Journal articles

1. State dependence and stickiness of sovereign credit ratings: Evidence from a panel of countries

Dimitrakopoulos S, Kolossiatis M. (2016). Journal of Applied Econometrics, 31(6): 1065-1082    [download paper]

2. Semiparametric Bayesian inference for time-varying parameter regression models models with stochastic volatility

Dimitrakopoulos S. (2017). Economics Letters, 150: 10-14    [download paper]

3. Discrete-response state space models with conditional heteroscedasticity: An application to forecasting the federal funds rate target

Dimitrakopoulos S, Dey K.D. (2017). Economics Letters, 154: 20-23   [download paper]

4. The semiparametric asymmetric stochastic volatility model with time-varying parameters: The case of US inflation

Dimitrakopoulos S. (2017). Economics Letters, 155: 14-18   [download paper]

5. Accounting for persistence in panel count data models. An application to the number of patents awarded

Dimitrakopoulos S. (2018). Economics Letters, 171: 245-24   [download paper]

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

Dimitrakopoulos S, Tsionas M. (2019). International Journal of Forecasting, 35(4): 1273-1287    [download paper]

7. Bayesian analysis of moving average stochastic volatility models: modelling in mean effects and leverage for financial time series  

Dimitrakopoulos S, Kolossiatis M. (2020). Econometric Reviews,  39(4): 319-343    [download paper]

8. Bayesian analysis of periodic asymmetric power GARCH models

Aknouche A, Demmouche N, Dimitrakopoulos S, Touche N. (2020). Studies in Nonlinear Dynamics & Econometrics, 24(4)    [download paper]

9. Periodic autoregressive conditional duration

Aknouche A, Almohaimeed B, Dimitrakopoulos S. (2022). Journal of Time Series Analysis, 43(1): 5-29    [download paper]

10. Forecasting transaction counts with integer-valued GARCH models

Aknouche A, Almohaimeed B, Dimitrakopoulos S. (2022). Studies in Nonlinear Dynamics & Econometrics, 26(4): 529-539     [download paper]

11. Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series

Aknouche A, Dimitrakopoulos S. (2023). Journal of Time Series Analysis, 44(4): 393-417     [download paper]

12. On an integer-valued stochastic intensity model for time series of counts

Aknouche A, Dimitrakopoulos S, Touche, N. (2025). Journal of Statistical Computation and Simulation, 1-34  [download paper]

13. Periodicity in Bitcoin returns: A time-varying volatility approach

Aknouche A, Dimitrakopoulos S. (2025). Journal of Economics & Management Research, 1-7  

14. Noising the GARCH volatility: A random coefficient GARCH model

Aknouche A, Almohaimeed B, Dimitrakopoulos S. (2025).  Journal of Time Series Analysis, 0: 1-16   [download paper]

Book Chapters

• Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation and nonparametric structures.

Dimitrakopoulos S.  (2019)  In: M. Tsionas (Ed.), Panel Data Econometrics: Theory, 147-173,  Elsevier, 1st Edition    [download chapter]