Browsing Τμήμα Οικονομικών / Department of Economics by Subject "Efficiency"

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    • Article  

      Inflation and productivity shocks 

      Christofides, Louis N.; Mamuneas, Theofanis P. (2003)
      We examine whether sectoral productivity shock distributions are conditioned by inflation regimes. We conclude that this is not the case. Our results have implications for the literature on downward nominal wage rigidity ...
    • Article  

      On the use of high frequency measures of volatility in MIDAS regressions 

      Andreou, Elena (2016)
      Many empirical studies link mixed data frequency variables such as low frequency macroeconomic or financial variables with high frequency financial indicators’ volatilities, especially within a predictive regression model ...