Theodore Panagiotidis’s web Page

 

EconPapers Site

 

Department of Economics

University of Macedonia

156 Egnatia street

540 06 Thessaloniki, Greece

email tpanag@uom.gr

 

Workshops of the Regional Studies Research Network

 

ESRC Seminar Series: Nonlinear Economics and Finance research Community

 

 

Editorial Boards:

Review of Economic Analysis, Journal of Economics and Finance

 

Visiting Positions:

Hellenic Observatory, London School of Economics,

Rimini Centre for Economics Analysis

 

Research for the Housing Market in Thessaloniki: Aggelioforos 7/4/2010, 25/5/2011, 28/9/2011, 30/10/2011, 22/4/2012

 

gREECE@lse: My Posts

Twitter

 

Professional Experience

 

2007- : Department of Economics, University of Macedonia.

2003-2007: Lecturer in Economics, Department of Economics, Loughborough University.

2002-2003: ESRC Research Fellow, Department of Economics and Finance, Brunel University.

1999-2002: Teaching Assistant, Department of Economics, University of Sheffield.

 

Recent Publications

 

  1. “Stock returns and inflation: Evidence from Quantile regression” (with Paul Alagidede) forthcoming Economics Letters. Download

 

  1. Ranking of Greek Economic Departments (with S. Katranidis and C. Zontanos) forthcoming Bulletin of Economic Research. Download

 

  1. “PPP in OECD countries: An analysis of real exchange rate stationarity, cross section dependency and structural breaks” (with Mark J. Holmes and Jesus Otero) forthcoming Open Economies Review. Download

 

  1. “The asymmetry of the New Keynesian Phillips curve in the euro-area” (with G. Chortareas and G. Magonis) forthcoming Economics Letters.

 

  1. M. J. Holmes  J. Otero T. Panagiotidis, 2011, Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach, Economic Modelling, 28(6), 2369-2376. Download

 

  1. M. J. Holmes  J. Otero T. Panagiotidis, 2011, Real Interest Parity: Evidence from Asian countries using panel stationarity tests, Journal of Asian Economics, 22(6), 550-557.. Download

 

  1. Katsikas E. T. Panagiotidis, 2011, Student Status and Academic Performance, Studies in Educational Evaluation, 37, 152-161.. Download

 

  1. M. J. Holmes & J. Otero T. Panagiotidis, 2011, The term structure of interest rates, the expectation hypothesis and international financial integration: Evidence from Asian Economies” International Review of Economics and Finance, 20(4), 679-689.. Download

 

  1. Alagidede, P., Panagiotidis T.  X. Zhang, 2011, Why a Diversified Portfolio Should Include African Assets: Evidence from Cointegration Approach, Applied Economics Letters, 18(14), 1333-1340. Download

 

  1. Alagidede, P., Panagiotidis T. & X. Zhang 2011. Causal relationship between stock prices and exchange rates, Journal of International Trade and Economic Development, 20(1), 67-86. Download

 

  1. M.J. Holmes, T. Panagiotidis & A. Sharma, 2011, The sustainability of India’s current account, Applied Economics, 43(2), 219-229. Download

 

  1. M. Christidou & T. Panagiotidis, 2010. Purchasing Power Parity and the European single currency: Some new evidence, Economic Modelling, 27 (5), P 1116-1123. Download

 

  1. Alagidede, P. & Panagiotidis, T., 2010. Can common stocks provide a hedge against inflation? Evidence from African countries, Review of Financial Economics, vol. 19(3), p 91-100. Download

 

  1. M. J. Holmes & J. Otero & T. Panagiotidis, 2010. On the Stationarity of Current Account Deficits in the European Union, Review of International Economics, 18(4), p 730-740. Download

 

  1. Panagiotidis T., 2010. Market efficiency and the Euro: the case of the Athens stock exchange, Empirica, vol. 37(3), p 237-251. Download

 

  1. Panagiotidis T., 2010. An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application, Computational Economics, vol. 36(2), p 121-132. Download

 

  1. M. J. Holmes, J. Otero and T. Panagiotidis (2010) Are EU budget deficits sustainable? Empirical Economics, Vol 38 (3), 767-778. Download

 

  1. Holmes, M. J. and Panagiotidis T. (2009) “Cointegration and asymmetric adjustment: Some new evidence concerning the US current account” The B.E. Journal of Macroeconomics, vol 9, 1 (Topics) Article 23 Download.

 

  1. Alagidede, P. and Panagiotidis T. (2009) “Calendar anomalies in an emerging African market: Evidence from the Ghana Stock Exchange” Journal of Emerging Market Finance, 8, 1-23. Download

 

  1. Alagidede, P. and Panagiotidis T. (2009) “Modelling stock returns in Africa’s emerging equity markets” (with Paul Alagidede) forthcoming International Review of Financial Analysis, 18, 1-11. Download

 

  1. Correira, M., Neck, R., Richter, C. and T. Panagiotidis (2008) “An empirical investigation of the sustainability of the public deficit in Portugal” vol 5, 209-223, International Economics and Economic Policy. Download

 

  1. Lekkos, I. Milas, C., and Panagiotidis, T. (2007), “Forecasting interest rate spreads using domestic and international risk factors: Evidence from Linear and non-linear models”, Journal of Forecasting, vol 26, 601-619. Download

 

  1. Panagiotidis, T. and Pelloni, G. (2007), “Non-Linearity in the Canadian and US labour markets: Univariate and Multivariate evidence from a battery of tests”, Macroeconomic Dynamics, 11, 613-637. Download

 

  1. Panagiotidis, T. & Rutledge, E. (2007) “Oil and Gas Markets in the UK: A cointegrating approach”, Energy Economics, 29, 329-347. Download

 

  1. Panagiotidis, T. & Triampella, A. (2006) “Central Bank Independence and Inflation: The case of Greece”, Revista de Economia del Rosario, Vol 9 (1), pp95-109. Download

 

  1. Chappell, D. & Panagiotidis, T. (2005) “Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange”, Finance Letters, Vol 3 (4), pp29-32. Download Working Paper

 

  1. Panagiotidis, T. (2005) “Market capitalization and efficiency. Does it matter? Evidence form the Athens Stock Exchange”, Applied Financial Economics, Vol 15 (10), pp707-723. Download

 

  1. Sharma, A., & Panagiotidis, T. (2005), “An analysis of exports and growth in India: Some Empirical Evidence”, Review of Development Economics, Vol 9 (2), pp232-248.  Download

 

  1. Milas, C., Otero, J., Panagiotidis, T., (2004), “Forecasting the spot prices of various coffee types using linear and non-linear error correction models”, International Journal of Finance and Economics, Vol 9 (3), pp277-288. Download

 

  1. Panagiotidis, T., Pelloni, G., Polasek, W., (2003) “Macroeconomic Effects of Reallocation shocks: A generalised impulse response function analysis for three European countries”, Journal of Economic Integration, Vol 18 (4), pp794-816. Download Working Paper

 

  1. Panagiotidis, T. & Pelloni, G., (2003) “Testing for non-linearity in Labour Markets: The case of Germany and the UK”, Journal of Policy Modeling, Vol. 25, Issue 3, pp 275-286. Download

 

  1. Panagiotidis, T. (2002) “Testing the assumption of Linearity”, Economics Bulletin, Vol. 3, No 29, pp1-9. Download

 

Working Papers

 

On the sustainability of the EU’s current account deficits with M.J. Holmes and J. Otero. Download

 

Non-linear modeling and forecasting of US and UK interest rate spreads, with C. Milas and I. Lekkos. Download

 

Monetary Policy and The Natural Rate Of Unemployment, with C. Martin and G. Bratsiotis, presented at the Royal Economic Society 2004, Download, Press Release, Guardian 5/4/2004

 

Asymmetries in the US Current account, with M.J. Holmes, presented at the MMF Annual Conference 2005. Download

 

Market Efficiency and the Euro: The case of the Athens Stock Exchange, Download

 

OTHER PUBLICATIONS

 

Panagiotidis, T. (2003), Non-linear dynamics in economics and finance. Evidence from Financial Asset Prices and Labour Markets, unpublished PhD Thesis, Department of Economics, University of Sheffield.

 

Panagiotidis, T., Pelloni, G., Polasek W., (2000), W., “Macroeconomic Effects of Reallocation shocks: A comparative impulse response function analysis for the EMASE countries”, EMASE - Report No. I03A   (WP task 3), December 2000.

 

Panagiotidis, T. (1998), A non-linear time series analysis for four Eastern European exchange rates, unpublished thesis, Thesis/1981, Department of Economics, University of Sheffield.

 

TEACHING

 

Econometrics 2, International Finance (MSc), Topics in Financial Economics (MSc)

 

REFEREEING (40+ reports)

 

Applied Economics, Applied Financial Economics, Bulletin of Economic Research, Economic Modelling, Ekonomia, Economic Issues, Energies, Energy Journal, Energy Economics, Energy Policy, Emerging Market Finance and Trade, European Journal of Finance, European Journal of Finance, Conference Volume, International Journal of Finance and Economics, International Review of Applied Economics, International Review of Economics and Finance, Journal of Economic Integration, Journal of Economic Surveys, Journal of Economics and Business, Journal of Economics and Finance, Journal of Emerging Market Finance, Journal of Empirical Finance, Journal of Forecasting, Journal of Policy Modeling, Journal of Macroeconomics, Macroeconomic Dynamics, Manchester School, Oxford University Press, Physica A, QQASS, Review of International Economics, Review of Development Economics, South-Eastern Europe Journal of Economics, Statistics and Computing, Studies in Nonlinear Dynamics and Econometrics.