Apostolos Serletis

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Person:290954

Available identifiers

zbMath Open serletis.apostolosMaRDI QIDQ290954

List of research outcomes





PublicationDate of PublicationType
Volatility and dependence in cryptocurrency and financial markets: a copula approach2024-11-28Paper
Interfuel substitution and inflation dynamics in India2024-11-28Paper
Macroeconomic fluctuations in the United States: the role of monetary and fiscal policy shocks2024-05-30Paper
Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates2023-04-17Paper
World commodity prices and economic activity in advanced and emerging economies2022-10-11Paper
Stochastic volatility demand systems2022-06-08Paper
Imposing Theoretical Regularity on Flexible Functional Forms2022-05-31Paper
Market shocks in the G7 countries2022-04-01Paper
The welfare cost of inflation2021-11-16Paper
Functional monetary aggregates, monetary policy, and business cycles2021-11-16Paper
The relative importance of monetary policy, uncertainty, and financial shocks2021-08-19Paper
Monetary policy and interest rate spreads2021-04-08Paper
On the Markov switching welfare cost of inflation2019-11-21Paper
Communication frictions, sentiments, and nonlinear business cycles2019-11-19Paper
Volatility in the cryptocurrency market2019-10-22Paper
Episodic nonlinearity in leading global currencies2019-08-07Paper
On the output effects of monetary variability2019-05-23Paper
Financial frictions and the fiscal theory of price level determination2019-05-23Paper
Oil price shocks and the credit default swap market2019-05-23Paper
Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks?2019-05-23Paper
Money, velocity, and the stock market2019-05-23Paper
Monetary and fiscal policy switching with time-varying volatilities2018-09-05Paper
A primal Divisia technical change index based on the output distance function2016-08-10Paper
Consumer preferences and demand systems2016-06-22Paper
Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions2016-06-03Paper
Undesirable outputs and a primal Divisia productivity index based on the directional output distance function2014-11-20Paper
Mean reversion in the US stock market2010-11-04Paper
Erratum: Apostolos Serletis and Akbar Shahmoradi (2006) “Velocity and the variability of money growth: Evidence from a VARMA, GARCH-M model” Macroeconomic Dynamics, 10, 2006, 652–6662009-10-04Paper
A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION2009-08-24Paper
NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL2008-10-13Paper
Randomly Modulated Periodic Signals in Alberta's Electricity Market2008-04-04Paper
Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets2008-04-04Paper
FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS2007-10-26Paper
Episodic Nonlinear Event Detection in the Canadian Exchange Rate2007-09-18Paper
A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS2007-06-21Paper
VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL2007-03-08Paper
Chaotic analysis of US money and velocity measures2006-02-14Paper
SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES2006-01-25Paper
ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE2005-05-03Paper
No evidence of chaos but some evidence of dependence in the US stock market.2004-01-14Paper
On stochasticity and turbulence in the federal funds market2003-05-04Paper
Martingales, nonlinearity, and chaos2000-06-04Paper
RESOLVING THE LIQUIDITY PUZZLE1999-03-16Paper
Chaos in East European black market exchange rates1998-08-10Paper
International evidence on the cyclical behavior of inflation1997-02-27Paper
Empirical evidence on the long-run neutrality hypothesis using low-frequency international data1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q38389541996-01-01Paper

Research outcomes over time

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