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Professor Yiannis Karavias
Professor in Finance

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

Ditzen, J., Karavias, Y. and Westerlund, J. (2024) 'Multiple Structural Breaks in Interactive Effects Panel Data Models'. Journal of Applied Econometrics, 0 (ahead of print). pp. 1 - 15. ISSN: 0883-7252 Open Access Link

Journal article

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

Journal article

Juodis, A., Karavias, Y. and Sarafidis, V. (2021) 'A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels'. Empirical Economics, 60 (1). pp. 93 - 112. ISSN: 0377-7332

Journal article

Karavias, Y. and Tzavalis, E. (2019) 'Generalized fixed-T panel unit root tests'. Scandinavian Journal of Statistics, 46 (4). pp. 1227 - 1251. ISSN: 0303-6898

Journal article

Karavias, Y. and Tzavalis, E. (2017) 'Local power of panel unit root tests allowing for structural breaks'. Econometric Reviews, 36 (10). pp. 1123 - 1156. ISSN: 0747-4938

Journal article
More publications(9)

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