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Professor Yiannis Karavias
Professor in Finance
Marie Jahoda 238
- Email: yiannis.karavias@brunel.ac.uk
- Tel: +44 (0)1895 267545
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Summary
I joined the Department of Economics and Finance in September 2023 as Professor of Finance. 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.
My research interest interests lie in the evaluation of economic policies and interventions and in developing the appropriate statistical tools that will make these evaluations possible. Methodological interests include the analysis of panel data and of randomized control trials.
I am currently ranking in the top 6% of all economists according to IDEAS. My research has been published in highly ranked academic journals i.e. Journal of Business and Economic Statistics, Journal of Empirical Finance, Journal of Time Series Analysis, Journal of Financial Stability, Econometric Reviews, Computational Statistics and Data Science, Scandinavian Journal of Statistics etc.
I have secured more than 5 million of external research funding for work on the evaluation of interventions targeted at reducing youth violence and domestic violence. These include a Home Office three-year research grant award of £1,078,377 on “What works Fund, Preventing Violence Against Women and Girls and Supporting Children”, and the "REMEDI - Restorative Services" grant award of 1,580,080 funded by the Youth Endowment Fund.
Qualifications
2017: PGCHE, Higher Education Futures institute, University of Birmingham
2012: PhD in Economics, Athens University of Economics and Business.
2007: M.Sc. in Financial Mathematics and Quantitative Methods, Athens University of Economicsand Business
2006: B.Sc. in Mathematics, University of Athens
Responsibility
Department of Economics and Finance Impact Lead
Newest selected publications
Xiao, J., Karavias, Y., Juodis, A., Sarafidis, V. and Ditzen, J. (2023) 'Improved Tests for Granger Non-Causality in Panel Data'. Stata Journal, 23 (1). pp. 230 - 242. ISSN: 1536-867X Open Access Link
Chen, P., Karavias, Y. and Tzavalis, E. (2022) 'Panel unit-root tests with structural breaks'. Stata Journal, 22 (3). pp. 664 - 678. ISSN: 1536-867X Open Access Link
Karavias, Y., Narayan, PK. and Westerlund, J. (2022) 'Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19'. Journal of Business & Economic Statistics, 41 (3). pp. 653 - 666. ISSN: 0735-0015 Open Access Link
Juodis, A., Karavias, Y. and Sarafidis, V. (2020) 'A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels'. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 60 (1). pp. 93 - 112. ISSN: 0377-7332