Απέργης-Δημοσιεύσεις

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Δημοσιεύσεις 

Καθηγητής Νικόλαος Απέργης


PUBLICATIONS (Journals):

1) Apergis, N. (1992) ‘An Estimation of Target Effective Exchange Rates: The Case of the U.S.’, The American Economist, 36, 22-28.

2) Alexakis, P. and Apergis, N. (1994) ‘The Feldstein-Horioka Puzzle and Exchange Rate Regimes: Evidence from Cointegration Tests’, Journal of Policy Modeling, 16, 459-472. 

3) Apergis, N. and Katrakilidis, C. (1995) ‘Public deficit monetization in Greece: Evidence using structural VAR modeling’, Studi Economici, 56, 137-152 

4) Alexakis, P. and Apergis, N. (1996) ‘ARCH Effects and Cointegration: Is the Foreign Market Efficient?’, Journal of Banking and Finance, 20, 687-697. 

5) Apergis, N. and Karfakis, C. (1996) ‘Sources of Fluctuations in Exchange Rates: A Structural VAR Analysis’, Applied Economics Letters, 3, 251-254. 

6) Alexakis, P., Apergis, N., and Xanthakis, E. (1996) ‘Stock Prices and Inflation Volatility: Evidence from an ARCH Model’, International Advances in Economic Research, 2, 101-111.

7) Apergis, N. (1996) ‘The Cyclical Behavior of Prices: Evidence from Seven Developing Economies’ The Developing Economies, 34, 204-211. 

8) Apergis, N. (1996) ‘What Opportunity Cost of Holding Real Balances? The Case of Greece 1978-1993’, Applied Economic Letters, 3, 483-485. 

9) Apergis, N. (1996) ‘Trends in Macroeconomic Series: Any Permanent Effects from Policy Regime Changes ”, (Rivista Ιnternationale di Scienze Economiche e Commerciali), International Review of Economics and Business, 43, 347-358. 

10) Apergis, N. and Varelas, E. (1996) ‘Can the Buffer-Stock Hypothesis Explain Money Demand? Evidence from a SVAR Model’, (International Review of Economics and Business), Rivista Internazionale di Scienze Economiche e Commerciali, 43, 607-616. 

11) Apergis, N. (1997) ‘Domestic and Eurocurrency Yields: Any Exchange Rate Link? Evidence from a VAR Model’, Journal of Policy Modeling, 19, 41-47. 

12) Apergis, N. and Eleptheriou S. (1997) ‘The Efficient Hypothesis and Deregulation: The Greek Case’, Applied Economics, 29, 111-117.

13) Apergis, N., Papanastasiou, J., and Velentzas, C. (1997) ‘The Credibility of Policy Announcements: The Greek Evidence’, Applied Economics, 29, 699-705. 

14) Apergis, N. (1997) ‘Inflation Uncertainty, Money Demand and Monetary Deregulation: Evidence from a Univariate ARCH Model and Cointegration Tests’,Journal of Policy Modeling, 19, 279-293. 

15) Apergis, N. (1998) ‘Budget Deficits and Exchange Rates: Further Evidence from Causality and Cointegration Tests’, Journal of Economic Studies, 25, 161-178. 

16) Alexakis, P., Apergis, N., and Xanthakis, E. (1998) ‘Integration of International Capital Markets: Further Evidence from EMS Non-EMS Membership’, Journal of International Financial Markets, Institutions & Money, 7, 277-287. 

17) Apergis, N. and Tsoulfidis, E. (1997) ‘The Relationship Between Saving and Finance:Theory and Evidence from EU Countries’, Research in Economics (Researche Economichi), 51, 333-358. 

18) Apergis, N., Katrakilidis, C., and Papastamatis, S. (1998) ‘ ”Meteor Showers” and “Heat Waves” in Greek Financial Markets’, International Advances in Economic Research, 3, 364-375. 

19) Apergis, N. and Tsoulfidis, E. (1998) ‘Money Supply Endogeneity in Greece: Further Evidence from Cointegration and Causality Tests‘, Rivista Internationale di Scienze Economiche e Commerciali, 45, 167-184.  

20) Apergis, N. (2000) ‘Exchange Rate Volatility and Accounting for the Impact of Economic Events: Evidence from a GARCH Model‘, The Indian Economic Journal. 

21) Apergis, N. (1998) ‘Stock Market Volatility and Deviations from Macroeconomic Fundamentals: Evidence from GARCH and GARCH-X Models’, Kredit und Kapital, 3, 400-412. 

22) Apergis, N. (1998) ‘Inflation and Uncertainty: Does the EMS Participation Play Any Role?’, Journal of Economic Integration, 13, 586-605. 

23) Apergis, N. (2001) ‘Employment News and Exchange Rates: Policy Implications for the European Union’, Applied Economics Letters. 

24) Apergis, N. (1999) ‘Inflation Uncertainty and Money Demand: Evidence from a Monetary Regime Change and the Case of Greece‘, International Economic Journal 13, 21-30. 

25) Apergis, N. (1999) ‘Monetary Policy Design and the Buffer-Stock Hypothesis: Further Evidence from European Union Countries’, Applied Economics Letters, 6, 793-796. 

26) Apergis, N. and Katrakilidis, C. (1998) ‘Does Inflation Uncertainty Matter in Foreign Direct Investment Decisions? An Empirical Investigation for Portugal, Spain, and Greece’, (International Review of Economics and Business), Rivista Internazionale and Scienze Economiche & Commerciali, 45, 729-744. 

27) Apergis, N. (2000) ‘Public and Private Investments in Greece: Complementary or Substitute Goods’, Bulletin of Economic Research. 

28) Αpergis, N., Katrakilidis, K., and Tabakis, N. (2000) ‘Current Account Deficit Sustainability: The Case of Greece’, Applied Economic Letters. 

29) Apergis, N. (2000) ‘Black Market Rates and Official Rates in Armenia: Evidence from Causality Tests in Alternative Regimes’, Eastern Economic Journal 

30) Apergis, N., Varelas, E., and Velentzas, E. (2000) ‘Money Supply, Consumption, and Deregulation: The Case of Greece’, Applied Economics Letters, 7, 385-390. 

31) Apergis, N. (2001) ‘Reassesing the Role of Buffer-Stock Money under Oil Price Shocks’, Atlantic Economic Journal. 

32) Αpergis, N. and S. Eleptheriou (2001) ‘Measuring price elasticity of aggregate demand in Greece: 1961-1995’, Public Finance Review. 

33) Apergis, N. (2000) ‘Monetary Deregulation and Consumption: Evidence from Certain Components of Consumption’, Economic Issues. 

34) Apergis, N. and Katrakylidis, C. (2001) ‘Testing the intertemporal substituion hypothesis: the impact of income uncertainty on savings’, Weltwirtschaftliches  Archiv. 

35) Apergis, N. and Eleftheriou, S. (2001) ‘Stock returns and volatility: evidence from the Athens Stock Exchange Market Index’, Journal of Economics and Finance 25, 50-61. 

36) Apergis, N. and A. Rezitis (2001) ‘Cross-market volatility spillover effects: evidence from intra-day data on equity and foreign exchange markets’, Manchester School of Economics 

37) Apergis, N. and Eleftheriou, S. (2002) ‘Interest rates, inflation and stock prices: The case of the ASE’, Journal of Policy Modeling. 

38) Apergis, N. (2002) ‘Business Fluctuations Under ‘Hysteresis’ Effects: The Case of Greece’, Indian Economic Journal. 

39) Apergis, N. and Rezitis, A. (2003) ‘Mean spillover effects in agricultural prices: evidence from changes in policy regimes’, International Advances in Economic Research 

40) Apergis, N. (2003) ‘Testing purchasing power: results from a new foreign exchange market’, Applied Economics Letters 

41) Apergis, N. and Rezitis, A. (2003) ‘ Food price volatility and macroeconomic factor volatility: ‘Heat waves’ or ‘meteor showers’?, Applied Economics Letters, 10, 155-160. 

42) Apergis, N. and Velentzas, C. (2003) ‘The impact of financial deregulation in Greece on consumption patterns’, Economia Internazionale 

43) Apergis, N. and Zikos, S. (2003) ‘The law of Verdoorn: evidence from Greek disaggregated manufacturing time series data’, Economic and Social Review 

44) Apergis, N. and Rezitis, A. (2003) ‘An examination of Okun’s law: Evidence from regional areas in Greece’, Applied Economics 

45) Apergis, N. and Rezitis, A. (2003) ‘Operational efficiency in the Greek banking industry: Evidence from the stochastic frontier approach and error decompositions’, (International Review of Economics and Business), Rivista Internazionale and Scienze Economiche & Commerciali. 

46) Apergis, N., Kyrkilis, D. and Rezitis, A. (2003) ‘Exchange rate volatility and inward foreign direct investment in Greece: the prospects of EMU membership’, (International Review of Economics and Business), Rivista Internazionale and Scienze Economiche & Commerciali. 

47) Apergis, N. and Eleftheriou, S. (2003) ‘Exchange rates and stock prices: Further evidence from intertemporal asset pricing and an error correction model’, International Journal of Applied Business and Economic Research (June). 

48) Apergis, N. and A. Rezitis (2003) ‘Housing prices and macroeconomic factors in Greece: prospects within the EMU’, Applied Economics Letters, 10, 799-804. 

49) Apergis, N. and A. Rezitis (2003) ‘Agricultural price volatility spillover effects: the case of Greece’, European Review of Agricultural Economics, 30, 389-406. 

50) Apergis, N. and A. Rezitis (2003) ‘Mean spillover effects in agricultural prices: the case of Greece’, Agribusiness 19, 425-437. 

51) Apergis, N. and S. Miller (2004) ‘Macroeconomic rationality and Lucas’s Misperceptions Model: Further Evidence from Panel Data’, Journal of Economics and Business. 

52) Apergis, N. (2004) ‘Aggregate employment and sectoral shocks in Greece: Evidence from GARCH-M estimates and variance decompositions’, Global Journal of Finance and Economics. 

53) Apergis N. (2004) ‘Inflation, Output Growth, Volatility and Causality: Evidence from Panel Data and the G7 Countries’, Economics Letters 

54) Apergis, N. (2004) ‘Long memory patterns in the foreign exchange market’, Indian Journal of Economics & Business. 

55) Apergis, N. (2003) ‘The inflation-output volatility trade-off: a case where anti-inflation monetary policy turns out to be successful, a historical assessment’, Journal of Policy Modeling, 25, 881-892. 

56) Apergis, N. (2005) ‘Inflation Uncertainty and Growth: Evidence from Panel Data’, Australian Economic Papers.

57) Apergis, N. and Rezitis, A. (2004) ‘Cost structure, technological change, and productivity growth in the Greek Banking Sector’, International Advances of Economic Research, 1-15. 

58) Apergis, N. and Rezitis, A. (2004) ‘Agricultural price volatility spill-over effects: Reply’, European Review of Agricultural Economics, 31, 487-488. 

59) Apergis, N. (2005) ‘The natural rate of unemployment in Greece’, Journal of Policy Modeling. 

60) Apergis, N. and S. Miller (2005) ‘Money volatility and output volatility: any asymmetric effects? Evidence from conditional measures of volatility’, Journal of Economic Studies. 

61) Apergis, N. (2006) ‘Housing prices and the macroeconomy: Evidence from a panel of European Mediterranean countries’, Indian Journal of Economics & Business, 5, 1. 

62) Apergis, N. and A. Rezitis (2007) ‘Spillover effects in agricultural prices: A panel cointegration and causality approach’, Journal of Agricultural and Food Economics. 

63) Apergis, N., C. Katrakilidis, and N. Tabakis (2006) ‘Dynamic linkages between FDI inflows and domestic investment: A panel cointegration approach ‘, Atlantic Economic Journal. 

64) Αpergis, N., I. Filippidis, and Economidou, C. (2007) ‘Financial deepening and economic growth linkages: a panel data analysis’, Review of World Economics (Weltwirtschaftliches Archiv). 

65) Apergis, N. and Miller, S. (2007), ‘Consumption Asymmetry and the Stock Market: Empirical Evidence’, Economics Letters 

66) Apergis, N. and Alexakis, P. (2008) ‘Stock returns and expected output: evidence from the G7 economies’, International Journal of Economic Research. 

67) Apergis, N., Miller, S., Panethimitakis, A. and Vamvakidis, T. (2009, forthcoming)Inflation Targeting and Output Growth: Evidence from Aggregate European Data”, Economic and Financial Modelling. 

68) Apergis, N., Lyroudi, K. and McCarty, D. (2007) ‘The role of liquidity for the UK companies: A panel cointegration and causality approach’, Asian-African Journal of Economics and Econometrics. 

69) Apergis, N. and Theodosiou, Ι. (2007) ‘The employment-wage relationship: was Keynes right after all?’, American Review of Political Economy 

70) Apergis, N. and S. Miller (2007) ‘Total factor productivity and monetary policy: Evidence from conditional volatility’, International Finance. 

71) Apergis, N. (2009) ‘Foreign direct investment inward and outward: Evidence from panel data, developed and developing economies, open and closed economies’, The American Economist, 53. 

72) Apergis, N., C. Katrakalidis and N. Tambakis (2007) ‘Foreign Direct Investment Inward and Foreign Direct Investment Outward; Evidence from Panel Data, Indian Development Review: An International Journal of Development Economics.

73) Apergis, N., K. Lyroudi and A. Sfetsos (2007) Private and Government Consumption in Transitional Economies: A Panel Data Analysis’, Journal of Economic Development. 

74) Apergis, N. (2008)Foreign Direct Investment Inward and Foreign Direct Investment Outward: Evidence from Panel Unit Root and Cointegration Tests with a Certain Number of Structural Changes’ Global Economy Journal (published by Berkley University)

75) Apergis, N., Economidou C. and Phillipidis, I. (2008)Innovation, Technology Transfer and Labor Productivity Linkages: Evidence from a Panel of Manufacturing Industries, Review of World Economics (Weltwirtschaftliches  Archiv). 

76) Apergis, N., Lyroudi, K. and Vamvakidis, A. (2008) ‘The relationship between FDI and economic growth: Evidence from transition countries’, Transition Studies Review, 15, 37-51. 

77) Apergis, N. and J. Payne (2009) ‘Energy consumption and economic growth in Central America: Evidence from a panel cointegration and error correction model’, Energy Economics, 31, 211-216. 

78) Apergis, N. and Eleftheriou, S. (2009) ‘Firm profitability and stock returns: Is there any role of the firm size? A panel data approach’, International Journal of Economic Issues. 

79) Αpergis, N., Economidou, C. and Phillipidis, J. (2009) ‘International technology spillovers, human capital and productivity linkages: Evidence from the industrial sector’, Empirica. 

80) Apergis, N. and Ventouris, L. (2009) ‘Asymmetries in monetary policy’, International Journal of Economic Research 

81) Apergis, N. and J. Payne (2009) ‘Energy consumption and economic growth: Evidence from the commonwealth of independent states’, Energy Economics, 31, 641-647. 

82) Apergis, N. and S. Miller (2009) ‘Do structural oil-market shocks affect stock prices?’, Energy Economics. 

83) Apergis, N. and J. Payne (2009) ‘CO2 Emissions, Energy Usage, and Output in Central America’, Energy Policy, 37, 3282-3286. 

84) Apergis, N. (2009) ‘Technology, Human Capital and Growth: Further Evidence from Threshold Cointegration’, Open Economics Journal. 

85) Apergis, N. and Tsoumas, C. (2010, forthcoming) ‘A survey on the Feldstein-Horioka puzzle: What has been dome and where we stand’, Research in Economics. 

86) Apergis, N. and Lamprinidis, L. (2010, forthcoming)More Evidence on the Relationship between the Stock and the Real Estate Market’, Briefing Notes in Economics. 

87) Apergis, N. and Payne, J. (2010, forthcoming) ‘The Emissions, Energy Consumption and Growth Nexus: Evidence from the Commonwealth of Independent States’, Energy Policy. 

88) Apergis, N. and Payne, J. (2010, forthcoming) ‘Renewable Energy Consumption and Economic Growth: Evidence from a Panel of OECD Countries’, Energy Policy. 

89) Apergis, N. (2009) ‘Bank Profitability over Different Business Cycles Regimes: Evidence from Panel Threshold Models’, Banks and Bank Systems.  

90) Apergis, N. (2009)Demand and Supply Oil Shocks and Stock Prices: Evidence from Panel Data and Variance Decomposition Tests’, Journal of Money, Investment and Banking. 

91) Apergis, N. and Sorros, I. (2009) ‘The role of disaggregated earnings for stock prices: Evidence from listed shipping firms and panel tests’, Research in Applied Economics, 1-24.

92) Apergis, N. and Panethimitakis, A. (2010, forthcoming) ‘Stylized Facts of Greek Business Cycles: New Evidence from Aggregate and Across Regimes Data’, International Journal of Economics & Business Research. 

93) Apergis, N. and Payne, J. (2010, forthcoming) ‘A panel study of nuclear energy consumption and economic growth’, Energy Economics. 

94) Apergis, N. and Stratigos, D. (2010, forthcoming) ‘House prices and monetary policy’, International Journal of Economic Research. 

95) Apergis, N., Dincer, O. and Payne, J. (2010, forthcoming) ‘The relationship between corruption and income inequality in U.S. states: Evidence from a panel cointegration and error correction model’, Public Choice. 

96) Apergis, N., E. Panopoulou and C. Tsoumas (2010, forthcoming) ‘Old wine in a new bottle: Growth convergence dynamics in the EU’, Atlantic Economic Journal. 

97) Apergis, N. and Payne, J. (2010, forthcoming) ‘Coal consumption and economic growth: Evidence from a panel of OECD countries’, Energy Policy. 

98) Apergis, N. and Payne, J. (2010, forthcoming) ‘The causal dynamics between coal consumption and growth: Evidence from emergimg market economies’, Applied Energy. 

99) Apergis, N. and Payne, J. (2010, forthcoming) ‘Are fluctuations in coal consumption transitory or permanent? Evidence from a panel of U.S. States’, Applied Energy. 

100) Apergis, N. and Payne, J. (2010, forthcoming) ‘ On the dynamics of poverty and income inequality in U.S. states’, Journal of Economic Studies. 

101) Apergis, N. and Payne, J. (2010, forthcoming) ‘Natural gas consumption and economic growth: A panel investigation of 67 countries’, Applied Energy. 

102) Apergis, N., Antzoulatos, A. and Tsoumas, C. (2010, forthcoming) ‘Financial structure and industrial structure’, Bulletin of Economic Research. 

103) Apergis, N. (2010, forthcoming)Nonlinearities between oil spot and futures markets: Evidence from intraday data’, Chinese Business Review. 

104) Apergis, N., Loomis, D. and Payne, J. (2010, forthcoming) ‘Are shocks to natural gas consumption temporary or permanent? Evidence from a panel of U.S. states, Energy Policy. 

105) Apergis, N. and J. Payne (2010, forthcoming) ‘Energy consumption and growth in South America: Evidence from a panel error correction model’, Energy Economics.    

PUBLICATIONS (Volumes):

Alexakis, P. and Apergis, N. (1994) ‘Monetary Policy in Greece: The Impact of the EC Membership’, in European Membership Evaluated-Greece, edited by Panos Κazakos and Ioakimidis, Pinter Publications, London. 

Alexakis, P. and Apergis, N. (1997) ‘Macroeconomic Fundamentals and Stock Prices in the Athens Stock Exchange’ in Athens Stock Exchange Annual Studies, Papazisis Editions. 

Apergis, N. (1997) ‘The Relationship between Price Dispersion in Stock Prices and Unemployment: The Case of Greece’ in The Unemployment Problem in Greece, edited by The University of Crete Publications.   

Apergis, N. (1998) ‘Sources of the Price Process: Evidence from ERM and Non-ERM Membership, A VAR Approach’, in Volume: Essays in Economic Analysis, (edited by G. Demopoulos, P. Korliras, K. Prodromidis), Athens, Sideris Publishers. 

Apergis, N. (1999) ‘Forecasting Stock Prices from Macroeconomic Fundamentals: Further Evidence from an Error Correction Model’, Advances in Quantitative Analysis of Finance and Accounting, Volume 7, Jai Press Inc., Stamford, Connecticut, 165-177. 

Apergis, N. (2000) ‘Survey on Savings’, Reader’s Guide to Social Sciences, FITZROY DEARBORN PUBLISHERS, London.

Apergis, N. and Kyrkilis, D. (2003) ‘Output, Exchange Rate, Inflation, and Monetary Dynamics in Transitional Southeast European Economies: Evidence through a Panel Country Set’, in Globalisation, Growth and Poverty, Edited by V. B. Jugale, New Delhi, Serials Publications. 

Apergis, N. and Zikos, S. (2004) ‘An examination of Okun’s law in Greece: Implications for unemployment’, Volume in honor for Prof. S. Sarantidis, Department of Economics, University of Pireaus. 

PUBLICATIONS (Μonographies):

Alexakis P. and Apergis, N. (1998) ‘Business Cycles and Exchange Rate Regimes: Theory and Evidence from Eight Industrialized Economies’, Μonography, Gutemberg Publications, George Dardanos. 

PUBLICATIONS (Working Papers):

Apergis, N., S. Miller, A. Panethimitakis, and A. Vamvakidis (2004) ‘Inflation Targeting and Output Growth: Evidence from Aggregate European Data’, Working Paper/04/148, International Monetary Fund. 

Apergis, N. and S. Miller (2004) ‘Consumption asymmetry and the stock market: Further evidence’, Working Paper Series 2004-19, Department of Economics, University of Connecticut.