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Professor Mike Tsionas

Formerly at Lancaster University

  1. 2019
  2. Published

    Diagnosing and correcting the effects of multicollinearity: Bayesian implications of ridge regression

    Assaf, A. G., Tsionas, M. & Tasiopoulos, A., 04/2019, In: Tourism Management. 71, p. 1-8 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Forecasting occupancy rate with Bayesian compression methods

    Assaf, A. G. & Tsionas, M. G., 31/03/2019, In: Annals of Tourism Research. 75, p. 439-449 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. E-pub ahead of print

    Multivariate stochastic volatility with large and moderate shocks

    Izzeldin, M., Tsionas, E. & Michaelides, P. G., 23/03/2019, (E-pub ahead of print) In: Journal of the Royal Statistical Society: Series A Statistics in Society.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA

    Mariolis, T., Konstantakis, K. N., Michaelides, P. G. & Tsionas, E. G., 1/02/2019, In: Studies in Nonlinear Dynamics and Econometrics. 23, 1, 20160137.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Measuring comparative advantages in the Euro Area

    Konstantakopoulou, I. & Tsionas, M. G., 1/01/2019, In: Economic Modelling. 76, p. 260-269 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    Modeling asymmetric price transmission in the European food market

    Rezitis, A. N. & Tsionas, M., 01/2019, In: Economic Modelling. 76, p. 216-230 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Non-parametric regression for hypothesis testing in hospitality and tourism research

    Assaf, A. G. & Tsionas, M., 01/2019, In: International Journal of Hospitality Management. 76, Part A, p. 43-47 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. 2018
  10. Published

    Smooth Approximations to Monotone Concave Functions in Production Analysis: An Alternative to Nonparametric Concave Least Squares

    Tsionas, E. & Izzeldin, M., 16/12/2018, In: European Journal of Operational Research. 271, 3, p. 797-807 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. E-pub ahead of print

    On proper specification in tourism research

    Assaf, A. G. & Tsionas, M. G., 1/12/2018, (E-pub ahead of print) In: Annals of Tourism Research. 77, p. 148-153 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    Measuring hotel performance: Toward more rigorous evidence in both scope and methods

    Assaf, A. G. & Tsionas, M., 12/2018, In: Tourism Management. 69, p. 69-87 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    Revisiting the returns of public infrastructure in Mexico: a limited information local likelihood estimation

    Mamatzakis, E. & Tsionas, M., 11/2018, In: Economic Modelling. 75, p. 132-141 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking

    Tsionas, E. G., Malikov, E. & Kumbhakar, S. C., 16/10/2018, In: European Journal of Operational Research. 270, 2, p. 747-760 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Bayes factors vs. P-values

    George Assaf, A. & Tsionas, M., 08/2018, In: Tourism Management. 67, p. 17-31 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Debt Dynamics in Europe: A Network General Equilibrium GVAR Approach

    Michaelides, P. G., Tsionas, E. G. & Konstantakis, K. N., 08/2018, In: Journal of Economic Dynamics and Control. 93, p. 175-202 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. 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/MagazineJournal articlepeer-review

  18. Published

    Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions

    Atkinson, S. E., Primont, D. & Tsionas, M. G., 2/06/2018, In: Journal of Econometrics. 204, 2, p. 131-146 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach

    Chen, Z., Wanke, P. & Tsionas, M. G., 06/2018, In: Economic Modelling. 73, p. 254-263 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Changing The Basics: Toward More Use of Quantile Regressions in Hospitality and Tourism Research

    Assaf, A. G. & Tsionas, M., 06/2018, In: International Journal of Hospitality Management. 72, p. 140-144 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Measuring management practices

    Delis, M. D. & Tsionas, M. G., 05/2018, In: International Journal of Production Economics. 199, p. 65-77 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Bayesian local influence analysis: With an application to stochastic frontiers

    Tsionas, M. G., 04/2018, In: Economics Letters. 165, p. 54-57 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. 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/MagazineJournal articlepeer-review

  24. 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/MagazineJournal articlepeer-review

  25. 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/MagazineJournal articlepeer-review

  26. Published

    A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence

    Michaelides, P. G., Tsionas, E. G., Vouldis, A. T., Konstantakis, K. N. & Patrinos, P., 1/03/2018, In: Computational Economics. 51, 3, p. 637-675 39 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. 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/MagazineJournal articlepeer-review

  28. Published

    Market and political power interactions in Greece: an empirical investigation

    Kollintzas, T., Papageorgiou, D., Tsionas, E. & Vassilatos, V., 23/01/2018, In: IZA Journal of Labor Policy. 7, 1, 43 p., 1.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. 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/MagazineJournal articlepeer-review

  30. 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/MagazineJournal articlepeer-review

  31. 2017
  32. 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/MagazineJournal articlepeer-review

  33. 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/MagazineJournal articlepeer-review

  34. 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/MagazineJournal articlepeer-review

  35. 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/MagazineJournal articlepeer-review

  36. 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/MagazineJournal articlepeer-review

  37. 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/MagazineJournal articlepeer-review

  38. 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/MagazineJournal articlepeer-review

  39. 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/MagazineJournal articlepeer-review

  40. 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/MagazineJournal articlepeer-review

  41. 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/MagazineJournal articlepeer-review

  42. 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/MagazineJournal articlepeer-review

  43. 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/MagazineJournal articlepeer-review

  44. 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/MagazineJournal articlepeer-review

  45. Published

    “When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling

    Tsionas, E., 2017, In: Journal of the American Statistical Association. 112, 519, p. 948-965 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  46. 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/MagazineJournal articlepeer-review

  47. 2016
  48. 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/MagazineJournal articlepeer-review

  49. 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/MagazineJournal articlepeer-review

  50. 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/MagazineJournal articlepeer-review

  51. 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/MagazineJournal articlepeer-review

  52. 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/MagazineJournal articlepeer-review

  53. 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/MagazineJournal articlepeer-review

  54. 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/MagazineJournal articlepeer-review

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