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Professor Mike Tsionas

Formerly at Lancaster University

  1. 2020
  2. Published

    A Bayesian Signals Approach for the Detection of Crises

    Michaelides, P., Tsionas, M. & Xidonas, P., 30/09/2020, In: Journal of Quantitative Economics. 18, 3, p. 551-585 35 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    On a model of environmental performance and technology gaps

    Tsionas, M. G., 16/09/2020, In: European Journal of Operational Research. 285, 3, p. 1141-1152 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    On a High-Dimensional Model Representation method based on Copulas

    Tsionas, M. G. & Andrikopoulos, A., 1/08/2020, In: European Journal of Operational Research. 284, 3, p. 967-979 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Correcting for endogeneity in hospitality and tourism research

    Assaf, A. G. & Tsionas, M., 15/07/2020, In: International Journal of Contemporary Hospitality Management. 32, 8, p. 2657-2675 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Bayesian input–output table update using a benchmark LASSO prior

    Tsionas, M. G., 2/07/2020, In: Economic Systems Research. 32, 3, p. 413-427 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation

    Hall, S. G., Gibson, H. D., Tavlas, G. S. & Tsionas, M. G., 1/06/2020, In: Computational Economics. 56, p. 115–130 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    A note on the Gao et al. (2019) uniform mixture model in the case of regression

    Tsionas, M. & Andrikopoulos, A., 1/06/2020, In: Annals of Operations Research. 289, p. 495–501 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Does risk aversion affect bank output loss? The case of the Eurozone

    Tsionas, M. G., Mamatzakis, E. & Ongena, S., 1/05/2020, In: European Journal of Operational Research. 282, 3, p. 1127-1145 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Quantile Stochastic Frontiers

    Tsionas, M. G., 1/05/2020, In: European Journal of Operational Research. 282, 3, p. 1177-1184 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Testing moderation effects using non-parametric regressions

    George Assaf, A., Tsionas, M. G. & Andrikopoulos, A., 30/04/2020, In: International Journal of Hospitality Management. 86, 5 p., 102441.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. Published

    A coherent approach to Bayesian Data Envelopment Analysis

    Tsionas, M. G., 1/03/2020, In: European Journal of Operational Research. 281, 2, p. 439-448 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  13. Published

    A Bayesian approach to continuous type principal-agent problems

    Assaf, A. G., Bu, R. & Tsionas, M. G., 1/02/2020, In: European Journal of Operational Research. 280, 3, p. 1188-1192 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    A Novel Forecasting Model for the Baltic Dry Index Utilizing Optimal Squeezing

    Makridakis, S., Merikas, A., Merika, A., Tsionas, M. & Izzeldin, M., 1/01/2020, In: Journal of Forecasting. 39, 1, p. 56-68 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. 2019
  16. Published

    Bayesian dynamic panel models for tourism research

    Assaf, A. G. & Tsionas, M. G., 10/12/2019, In: Tourism Management. 75, p. 582-594 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Robust Bayesian Inference in Stochastic Frontier Models

    Tsionas, M. G., 4/12/2019, In: Journal of Risk and Financial Management. 9 p., 183.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Revisiting shape and moderation effects in curvilinear models

    Assaf, A. G. & Tsionas, M. G., 2/12/2019, In: Tourism Management. 75, p. 216-230 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Forecasting Realised Volatility Using ARFIMA and HAR Models

    Izzeldin, M., Hassan, M. K., Pappas, V. & Tsionas, M., 1/10/2019, In: Quantitative Finance. 19, 10, p. 1627-1638 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Ordinal-response GARCH models for transaction data: A forecasting exercise

    Dimitrakopoulos, S. & Tsionas, M., 1/10/2019, In: International Journal of Forecasting. 35, 4, p. 1273-1287 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    On the estimation of total factor productivity: A novel Bayesian non-parametric approach

    Tsionas, M. G. & Polemis, M. L., 19/09/2019, In: European Journal of Operational Research. 277, 3, p. 886-902 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    A Regression Discontinuity Stochastic Frontier Model with an Application to Educational Attainment

    Johnes, G. & Tsionas, M., 1/09/2019, In: Stat. 8, 1, e242.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Does efficiency help banks survive and thrive during financial crises?

    Assaf, A. G., Berger, A. N., Roman, R. A. & Tsionas, M. G., 1/09/2019, In: Journal of Banking and Finance. 106, p. 445-470 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Quantitative research in tourism and hospitality: an agenda for best-practice recommendations

    Assaf, A. G. & Tsionas, M. G., 8/07/2019, In: International Journal of Contemporary Hospitality Management. 31, 7, p. 2776-2787 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    Multi-objective optimization using statistical models

    Tsionas, M. G., 1/07/2019, In: European Journal of Operational Research. 276, 1, p. 364-378 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. 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

  27. Published

    A Bayesian semiparametric approach to stochastic frontiers and productivity

    Tsionas, M. G. & Mallick, S. K., 1/04/2019, In: European Journal of Operational Research. 274, 1, p. 391-402 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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