Yiannis Karavias

Biographic Data

ID8921455
NAMEYiannis Karavias
GIVEN NAMESYiannis
FAMILY NAMEKaravias
SIGNATUREKARAVIAS Y
AFFILIATIONSUniversity of Birmingham
ORCID0000-0002-1208-5537
VERIFIEDYes
TOTAL WORKS4
TOTAL CITATIONS0
WORKS AS AUTHOR4
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2021
LATEST PUBLICATION YEAR2026
H-INDEX0

  • Threshold Regression for Fixed‐T Panel Data with Interactive Fixed Effects

    Open AccessJan Ditzen, Yiannis Karavias et al.ARTICLEOxford Bulletin of Economics and…2026

    This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, . The toolbox is designed to be simple, accurate, and computationally efficient. It is based on a simple least squares style estimator of the model parameters, and includes a number of inferential procedures for testing hypotheses regarding not only the threshold but also other…

  • Multiple Structural Breaks in Interactive Effects Panel Data Models

    Open AccessJan Ditzen, Yiannis Karavias et al.ARTICLEJournal of Applied Econometrics2025

    This paper develops new econometric methods for multiple structural break detection in panel data models with interactive fixed effects. The new methods include tests for the presence of structural breaks, estimators for the number of breaks and their location, and a method for constructing asymptotically valid break date confidence intervals. The new methodology is applied to a large panel of US banks for a period characterized by massive quanti…

  • Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to Covid-19

    Open AccessYiannis Karavias, Paresh Kumar Narayan et al.ARTICLEJournal of Business and Economic…2023

    Dealing with structural breaks is an important step in most, if not all, empirical economic research. This is particularly true in panel data comprised of many cross-sectional units, such as individuals, firms or countries, which are all affected by major events. The COVID-19 pandemic has affected most sectors of the global economy, and there is by now plenty of evidence to support this. The impact on stock markets is, however, still unclear. The…

  • A homogeneous approach to testing for Granger non-causality in heterogeneous panels

    Open AccessArtūras Juodis, Yiannis Karavias et al.ARTICLEEmpirical Economics2021

    This paper develops a new method for testing for Granger non-causality in panel data models with large cross-sectional ( N ) and time series ( T ) dimensions. The method is valid in models with homogeneous or heterogeneous coefficients. The novelty of the proposed approach lies in the fact that under the null hypothesis, the Granger-causation parameters are all equal to zero, and thus they are homogeneous. Therefore, we put forward a pooled least…