Department of Economics
540 06
email
tpanag@uom.gr
1st
Workshop of the Regional Studies Research Network
2nd
Workshop of the Regional Studies Research Network
ESRC Seminar Series: Nonlinear Economics and Finance
research Community
Professional
Experience
2007- : Lecturer, Department of
Economics, University of Macedonia.
2003-2007:
Lecturer in Economics, Department of Economics,
2002-2003:
ESRC Research Fellow, Department of Economics and
Finance,
1999-2002:
Teaching Assistant, Department of Economics,
Recent
Publications
1. “On the stationarity of current account
deficits in the European Union” (with M.
2. Holmes, M. J. and Panagiotidis
T. (2009) “Cointegration and asymmetric adjustment: Some new evidence
concerning the
3. “Are EU budget deficits stationary?” (with M.
4. “The sustainability of
5. “Market Efficiency and the Euro: The case of
the Athens Stock Exchange”, forthcoming Empirica. Download
6. 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
7.
Alagidede, P. and Panagiotidis
T. (2009) “Modelling stock returns in
8. Correira, M., Neck,
R., Richter, C. and
9.
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
10. 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
11. Panagiotidis,
T. & Rutledge, E. (2007) “Oil and Gas Markets in the
12.
Panagiotidis, T. & Triampella,
A. (2006) “Central Bank Independence and Inflation: The case of
13. 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
14. 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
15. Sharma, A., & Panagiotidis,
T. (2005), “An analysis of exports and growth in
16. 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
17. 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
18. Panagiotidis, T.
& Pelloni, G., (2003) “Testing for non-linearity
in Labour Markets: The case of
19.
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
Monetary
Policy and The Natural Rate Of Unemployment, with
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,
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,
TEACHING
Econometrics
2, International Finance (MSc), Topics in Financial Economics (MSc)
REFEREEING (30+ reports)
Applied
Economics, Applied Financial Economics, Bulletin of Economic Research, 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
Emerging Market Finance, Journal of Forecasting, Journal of Policy Modeling, Manchester School, Oxford University Press, Physica A, QQASS, South-Eastern
Europe Journal of Economics, Statistics and Computing, Studies in Nonlinear
Dynamics and Econometrics.
