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  1. 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

  2. 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

  3. Published

    A nonlinear analysis of the real exchange rate-consumption relationship

    Pavlidis, E., Paya, I. & Peel, D. A., 10/2018, In: Macroeconomic Dynamics. 22, 7, p. 1825-1843 19 p.

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

  4. Published

    A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax: The Role of Research and Development (R&D) and Corporate Tax

    Bournakis, I. & Tsionas, M., 12/01/2024, In: Oxford Bulletin of Economics and Statistics. 86, 3, p. 641-671

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

  5. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In: International Journal of Forecasting. 35, p. 1318-1331 14 p.

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

  6. 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

  7. Published

    A Polynomial Optimization Approach to Principal-Agent Problems

    Renner, P. & Schmedders, K., 03/2015, In: Econometrica. 83, 2, p. 729-769 41 p.

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

  8. 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

  9. Published

    Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach

    Tsionas, M., Izzeldin, M., Henningsen, A. & Paravalos, E., 31/03/2022, In: Empirical Economics. 62, 3, p. 1345-1363 19 p.

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

  10. Published

    Aggregate stability and balanced-budget rules

    Ghilardi, M. & Rossi, R., 12/2014, In: Journal of Money, Credit and Banking. 46, 8, p. 1787-1809 23 p.

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

  11. Published

    An augmented first-order approach for incentive problems

    Renner, P., 28/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  12. Published

    An econometric analysis of global agricultural commodity prices

    Spavound, S., 2019, Lancaster University. 116 p.

    Research output: Thesis › Doctoral Thesis

  13. Unpublished

    An Econometric Analysis of Global Commodity Prices

    George, R., 2019, (Unpublished) Lancaster University. 190 p.

    Research output: Thesis › Doctoral Thesis

  14. Published

    An econometric analysis of U.K. regional real estate markets

    Yusupova, A. Y., 2016, Lancaster University. 123 p.

    Research output: Thesis › Doctoral Thesis

  15. Published

    An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

    Aretz, K. & Peel, D., 10/2013, In: Bulletin of Economic Research. 65, 4, p. 362-371 10 p.

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

  16. Published

    Are analysts' loss functions asymmetric?

    Peel, D., Pope, P. F. & Clatworthy, M., 12/2012, In: Journal of Forecasting. 31, 8, p. 736-756 21 p.

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

  17. 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

  18. 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

  19. 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

  20. 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

  21. Published

    Bubbles and Crashes: A Tale of Quantiles

    Pavlidis, E., 18/01/2024, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  22. 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

  23. 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

  24. Published

    Computing All Solutions to Polynomial Equations in Economics

    Kubler, F., Schmedders, K. & Renner, P., 2014, Handbook of Computational Economics. Elsevier, Vol. 3. p. 599-652 54 p.

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

  25. Published

    Computing generalized Nash equilibria by polynomial programming

    Couzoudis, E. & Renner, P., 06/2013, In: Mathematical Methods of Operational Research. 77, 3, p. 459-472 14 p.

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

  26. E-pub ahead of print

    Critical reflection of the tourism literature on performance modeling

    Assaf, A. G. & Tsionas, M., 30/06/2024, In: Tourism Management. 102, 104892.

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

  27. Published

    Debt targets and fiscal consolidation in a two-country HANK model for the Euro Area

    Chen, X., Lazarakis, S. & Varthalitis, P., 14/02/2023, Lancaster: The Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  28. Published

    Designing monetary and fiscal policy rules in a new Keynesian model with rule-of-thumb consumers

    Rossi, R., 03/2014, In: Macroeconomic Dynamics. 18, 2, p. 395-417 23 p.

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

  29. 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

  30. Published

    Discretion vs. timeless perspective under model-consistent stabilization objectives

    Petrella, I., Rossi, R. & Santoro, E., 01/2014, In: Economics Letters. 122, 1, p. 84-88 5 p.

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

  31. Published

    Does Transport Infrastructure Benefit Gdp Growth?

    Bai, Y., Wang, S. & Zhang, H., 30/06/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  32. Published

    Dynamic Effects of Corporate Taxation in Open Economy

    Cardi, O., Hoke, F. & Restout, R., 20/02/2024, Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  33. Published

    Dynamic factor model with infinite-dimensional factor space: forecasting

    Forni, M., Giovannelli, A., Lippi, M. & Soccorsi, S., 1/08/2018, In: Journal of Applied Econometrics. 33, 5, p. 625-642 18 p.

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

  34. 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

  35. Published

    Economic Policy in a Recession. Lessons from the Past

    Steele, G. R., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers series).

    Research output: Working paper

  36. Published

    Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations

    Rossi, L., Fasani, S. & Grazzini, J., 30/11/2023, In: Journal of Monetary Economics. 140, Supplement, p. S48-S63

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

  37. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A. & Grossman, V., 11/2016, In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449 31 p.

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

  38. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A. & Crossman, V., 2014, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2014, no. 9).

    Research output: Working paper

  39. Published

    Equity Market Connectedness across Regimes of Geopolitical Risks: Historical Evidence and Theory

    Jalloul, M. & Miescu, M., 1/04/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  40. Published

    Essays on international capital flows

    Wang, X., 2017, Lancaster University. 164 p.

    Research output: Thesis › Doctoral Thesis

  41. Published

    Essays on monetary policy

    Nguyen, A. D. M., 2015, Lancaster University. 126 p.

    Research output: Thesis › Doctoral Thesis

  42. Published

    Estimating Monotone Concave Stochastic Production Frontiers

    Tsionas, M., 30/06/2022, In: Journal of Business and Economic Statistics. 40, 3, p. 1403-1414 12 p.

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

  43. Published

    Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D

    De Silva, D., Hubbard, T., Schiller, A. & Tsionas, M., 30/04/2023, In: Quarterly Review of Economics and Finance. 88, p. 278-294 17 p.

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

  44. Published

    Eurosystem debts do matter

    Whittaker, J., 1/02/2016, 10 p.

    Research output: Other contribution

  45. 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

  46. Published

    exuber: Recursive Right-Tailed Unit Root Testing with R

    Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 13/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  47. Published

    Exuberance in the U.K. Regional Housing Markets

    Pavlidis, E., Paya, I., Peel, D. A. & Yusupova, A. Y., 05/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  48. Published

    Financial frictions and the volatility of monetary policy in a DSGE model

    Nguyen, A., 2015, Lancaster: Lancaster University, Department of Economics, 33 p. (Economics Working Paper Series; vol. 2015, no. 6).

    Research output: Working paper

  49. Published

    Financial shocks and economic activity: A high frequency approach

    Miescu, M. & Mumtaz, H., 1/07/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  50. Published

    Finding all pure-strategy equilibria in games with continuous strategies

    Judd, K., Renner, P. & Schmedders, K., 07/2012, In: Quantitative Economics. 3, 2, p. 289-331 43 p.

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

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