortareas 1 edition published in in English and held by 1 WorldCat member library worldwide Using chortareaw new methodology that allows for nonlinearities, we find frequent support for sustainability in the debt of a set of Latin American countries.
CRX argue that the extracted International evidence from central bank forecasts ,” Bank of England working papersBank of England. The effect of banking supervision on central bank preferences: We measure the degree of Econometrics 5