National Technical University of Athens, Greece

School of Applied Mathematics and Physics

Department of Humanities, Social Sciences and Law

Panayotis G. Michaelides, ΝΤUA Associate Professor                            

Παναγιώτης Μιχαηλίδης, Αν. Καθηγητής ΕΜΠ

 

SELECTED JOURNAL ARTICLES

A complete publication list including copies of my articles is available here !

Mathematics & Operational Research

Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking, European Journal of Operational Research, Vol. 241, Issue 1, pp. 148-160, 2015 (with Tsionas, E. G., Vouldis, A. and Konstantakis, K.) [Impact Factor: 1.843] [4* ABS]

Globally Flexible Functional Forms: The Neural Output Distance Function, European Journal of Operational Research, Vol. 206, No. 2, pp. 456-469, 2010 (with Tsionas, E. and Vouldis, A.) [Impact Factor: 1.843] [4* ABS]

Α Semi-Parametric Non-linear Neural Network Filter: Τheory and Empirical Evidence, Computational Economics, DOI 10.1007/s10614-016-9628-6 (with Tsionas, E., Vouldis A. and Konstantakis, K.) [Impact Factor: 0.691] [1* ABS]

Financial Economics

Non-Linearities in Bubbles: Theory and Bayesian Evidence from S&P500, Journal of Financial Stability, Vol. 24, pp. 61–70, 2016 (with Tsionas, E. and Konstantakis, K.) [Impact Factor: 1.506] [3* ABS]

Bayesian GVAR with k- Endogenous Dominants and Input-Ouput Weights: Financial and Trade Channels in Crisis Tranasmission for BRICs, Journal of International Financial Markets, Institutions and Money , Vol. 42, pp. 1-26, 2016 (with Tsionas, E. and Konstantakis, K.) [lead -in article] [Impact Factor: 1.237] [3* ABS]

Neglected Chaos in International Stock Markts: Bayesian Analysis of the Joint Return-Volatility Dynamical System, Physica A: Statistical Mechanics and its Applications Vol. 482 (C) pp. 95-107 (with Tsionas, E.). [Impact Factor: 1.041] [2* ABS]

Non-Performing Loans in a Crisis Economy: A Real Time VECM Model for Greece (2001-2013), Physica A: Statistical Mechanics and its Applications Vol. 451, pp. 149-161, 2016 (with Konstantakis, K. and Vouldis, A.). [Impact Factor: 1.041] [2* ABS]

Applied Macroeconomics

Tourism Expenditures and Crisis Transmission: A General Equilibrium GVAR approach with Network Theory, Annals of Tourism Research, Vol. 76, C, pp. 74-94 (with Konstantakis, K. and Soklis, G.). [5-year Impact Factor: 3.882] [4* ABS]

Labour Productivity Changes and Working Time in Greece, Economic Systems Research, Vol. 23, No 3, pp. 329-339, 2011 (with Belegri-Roboli, A. and Markaki, M.). [Impact Factor: 2.4] [2* ABS]

Economic Fluctuations and Fiscal Policy in Europe: A Political Business Cycles approach using Panel Data and Clustering (1996-2013), Open Economies Review, Vol. 26, pp. 971–998, 2015 (with Konstantakis, K., Papageorgiou, T. and Tsionas, E.G.) [Impact Factor: 0.321] [2* ABS]

A System GVAR Model with Two Dominants and Network Theory: Evidence for BRICs, Economic Modelling, Vol. 51, pp 604-616, 2015 (with Konstantakis, K., Tsionas, E. G. and Minou, C.). [Impact Factor: 0.736] [2* ABS]

A spatial stochastic frontier model with spillovers: Evidence for Italian Regions (1970-1993), Scottish Journal of Political Economy (in press) (with Tsionas, E.G.). [Impact Factor: 0.375] [2* ABS]

Business Cycles and Economic Crisis in Greece (1960-2011): A Long Run Equilibrium Analysis, Economic Modelling, Vol. 31, Issue C, pp. 804-816, 2013 (with Papageorgiou, T. and Vouldis, A.). [Impact Factor: 0.736] [2* ABS]

Applied Economics

Debt dynamics in Europe: A Network General Equilibrium GVAR approach, Journal of Economic Dynamics and Control, 2018 (in press) (with Efthymios G. Tsionas and Konstantinos N. Konstantakis), [ISI Impact Factor 1.000] [3* ABS]

Estimating Labour and Output Gap: Evidence from the Athens Olympic Region in Greece, Applied Economics, Vol. 39, No 19, pp. 2519–2528, 2007 (with Belegri-Roboli, A.). [Impact Factor: 0.518] [2* ABS]

Is the Greek Crisis in the EMU Contagious?, Applied Economics Letters, Vol. 21, No. 1, pp. 13-18, 2013 (with Tsionas, E.G. and Papageorgiou, T.). [Impact Factor: 0.265] [1* ABS]

An endogenous Goodwin–Keynes business cycle model: evidence for Germany (1991–2007), Applied Economics Letters, Vol. 21, No. 7, pp. 481-486, 2014 (with Konstantakis. K. and Mariolis, T.). [Impact Factor: 0.265] [1* ABS]

Step-by-step causality revisited: Theory and Evidence, Economics Bulletin, Vol. 35, No. 2, pp. 871-877, 2015 (with Konstantakis. K.).

Transportation Economics

Modeling the dynamic response of automobile sales in troubled times: A real-time Vector Autoregressive analysis with causality testing for Greece, Transport Policy, Vol. 59, pp 75-81, 2017 (with Konstantinos N. Konstantakis and Christina Milioti). [ISI Impact Factor 2.269] [2* ABS]

Modelling Spillover Effects of Public Transportation Means: An intra-modal GVAR approach for Athens, Transportation Research: Part E, Vol. 82, pp. 1-18, 2015 (with Konstantakis, K., Milioti, C. and Karlaftis, M.). [Impact Factor: 2.19] [3* ABS]

International Air Transportation Carriers: Evidence from SFA & DEA Technical Efficiency Results (1991-2000), Εuropean Journal of Transport and Infrastructure Research, Vol. 9, No. 4, pp. 347-362, 2009 (with Belegri-Roboli, A., Karlaftis, M. and Marinos, T). [Impact Factor: 1.023]

Assessing Operational Efficiency in Airports with High Low-Cost Carrier Demand, Journal of Air Transport Management, Vol. 25, pp. 33-36, 2012 (with Pyrialakou, D. and Karlaftis, M.). [Impact Factor: 0.849]

Infrastructure Economics

The Impact of Clean Energy Investments on the Greek Economy: an Input Output Analysis (2010-2020), Energy Policy, Vol. 57, pp. 263–275, June, 2013 (with Markaki, M., Belegri-Roboli, A., Mirasgedis, S. and Lalas, D.P.). [Impact Factor: 2.696] [2* ABS]

Measuring Technological Change in Greece, Journal of Technology Transfer, Vol. 31, No. 6, pp. 663-671, 2006 (with Belegri-Roboli, A.). [Impact Factor: 1.305] [2* ABS]

Measurement of R&D Multipliers: The Case of Greece, Journal of Technology Transfer, Vol. 30, No. 3, pp. 327-332, 2005 (with Belegri-Roboli, A.). [Impact Factor: 1.305] [2* ABS]

Political Economics

Schumpeter, Veblen and Commons on Institutions, American Journal of Economics and Sociology, Vol. 72, No. 5, 1232-1254, 2013 (with Katselidis, I. and Papageorgiou, T.) [Impact Factor: 0.33]

Emil Lederer and the Schumpeter, Hilferding and Tugan– Baranowsky Nexus, Review of Political Economy, Vol. 23, No 3, pp. 439-460, 2011 (with Milios, J. and Vouldis A.). [2* ABS]

History of Economics

Democritus's economic ideas in the context of classical political economy, European Journal of the History of Economic Thought, Vol. 18, No 1, pp. 1-18, 2011 (with Kardasi, O. and Milios J.). [Impact Factor: 0.172] [2* ABS]

Joseph Schumpeter and Thorstein Veblen on technological determinism, individualism and institutions, European Journal of the History of Economic Thought (with Papageorgiou, T.) (in press) [Impact Factor: 0.172] [2* ABS]

Evolutionary Economics

Joseph Schumpeter and the German Historical School, Cambridge Journal of Economics, Vol. 33, No. 3, pp. 495-516, 2009 (with Milios, J.). [Impact Factor: 0.914] [3* ABS]

The Schumpeter-Hilferding Nexus, Journal of Evolutionary Economics, Vol. 25, No. 1, pp. 133-145, 2015 (with Milios, J.) [Impact Factor: 0.675] [2* ABS]

Does Technology cause business cycles in the USA? A Schumpeter-inspired apporach, Structural Change and Economic Dynamics, DOI 10.1016/j.strueco.2017.05.005 (forthcoming) (with Konstantakis, K.) [Impact Factor: 0.829] [2* ABS]  

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