Latest Research:
*New* Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects, Working paper, with Marco Barassi and Chongxian Zhu
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending, R&R Journal of Applied Econometrics, with Jan Ditzen and Joakim Westerlund
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19, Journal of Business and Economic Statistics, 2023, with Paresh Kumar Narayan and Joakim Westerlund
A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels, Empirical Economics, 2021, with Arturas Juodis and Vasilis Sarafidis
Stata Commands:
xtbreak: testing and estimation of structural breaks in time series and panel data with Jan Ditzen and Joakim Westerlund
xtgrangert: testing for Granger causality in panel data with Jiaqi Xiao, Arturas Juodis, Vasilis Sarafidis and Jan Ditzen
xtbunitroot: panel data unit root tests with structural breaks with Pengyu Chen and Elias Tzavalis
Latest External Funding:
Evaluating the WE PROTECT app, 2023-2025, £1,078,373
Redthread, Youth Endowment Fund, 2022-2025, £2,106,582
Welcome to my website!
My name is Yiannis Karavias and I am currently Professor of Finance at Brunel University London. Prior to this I was an Associate Professor of Financial Economics at the University of Birmingham, in the Department of Economics. There, I also served as the Director of the Group for Research in Econometrics and Data Science.
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