Agiakloglou Christos

Αγιακλόγλου Χρήστος

Agiakloglou Christos

Professor, Department of Economics

Contact

Teaching Field

Quantitative Methods
Information

Chris Agiakloglou is Professor of the Department of Economics, University of Piraeus. He holds a doctorate (Ph. D.) from the Department of Economics of the University of Illinois in America (University of Illinois at Urbana – Champaign) with specialization in Econometrics and Time Series Analysis under the supervision of Professor Paul Newbold. He also holds two  Master degrees, one in Finance from the Department of Finance Science University of Illinois of America (M. Sc. In Finance – University of Illinois at Urbana – Champaign) and one in Economics from Department of Economics of the Florida Atlantic University of America (MA in Economics – Florida Atlantic University), and a Bachelor in Economics (with honors) from the former Industrial School of Thessaloniki, University of Macedonia today.

His research interests mainly focus on the analysis of time series and econometrics, macroeconomics and industrial organization. His research has received numerous citations citations from top-tier journals.

Finally, professor Agiakloglou has received a number of awards for excellence in teaching (The Robert E. Demarest memorial Award for excellence in teaching, University of Illinois at Urbana – Champaign, USA).

Undergraduate

Econometrics Ι (obligatory) – 5th semester
Econometrics ΙΙ (obligatory) – 6th semester
Topics of Applied Econometrics (elective) – 7th semester
Graduate

M.Sc. in Economics of Health Management
Statistical Methods (obligatory) – 1st semester
Quantitative Methods (elective) – 2nd semester

Μ.Sc. in Economic and Business Strategy
Quantitative Methods for Decision Making in Economics (obligatory) – 1st semester

    • PUBLICATIONS (REFEREED JOURNALS)1. “Looking for Evolving Growth Rates and Cycles in British Industrial Production: 1700-1913”, with Paul Newbold, 1991, Journal of Royal Statistical Society, A 154, 341-348.

      2. “Empirical Evidence on Dickey-Fuller-Type Tests”, with Paul Newbold, 1992, Journal of Time Series Analysis, 13, 471-483.

      3. “U.S. Common Stock Prices, 1871-1970: Playing with Dummies”, with Paul Newbold, 1992, Review of Quantitative Finance and Accounting, 2, 215-220.

      4. “Bias in an Estimator of the Fractional Difference Parameter”, with Paul Newbold and Mark Wohar, 1993, Journal of Time Series Analysis, 14, 235-246.

      5. “Bias in the Sample Autocorrelations of Fractional Noise”, with Paul Newbold, 1993, Biometrika, 80, 698-702.

      6. “Adventures with ARIMA software”, with Paul Newbold and John Miller, 1994, International Journal of Forecasting, 10, 573-581.

      7. “Lagrange Multiplier Tests for Fractional Difference”, with Paul Newbold, 1994, Journal of Time Series Analysis, 15, 253-262.

      8. “Interconnection Charges, Substitutability and Network Externalities” (with Demetrius Yannelis) 1996, DEUTSCHES INSTITUT FUR WIRTSCHAFTSFORSCHUNG, VIERTELJAHRSHEFT 4·96, Special Issue – The Regulation of Utilities, 441-444, DUNCKER & HUMBLOT: BERLIN.

      9.”The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag”, with Paul Newbold, 1996, Economics Letters, 52, 229-234.

      10. “A Note on the Unit Root Test Based on the Sample Autocorrelations”, 1996, SPOUDAI Journal of Economics & Business, 46, 97-106.

      11. “A selective Review on the Issue of Testing for a Unit Autoregressive Root”, 1999, SPOUDAI Journal of Economics & Business, 49, 14-32.

      12. “Το διαδίκτυο ως μέσο ανάπτυξης του ηλεκτρονικού εμπορίου στην Ελλάδα” (με τους Ν. Γεωργόπουλο και Γ. Πολλάλη), 2000, SPOUDAI Journal of Economics & Business 50, 140-158.

      13. “An Alternative Approach for Selecting TS vs DS Processes Using the Nelson and Plosser Time Series”, 2001, SPOUDAI Journal of Economics & Business, 51, 3-12.

      14. An Alternative Approach for Testing for Linear Association for two Independent Stationary AR(1) processes, with Apostolos Tsimpanos, 2012, Applied Economics, 44, 4799-4803.

      15. Resolving Spurious Regressions and serially correlated errors, 2013, Empirical Economics, 45, 1361-1366.

      16. “Causal Interrelations among market fundamentals: Evidence from the European Telecommunications Sector” with Michalis Gkouvakis, 2014, Journal of Quarterly Review in Economics and Finance, 55, 150-159.

      17. “Individual Inventors and Market Potentials: Evidence from US patents”, with Kyriakos Drivas and Dimitris Karamanis, 2015, Journal Science and Public Policy, 1-10.

      18. “Is Spurious Behavior an issue for two independent stationary spatial autoregressive SAR(1) processes?” with Cleon Tsimbos and Apostolos Tsimbanos, 2015, Applied Economics, Letters, 22, 1372-1377 (forthcoming Journal of Applied Economics).

      19. “Causality in EU Macroeconomic variables” with Aggelos Kanas and Michalis Gkouvakis, 2016, Applied Economics, Letters, 23, 264-277.

      20. “The Balance between Size and Power in testing for linear association for two stationary AR(1) processes” with Charalampos Agiropoylos, 2016, Applied Economics, Letters, 23, 230-234.

       

      SUBMITTED PAPERS

      1. “The impact of structural reforms on Telecommunications”, with Michael Polemis, 2015, Department of Economics, University of Piraeus, submitted to Journal of Quarterly Review in Economics and Finance.

      2. “Spurious Behavior in the context of Geographical Weighted Regression” with Cleon Tsimbos and Apostolos Tsimbanos, 2015, submitted to Empirical Economics.

       

      DISCUSSION/WORKING PAPERS

      1. “What determines demand for Telecommunications services? Evidence from the EU countries before and after liberalization”, with Michael Polemis, 2015, Department of Economics, University of Piraeus.

      2. “Effects of ARCH on Spurious Regressions”, with Anil Bera, 2013, Department of Economics, University of Piraeus and University of Illinois at Urbana – Champaign, USA.

      3. “Spurious Regressions with ARCH errors”, with Anil Bera, 2011, Department of Economics, University of Illinois at Urbana – Champaign, USA.

      4. “Evaluation of VaR using GARCH models for European Telecommunications Institutions”, with Konstantinos Bloutsos, 2015.

       

      CONTRIBUTION TO (REFEREED) COLLECTIVE VOLUMES

      1. “Long-term Inference Based on Short-term Forecasting Models” with Paul Newbold and John Miller, 1993, In Developments in Time Series Analysis, In Honor of M.B. Priestley, edited by T.S. Rao, 9-25, Chapman & Hall: London.

  • Christos Ν. Agiakloglou and George S. Economou, Forecasting Methods and Decision Analysis (in Greek), 2002. Publications: Ε. Benou, Athens.Christos Ν. Agiakloglou and Theofanis E. Benos, Introduction to Econometric Analysis (in Greek), Volume A, 2001. Publications: Ε. Benou, Athens.

    Christos Ν. Agiakloglou and Theofanis E. Benos, Introduction to Econometric Analysis (in Greek), Volume B, 2001. Publications: Ε. Benou, Athens.

    George S. Economou and Christos Ν. Agiakloglou, Methodologies for the Analysis of Management and Economic Decisions, 1997. Publications: E. Benou, Athens

     

  • Fall Semester 2023-2024
    DAY TIME
    MONDAY 10:00-11:00
    WEDNESDAY 10:00 – 11:00