Scholar
Yiannis Karavias
Google Scholar ID: 2-IWpxcAAAAJ
Brunel University of London
Citations & Impact
Citations
1,666
H-index
13
i10-index
15
Publications
20
Co-authors
21
list available
Contact
Publications
Resume (English only)
Academic Achievements
- Published 'Multiple Structural Breaks in Interactive Effects Panel Data' in Journal of Applied Econometrics (2025)
- Published 'Testing and estimating structural breaks in time series and panel data in Stata' in The Stata Journal (2025)
- Published 'Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19' in Journal of Business and Economic Statistics (2023)
- Multiple 2025 working papers on interactive fixed effects, CCE methods, and military spending impacts (SSRN, arXiv, MPRA)
- Developed widely used Stata packages: xtbreak, xtgrangert, xtbunitroot, xtthreshold, etc.
- Led externally funded projects including:
- - 2025–2026: Impact assessment of Out of Court Resolutions, £185,935
- - 2023–2025: Evaluating the WE PROTECT app, £1,078,373
- - 2022–2025: Redthread project, Youth Endowment Fund, £2,106,582
- - 2022–2025: REMEDI project, Youth Endowment Fund, £1,580,080
- - 2022–2024: United Borders project, Youth Endowment Fund, £652,286
- 2025 policy brief on domestic abuse intervention with MPs Emily Darlington and Jess Asato
Background
- Professor of Finance at Brunel University London
- Honorary Senior Research Fellow at the University of Birmingham
- Former Associate Professor of Financial Economics at the University of Birmingham
- Former Director of the Group for Research in Econometrics and Data Science at the University of Birmingham
- Research focuses on panel data econometrics, structural breaks, threshold regression, Granger causality, and unit root testing
