| Volatility transmission and financial crises GM Caporale, N Pittis, N Spagnolo Journal of economics and finance 30, 376-390, 2006 | 191 | 2006 |
| A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error E Panopoulou, N Pittis The Econometrics Journal 7 (2), 585-617, 2004 | 175 | 2004 |
| Testing for causality‐in‐variance: An application to the East Asian markets GM Caporale, N Pittis, N Spagnolo International Journal of Finance & Economics 7 (3), 235-245, 2002 | 175 | 2002 |
| Efficient estimation of cointegrating vectors and testing for causality in vector autoregressions N Pittis Journal of economic surveys 13 (1), 1-35, 1999 | 159 | 1999 |
| Causality links between consumer and producer prices: some empirical evidence GM Caporale, M Katsimi, N Pittis Southern Economic Journal 68 (3), 703-711, 2002 | 128 | 2002 |
| Unit roots and Granger causality in the EMS interest rates: the German dominance hypothesis revisited C Hassapis, N Pittis, K Prodromidis Journal of International Money and Finance 18 (1), 47-73, 1999 | 128 | 1999 |
| Causality and forecasting in incomplete systems GM Caporale, N Pittis Journal of Forecasting 16 (6), 425-437, 1997 | 100 | 1997 |
| Common stochastic trends and inflation convergence in the EMS GM Caporale, N Pittis Weltwirtschaftliches Archiv 129 (2), 207-215, 1993 | 83 | 1993 |
| The Feldstein–Horioka puzzle revisited: a monte carlo study GM Caporale, E Panopoulou, N Pittis Journal of International Money and Finance 24 (7), 1143-1149, 2005 | 77 | 2005 |
| On modelling speculative prices: the empirical literature E Andreou, N Pittis, A Spanos Journal of economic surveys 15 (2), 187-220, 2001 | 77 | 2001 |
| Estimator choice and Fisher's paradox: a Monte Carlo study GM Caporale, N Pittis Econometric Reviews 23 (1), 25-52, 2004 | 54 | 2004 |
| Testing for Granger causality in variance in the presence of causality in mean T Pantelidis, N Pittis Economics Letters 85 (2), 201-207, 2004 | 54 | 2004 |
| Using a systemic approach to address the requirement for Integrated Water Resource Management within the Water Framework Directive S Apostolaki, P Koundouri, N Pittis Science of the Total Environment 679, 70-79, 2019 | 53 | 2019 |
| Cointegration and predictability of asset prices GM Caporale, N Pittis Journal of International Money and Finance 17 (3), 441-453, 1998 | 43 | 1998 |
| Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS GM Caporale, S Kalyvitis, N Pittis Journal of Macroeconomics 18 (4), 693-714, 1996 | 42 | 1996 |
| Nominal exchange rate regimes and the stochastic behavior of real variables GM Caporale, N Pittis Journal of International Money and Finance 14 (3), 395-415, 1995 | 41 | 1995 |
| IGARCH models and structural breaks GM Caporale, N Pittis, N Spagnolo Applied Economics Letters 10 (12), 765-768, 2003 | 40 | 2003 |
| Testing for PPP and UIP in an FIML framework: some evidence for Germany and Japan GM Caporale, S Kalyvitis, N Pittis Journal of Policy Modeling 23 (6), 637-650, 2001 | 39 | 2001 |
| The BDS test as a test for the adequacy of a GARCH (1, 1) specification: a Monte Carlo study GM Caporale, C Ntantamis, T Pantelidis, N Pittis Journal of Financial Econometrics 3 (2), 282-309, 2005 | 38 | 2005 |
| Unit root testing using covariates: some theory and evidence GM Caporale, N Pittis Oxford Bulletin of Economics and Statistics 61 (4), 583-595, 1999 | 38 | 1999 |
