Welcome to my website!
Welcome to my website!
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My name is Yiannis Karavias and I am currently Professor of Finance at Brunel University London and an Honorary Senior Research Fellow at the University of Birmingham. 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.
Latest Working Papers
Latest Working Papers
Ditzen, J., and Y. Karavias (2025). Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics. SSRN 5365941.
Westerlund, J., Kaddoura, Y., and Y. Karavias (2025). Time Averaged CCE. SSRN 5274776.
Barassi, M., Karavias, Y., and C. Zhu (2023). Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects. arXiv:2308.04057, R&R Journal of Business and Economic Statistics
Banerjee, A., Karavias, Y., and L., Wang (2025). The Impact of Military Spending on Economic Growth: A Threshold Regression Analysis. MPRA Paper 124684, R&R Economic Modelling
Wang, L., Karavias, Y., and Banerjee, A. (2025). Nato Expansion: An Open Door Policy?, MPRA Paper 124752.
Latest Publications
Latest Publications
Multiple Structural Breaks in Interactive Effects Panel Data, Journal of Applied Econometrics, 2025, with Jan Ditzen and Joakim Westerlund. Online Appendix.
Testing and estimating structural breaks in time series and panel data in Stata, The Stata Journal, 2025, 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
Stata Commands
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
xttacce: CCE for fixed-N panel data and SUR models by Pengyu Chen
xtthreshold: Threshold Estimation for Interactive Fixed Effects Models with Jan Ditzen and Joakim Westerlund
Policy
Policy
Impact and Economic Benefits Evaluation of a UK-Based Domestic Abuse Intervention: A Case for Public Savings. 2025, with Sid Bandyopadhyay and Heather Flowe.
Policy Brief: Domestic Abuse Intervention Reduces Reoffending and Saves Public Funds. 2025
With Emily Darlington MP, Westminster, on reducing domestic abuse, 2025
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