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Gulf One Lancaster Centre for Economic Research

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  1. 2020
  2. Published

    School choice, admission, and equity of access: Comparing the relative access to good schools in England

    Walker, I. & Weldon, M., 8/06/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  3. 2019
  4. Published

    Performance and Productivity in Islamic and Conventional Banks: Evidence from the Global Financial Crisis

    Johnes, J., Izzeldin, M., Pappas, V. & Alexakis, C., 1/06/2019, In: Economic Modelling. 79, p. 1-14 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  6. 2018
  7. Published

    Estimates of the causal effects of education on earnings over the lifecycle with cohort effects and endogenous education

    Migali, G. & Walker, I., 1/09/2018, In: CESifo Economic Studies. 64, 3, p. 516-544 29 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In: European Journal of Operational Research. 268, 2, p. 653-664 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    Heterogeneous effects of high school peers on educational outcomes

    Mendolia, S., Paloyo, A. R. & Walker, I., 1/07/2018, In: Oxford Economic Papers. 70, 3, p. 613-634 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    The estimation and decomposition of tourism productivity

    Assaf, A. G. & Tsionas, M., 04/2018, In: Tourism Management. 65, p. 131-142 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

    Pavlidis, E. & Tsionas, E., 04/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, (E-pub ahead of print) In: Journal of Applied Statistics.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    Capital and Earnings Management: Evidence from Alternative Banking Business Models

    El Nahass, M., Izzeldin, M. & Steele, G. R., 03/2018, In: The International Journal of Accounting. 53, 1, p. 20-32 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. Published

    Forecasting Using Alternative Measures of Model-Free Option-Implied Volatility

    Yao, X. & Izzeldin, M., 02/2018, In: Journal of Futures Markets. 38, 2, p. 199-218 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    The time has come: Toward Bayesian SEM estimation in tourism research

    Assaf, A. G., Tsionas, M. & Oh, H., 02/2018, In: Tourism Management. 64, p. 98-109 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. Published

    The Economic Thought of Henry Calvert Simons: Crown Prince of the Chicago School

    Steele, G. R., 16/01/2018, London: Routledge. 216 p. (Routledge Studies in the History of Economics)

    Research output: Book/Report/Proceedings › Book

  17. Published

    Production of output and ideas: efficiency and growth patterns in the United States

    Drivas, K., Economidou, C. & Tsionas, E., 01/2018, In: Regional Studies. 52, 1, p. 105-118 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. Published

    Note on Posterior Inference for the Bingham Distribution

    Tsionas, E., 2018, In: Communications in Statistics - Theory and Methods. 47, 12, p. 3022-3028 7 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  19. 2017
  20. Published

    Did the financial crisis affect the market valuation of large systemic U.S. banks?

    Bertsatos, G., Sakellaris, P. & Tsionas, M. G., 10/2017, In: Journal of Financial Stability. 32, p. 115-123 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. Published

    Liquidity Creation Through Efficient M&As: A Viable Solution for Vulnerable Banking Systems? Evidence From a Stress Test Under a Panel VAR methodology

    Baltas, K. N., Kapetanios, G., Tsionas, E. & Izzeldin, M., 10/2017, In: Journal of Banking and Finance. 83, p. 36-56 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  22. Published

    Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

    Tsionas, M. & Michaelides, P. G., 15/09/2017, In: Physica A: Statistical Mechanics and its Applications. 482, p. 95-107 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. Published

    A non-iterative (trivial) method for posterior inference in stochastic volatility models

    Tsionas, M. G., 1/07/2017, In: Statistics and Probability Letters. 126, p. 83-87 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  24. Published

    Endogenous bank risk and efficiency

    Delis, M. D., Iosifidi, M. & Tsionas, E., 1/07/2017, In: European Journal of Operational Research. 260, 1, p. 376-387 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  25. Published

    A structural vector autoregressive model of technical efficiency and delays with an application to Chinese airlines

    Tsionas, M. G., Chen, Z. & Wanke, P., 07/2017, In: Transportation Research Part A: Policy and Practice. 101, p. 1-10 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  26. E-pub ahead of print

    A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms

    Tsionas, E., 3/06/2017, (E-pub ahead of print) In: Omega: The International Journal of Management Science.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. Published

    Destination characteristics that drive hotel performance: a state-of-the-art global analysis

    George Assaf, A., Josiassen, A., Woo, L., Agbola, F. W. & Tsionas, M., 06/2017, In: Tourism Management. 60, p. 270-279 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  28. Published

    Microfoundations for stochastic frontiers

    Tsionas, E., 1/05/2017, In: European Journal of Operational Research. 258, 3, p. 1165-1170 6 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  29. Published

    System stress testing of bank liquidity risk

    Pagratis, S., Topaloglou, N. & Tsionas, M., 05/2017, In: Journal of International Money and Finance. 73, Part A, p. 22-40 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  30. Published

    Bayesian estimation of agent-based models

    Grazzini, J., Richiardi, M. & Tsionas, E., 04/2017, In: Journal of Economic Dynamics and Control. 77, p. 26-47 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  31. Published

    The profit function system with output- and input-specific technical efficiency

    Tsionas, M. G., 02/2017, In: Economics Letters. 151, p. 111-114 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  32. Published

    Asymmetric price adjustment in the US gasoline industry: evidence from Bayesian threshold dynamic panel data models

    Polemis, M. L. & Tsionas, M. G., 01/2017, In: International Journal of the Economics of Business. 24, 1, p. 91-128 38 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  33. Published

    The long-run causal relationship between exports and economic growth in the Euro area

    Konstantakopoulou, I. & Tsionas, E., 2017, In: Applied Economics Letters. 24, 8, p. 536-539 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  34. 2016
  35. Published

    Examining the relationship between default risk and efficiency in Islamic and conventional banks

    Saeed, M. & Izzeldin, M., 12/2016, In: Journal of Economic Behavior and Organization. 132, Supplement, p. 127-154 28 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  36. Published

    Special issue on Islamic Finance

    AbdElsalam, O. (Editor), El-Komi, M. (Editor), Fuertes, A.-M. (Editor), Leventis, S. (Editor) & Steele, G. R. (Editor), 12/2016, In: Journal of Economic Behavior and Organization. 32, Suppl. , p. 1-252 252 p.

    Research output: Contribution to Journal/Magazine › Special issue › peer-review

  37. Published

    A cost system approach to the stochastic directional technology distance function with undesirable outputs: the case of U.S. banks in 2001-2010

    Malikov, E., Kumbhakar, S. & Tsionas, E., 11/2016, In: Journal of Applied Econometrics. 31, 7, p. 1407-1429 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  38. Published

    On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors

    Tran, K. C. & Tsionas, E., 10/2016, In: Economics Letters. 147, p. 19-22 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  39. Published

    Series estimation of functional-coefficient partially linear regression model

    Tran, K. C. & Tsionas, E., 10/08/2016, In: Communications in Statistics - Theory and Methods. 46, 15, p. 7593-7602 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  40. Published

    A spatial stochastic frontier model with spillovers: evidence for Italian regions

    Tsionas, E. & Michaelides, P. G., 07/2016, In: Scottish Journal of Political Economy. 63, 3, p. 243-257 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  41. Published

    Unobserved heterogeneity in hospitality and tourism research

    Assaf, A. G., Oh, H. & Tsionas, E., 07/2016, In: Journal of Travel Research. 55, 6, p. 774-788 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  42. Published

    Will the crisis “tear us apart”? evidence from the EU

    Pappas, V., Ingham, H., Izzeldin, M. & Steele, G., 07/2016, In: International Review of Financial Analysis. 46, p. 346-360 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  43. Published

    Business cycle determinants and fiscal policy: a panel ARDL approach for EMU

    Papageorgiou, T., Michaelides, P. G. & Tsionas, E., 06/2016, In: Journal of Economic Asymmetries. 13, p. 57-68 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  44. Published

    Non-linearities in financial bubbles: theory and Bayesian evidence from S&P500

    Michaelides, P. G., Tsionas, E. & Konstantakis, K. N., 06/2016, In: Journal of Financial Stability. 24, p. 61-70 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  45. E-pub ahead of print

    Foreign direct investment determinants in OECD and developing countries

    Economou, F., Hassapis, C., Philippas, N. & Tsionas, E., 26/05/2016, (E-pub ahead of print) In: Review of Development Economics. 16 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  46. Published

    An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment

    Polemis, M. L. & Tsionas, E., 05/2016, In: Energy Economics. 56, p. 384-388 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  47. Published

    Bayesian GVAR with k-endogenous dominants & input–output weights: financial and trade channels in crisis transmission for BRICs

    Tsionas, E., Konstantakis, K. N. & Michaelides, P. G., 05/2016, In: Journal of International Financial Markets, Institutions and Money. 42, p. 1-26 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  48. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 05/2016, In: Energy Economics. 56, p. 161-176 16 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  49. Published

    Parameters measuring bank risk and their estimation

    Tsionas, E., 1/04/2016, In: European Journal of Operational Research. 250, 1, p. 291-304 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  50. Published

    Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach

    Tran, K. C. & Tsionas, E., 16/03/2016, In: European Journal of Operational Research. 249, 3, p. 1113-1123 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  51. Published

    Notes on technical efficiency estimation with multiple inputs and outputs

    Tsionas, E., 1/03/2016, In: European Journal of Operational Research. 249, 2, p. 784-788 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  52. E-pub ahead of print

    A survival analysis of Islamic and conventional banks

    Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A.-M., 12/02/2016, (E-pub ahead of print) In: Journal of Financial Services Research. 51, 2, p. 221-256 36 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  53. Published

    Directional distance functions: optimal endogenous directions

    Atkinson, S. & Tsionas, E., 02/2016, In: Journal of Econometrics. 190, 2, p. 301-314 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  54. Published

    The good, the bad and the technology: endogeneity in environmental production models

    Kumbhakar, S. C. & Tsionas, E. G., 02/2016, In: Journal of Econometrics. 190, 2, p. 315-327 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  55. Published

    Bayesian analysis of multivariate stable distributions using one-dimensional projections

    Tsionas, E., 01/2016, In: Journal of Multivariate Analysis. 143, p. 185-193 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  56. 2015
  57. Published

    How are market preferences shaped? the case of sovereign debt of stressed euro-area countries

    Mamatzakis, E. & Tsionas, E., 12/2015, In: Journal of Banking and Finance. 61, p. 106-116 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  58. Published

    System estimation of GVAR with two dominants and network theory: evidence for BRICs

    Konstantakis, K. N., Michaelides, P. G., Tsionas, E. & Minou, C., 12/2015, In: Economic Modelling. 51, p. 604-616 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  59. Published

    Banks’ risk endogenous to strategic management choices

    Delis, M. D., Hasan, I. & Tsionas, M., 10/2015, In: British Journal of Management. 26, 4, p. 637-656 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  60. Published

    Endogeneity in stochastic frontier models: copula approach without external instruments

    Tran, K. C. & Tsionas, E. G., 08/2015, In: Economics Letters. 133, p. 85-88 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  61. Published

    Incorporating destination quality into the measurement of tourism performance: a Bayesian approach

    Assaf, A. G. & Tsionas, E., 08/2015, In: Tourism Management. 49, p. 58-71 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  62. Published

    Dynamic technical and allocative efficiencies in European banking

    Tsionas, E. G., Assaf, A. G. & Matousek, R., 03/2015, In: Journal of Banking and Finance. 52, p. 130-139 10 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  63. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 2015, Lancaster: Lancaster University, Department of Economics, 34 p. (Economics Working Paper Series; vol. 2015, no. 4).

    Research output: Working paper

  64. Published

    Likelihood-based inference in s-distributions

    Tsionas, E., 2015, In: Communications in Statistics - Theory and Methods. 44, 1, p. 153-158 6 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  65. Published

    Long run asymmetric relationships between Islamic and conventional equity indices

    Alexakis, C., Pappas, V. & Tsikouras, A., 2015, Lancaster: Lancaster University, Department of Economics, 30 p. (Economics Working Paper Series; vol. 2015, no. 2).

    Research output: Working paper

  66. 2014
  67. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 07/2014, In: Journal of Economic Behavior and Organization. 103, Supplement, p. S93-S107 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  68. Published

    Loan loss provisions, bank valuations and discretion: a comparative study between conventional and Islamic banks

    El Nahass, M., Izzeldin, M. & AbdElsalam, O., 07/2014, In: Journal of Economic Behavior and Organization. 103, Supplement, p. S160-S173 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  69. Published

    Firm-heterogeneity, persistent and transient technical inefficiency: a generalized true random effects model

    Tsionas, M. & Kumbhakar, S. C., 01/2014, In: Journal of Applied Econometrics. 29, 1, p. 110-132 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  70. Published

    On the estimation of marginal cost

    Delis, M. D., Iosifidi, M. & Tsionas, M., 2014, In: Operations Research. 62, 3, p. 543-556 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  71. Published

    The credit counterparts of broad money: a structural base for macroeconomic policy

    Steele, G., 2014, Lancaster: Lancaster University, Department of Economics, 15 p. (Economics Working Paper Series; vol. 2014, no. 4).

    Research output: Working paper

  72. 2013
  73. Published

    The UK and the Eurozone: sovereign debt management and monetary policy

    Steele, G., 10/2013, In: Economic Affairs. 33, 3, p. 327-333 7 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  74. Published

    Central bank-bought government debt is still government debt

    Steele, G. & Whittaker, J., 27/06/2013, 1 p.

    Research output: Other contribution

  75. Published

    Islamic Finance Bulletin

    Pappas, V., 2013, 20 p.

    Research output: Other contribution

  76. 2012
  77. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 10/2012, Lancaster: Lancaster University, Department of Economics, 45 p.

    Research output: Working paper

  78. Published

    Complexity and Degeneracy in Socio-economic Systems

    Steele, G. & Hosseini, H., 10/2012, Hayek and Behavioral Economics. Frantz , R. & Leeson, R. (eds.). Basingstoke: Palgrave Macmillan, (Archival Insights into the Evolution of Economics ; vol. 4).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  79. Published

    Networks, Knowledge and Entrepreneurship

    Steele, G., 03/2012, In: Critical Review: A Journal of Politics and Society. 24, 1, p. 101-113 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  80. Published

    Keynes, Keynesianism and Krugman

    Steele, G., 02/2012, In: Economic Affairs. 32, 1, p. 64-67 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  81. 2011
  82. Published

    Progressive Taxation: Applying Hayek’s Constraint

    Steele, G., 04/2011, In: The Political Quarterly. 82, 2, p. 222-230 9 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  83. Published

    Critical Realism and the Ontological Turn. A Rejoinder to Lewis

    Steele, G., 2011, In: Critical Review: A Journal of Politics and Society. 23, 1-2, p. 231-235 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  84. 2010
  85. Published

    Inflation Economics: the Heath-Barber Boom 1972-74

    Steele, G., 10/2010, In: Economic Affairs. 30, 3, p. 79-81 3 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  86. Published

    Postcode Lotteries

    Steele, G., 10/2010, In: Economic Affairs. 30, 3, p. 90-92 3 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  87. Published

    Recovering the moments of information flow and normality of asset returns

    Izzeldin, M. & Murphy, A., 21/05/2010, In: Applied Financial Economics. 20, 10, p. 761-769 8 p.

    Research output: Contribution to Journal/Magazine › Journal article

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