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Publications by Costas Milas

Liquidity Shocks and Real GDP Growth: Evidence From a Bayesian Time-Varying Parameter VAR

Journal of International Money and Finance

English

A Mixed Frequency Approach for Stock Returns and Valuation Ratios

Economics Letters

English

Related publications

Liquidity Shocks, Real Interest Rates, and Global Imbalances

English

International Transmission of Shocks: A Time-Varying Factor-Augmented VAR Approach to the Open Economy

SSRN Electronic Journal

English

Tracking U.S. GDP in Real Time

The Federal Reserve Bank of Kansas City Economic Review

English

Real-Time Forecasting US GDP From Small-Scale Factor Models

Empirical Economics

Social Sciences

English

Large Hybrid Time-Varying Parameter VARs

SSRN Electronic Journal

English

Real-Time Forecasting With a Mixed-Frequency VAR

English

Measuring Contagion With a Bayesian Time-Varying Coefficient Model

IMF Working Papers

English

Liquidity Shocks and Order Book Dynamics

English

Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market

SSRN Electronic Journal

English