Elias Tzavalis

3.1k total citations · 1 hit paper
92 papers, 2.0k citations indexed

About

Elias Tzavalis is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics. According to data from OpenAlex, Elias Tzavalis has authored 92 papers receiving a total of 2.0k indexed citations (citations by other indexed papers that have themselves been cited), including 63 papers in General Economics, Econometrics and Finance, 61 papers in Finance and 61 papers in Economics and Econometrics. Recurrent topics in Elias Tzavalis's work include Monetary Policy and Economic Impact (58 papers), Financial Risk and Volatility Modeling (27 papers) and Stochastic processes and financial applications (22 papers). Elias Tzavalis is often cited by papers focused on Monetary Policy and Economic Impact (58 papers), Financial Risk and Volatility Modeling (27 papers) and Stochastic processes and financial applications (22 papers). Elias Tzavalis collaborates with scholars based in Greece, United Kingdom and Cyprus. Elias Tzavalis's co-authors include Richard Harris, Yiannis Karavias, Michael Wickens, Stefan De Wachter, George Kapetanios, Dimitris Christopoulos, Peter McAdam, Apostolis Philippopoulos, Pengyu Chen and Shijun Wang and has published in prestigious journals such as Econometrica, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Elias Tzavalis

81 papers receiving 1.9k citations

Hit Papers

Inference for unit roots in dynamic panels where the time... 1999 2026 2008 2017 1999 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Inference for unit roots in dynamic panels where the time dimension is fixed
    1999 995 citations Elias Tzavalis et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Elias Tzavalis Greece 18 1.5k 790 609 246 205 92 2.0k
Bahram Pesaran United Kingdom 13 1.4k 0.9× 882 1.1× 554 0.9× 272 1.1× 185 0.9× 23 1.8k
Leo Michelis Canada 10 1.5k 1.0× 1.1k 1.4× 635 1.0× 231 0.9× 140 0.7× 23 1.9k
Helmut Herwartz Germany 28 1.8k 1.2× 772 1.0× 787 1.3× 213 0.9× 225 1.1× 159 2.4k
George Hondroyiannis Greece 27 1.7k 1.1× 996 1.3× 776 1.3× 416 1.7× 347 1.7× 84 2.5k
João Tovar Jalles Portugal 26 2.0k 1.3× 784 1.0× 389 0.6× 222 0.9× 146 0.7× 209 2.5k
Christian Dreger Germany 21 1.8k 1.2× 859 1.1× 440 0.7× 470 1.9× 154 0.8× 160 2.3k
Bertrand Candelon Netherlands 23 1.8k 1.1× 996 1.3× 1.2k 1.9× 250 1.0× 175 0.9× 82 2.3k
Abbas Valadkhani Australia 22 1.1k 0.7× 379 0.5× 418 0.7× 260 1.1× 240 1.2× 148 1.6k
Antonio F. Galvao United States 22 1.2k 0.8× 419 0.5× 349 0.6× 226 0.9× 221 1.1× 84 1.7k

Countries citing papers authored by Elias Tzavalis

Since Specialization
Citations

This map shows the geographic impact of Elias Tzavalis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Elias Tzavalis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Elias Tzavalis more than expected).

Fields of papers citing papers by Elias Tzavalis

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Elias Tzavalis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Elias Tzavalis. The network helps show where Elias Tzavalis may publish in the future.

Co-authorship network of co-authors of Elias Tzavalis

This figure shows the co-authorship network connecting the top 25 collaborators of Elias Tzavalis. A scholar is included among the top collaborators of Elias Tzavalis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Elias Tzavalis. Elias Tzavalis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Christopoulos, Dimitris, Peter McAdam, & Elias Tzavalis. (2023). Do the Effects of Interest Rate Changes Depend on Inflation?.
2.
Christopoulos, Dimitris, et al.. (2023). Dealing With Endogenous Regressors Using Copulas; on the Problem of Near Multicollinearity. SSRN Electronic Journal.
3.
Christopoulos, Dimitris, Peter McAdam, & Elias Tzavalis. (2023). Threshold Endogeneity in Threshold VARs: An Application to Monetary State Dependence. SSRN Electronic Journal. 1 indexed citations
4.
Tzavalis, Elias, et al.. (2022). Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. Studies in Nonlinear Dynamics and Econometrics. 27(2). 171–198. 1 indexed citations
5.
Christopoulos, Dimitris, Peter McAdam, & Elias Tzavalis. (2022). Exploring Okun's law asymmetry: An endogenous threshold logistic smooth transition regression approach*. Oxford Bulletin of Economics and Statistics. 85(1). 123–158. 3 indexed citations
6.
Christopoulos, Dimitris, Peter McAdam, & Elias Tzavalis. (2019). Exploring Okun's Law Asymmetry: An Endogenous Threshold Lstr Approach. RePEc: Research Papers in Economics. 1 indexed citations
7.
Karavias, Yiannis, et al.. (2016). Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors. Brunel University Research Archive (BURA) (Brunel University London). 9(1). 2 indexed citations
8.
Tzavalis, Elias, et al.. (2015). The EMU effects on asset market holdings and the recent financial crisis. International Review of Financial Analysis. 42. 153–161. 2 indexed citations
9.
Tzavalis, Elias, et al.. (2014). Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects. Studies in Nonlinear Dynamics and Econometrics. 19(1). 49–70. 5 indexed citations
10.
Karavias, Yiannis & Elias Tzavalis. (2013). The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks. MPRA Paper.
11.
Karavias, Yiannis & Elias Tzavalis. (2012). Testing for unit roots in short panels allowing for a structural break. Computational Statistics & Data Analysis. 76. 391–407. 150 indexed citations
12.
Tzavalis, Elias, et al.. (2011). Unveiling the monetary policy rule in the Euro-area. SSRN Electronic Journal. 31 indexed citations
13.
Tzavalis, Elias, et al.. (2009). Retrieving Risk Neutral Moments from Option Prices. SSRN Electronic Journal. 4 indexed citations
14.
Tzavalis, Elias, et al.. (2008). Recovering Risk Neutral Densities from Option Prices: A New Approach. SSRN Electronic Journal. 6 indexed citations
15.
Tzavalis, Elias, et al.. (2007). Retrieving risk neutral densities based on risk neutral moments through a Gram–Charlier series expansion. Mathematical and Computer Modelling. 46(1-2). 225–234. 14 indexed citations
16.
Meligkotsidou, Loukia, Elias Tzavalis, & Ioannis D. Vrontos. (2004). A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models of economic series. SSRN Electronic Journal. 2 indexed citations
17.
Tzavalis, Elias, et al.. (2004). Is the Currency Risk Priced in Equity Markets?. SSRN Electronic Journal. 6 indexed citations
18.
Philippopoulos, Apostolis, et al.. (2000). Inflation and Exchange Rate Regimes in Mexico. Review of Development Economics. 4(1). 87–100. 7 indexed citations
19.
Psaradakis, Zacharias & Elias Tzavalis. (1999). On regression-based tests for persistence in logarithmic volatility models. Econometric Reviews. 18(4). 441–448. 9 indexed citations
20.
Tzavalis, Elias & Michael Wickens. (1997). Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure. SSRN Electronic Journal. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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