Tassos Magdalinos

647 total citations
18 papers, 372 citations indexed

About

Tassos Magdalinos is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Tassos Magdalinos has authored 18 papers receiving a total of 372 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 9 papers in General Economics, Econometrics and Finance and 8 papers in Economics and Econometrics. Recurrent topics in Tassos Magdalinos's work include Financial Risk and Volatility Modeling (11 papers), Monetary Policy and Economic Impact (9 papers) and Complex Systems and Time Series Analysis (6 papers). Tassos Magdalinos is often cited by papers focused on Financial Risk and Volatility Modeling (11 papers), Monetary Policy and Economic Impact (9 papers) and Complex Systems and Time Series Analysis (6 papers). Tassos Magdalinos collaborates with scholars based in United Kingdom, Singapore and Greece. Tassos Magdalinos's co-authors include Peter C.B. Phillips, Michalis P. Stamatogiannis, Alexandros Kostakis, Liudas Giraitis, Karim M. Abadir, Alessandra Canepa and Menelaos Karanasos and has published in prestigious journals such as Review of Financial Studies, Journal of Econometrics and Econometric Theory.

In The Last Decade

Tassos Magdalinos

18 papers receiving 362 citations

Peers

Tassos Magdalinos
Ke‐Li Xu United States
Henri Nyberg Finland
William R. Parke United States
Francisco Blasques Netherlands
Gaëlle Le Fol France
Yohei Yamamoto Japan
Alain Hecq Netherlands
K. Ben Nowman United Kingdom
Stefan Lundbergh Sweden
Thierry Ané France
Ke‐Li Xu United States
Tassos Magdalinos
Citations per year, relative to Tassos Magdalinos Tassos Magdalinos (= 1×) peers Ke‐Li Xu

Countries citing papers authored by Tassos Magdalinos

Since Specialization
Citations

This map shows the geographic impact of Tassos Magdalinos'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 Tassos Magdalinos with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tassos Magdalinos more than expected).

Fields of papers citing papers by Tassos Magdalinos

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tassos Magdalinos. 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 Tassos Magdalinos. The network helps show where Tassos Magdalinos may publish in the future.

Co-authorship network of co-authors of Tassos Magdalinos

This figure shows the co-authorship network connecting the top 25 collaborators of Tassos Magdalinos. A scholar is included among the top collaborators of Tassos Magdalinos 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 Tassos Magdalinos. Tassos Magdalinos is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

18 of 18 papers shown
1.
Karanasos, Menelaos, et al.. (2025). A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL. Econometric Theory. 1–54. 1 indexed citations
2.
Kostakis, Alexandros, Tassos Magdalinos, & Michalis P. Stamatogiannis. (2023). Taking stock of long-horizon predictability tests: Are factor returns predictable?. Journal of Econometrics. 237(2). 105380–105380. 2 indexed citations
3.
Magdalinos, Tassos, et al.. (2018). Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity. Journal of Time Series Analysis. 39(6). 892–908. 9 indexed citations
4.
Kostakis, Alexandros, Tassos Magdalinos, & Michalis P. Stamatogiannis. (2018). Taking Stock of Long-Horizon Predictability Tests: Are Factor Returns Predictable?. SSRN Electronic Journal. 2 indexed citations
5.
Kostakis, Alexandros, Tassos Magdalinos, & Michalis P. Stamatogiannis. (2014). Robust Econometric Inference for Stock Return Predictability. Review of Financial Studies. 28(5). 1506–1553. 169 indexed citations
6.
Kostakis, Alexandros, Tassos Magdalinos, & Michalis P. Stamatogiannis. (2014). Robust Econometric Inference for Stock Return Predictability. SSRN Electronic Journal. 7 indexed citations
7.
Phillips, Peter C.B. & Tassos Magdalinos. (2013). INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS. Econometric Theory. 29(4). 808–837. 14 indexed citations
8.
Phillips, Peter C.B., et al.. (2013). Nonlinearity Induced Weak Instrumentation. Econometric Reviews. 33(5-6). 676–712. 7 indexed citations
9.
Magdalinos, Tassos. (2012). Mildly explosive autoregression under weak and strong dependence. Journal of Econometrics. 169(2). 179–187. 32 indexed citations
10.
Phillips, Peter C.B., Tassos Magdalinos, & Liudas Giraitis. (2010). Smoothing local-to-moderate unit root theory. Journal of Econometrics. 158(2). 274–279. 20 indexed citations
11.
Phillips, Peter C.B. & Tassos Magdalinos. (2010). Inconsistent VAR Regression with Common Explosive Roots. SSRN Electronic Journal. 2 indexed citations
12.
Magdalinos, Tassos & Peter C.B. Phillips. (2009). LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS. Econometric Theory. 25(2). 482–526. 69 indexed citations
13.
Phillips, Peter C.B. & Tassos Magdalinos. (2009). UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST. Econometric Theory. 25(6). 1682–1715. 8 indexed citations
14.
Phillips, Peter C.B. & Tassos Magdalinos. (2008). LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS. Econometric Theory. 24(4). 865–887. 6 indexed citations
15.
Phillips, Peter C.B. & Tassos Magdalinos. (2007). Limit Theory for Moderate Deviations From a Unit Root Under Weak Dependence. Cambridge University Press eBooks. 123–162. 3 indexed citations
16.
Magdalinos, Tassos. (2007). On the inconsistency of the unrestricted estimator of the information matrix near a unit root. Econometrics Journal. 10(2). 245–262. 1 indexed citations
17.
Phillips, Peter C.B. & Tassos Magdalinos. (2005). Limit theory for moderate deviations from a unit root. Journal of Econometrics. 136(1). 115–130. 12 indexed citations
18.
Abadir, Karim M. & Tassos Magdalinos. (2002). The Characteristic Function from a Family of Truncated Normal Distributions. 8 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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