Pantelis Karapanagiotis

EBS Universität für Wirtschaft und Recht | EBS · Group of Economics and Philosophy

Broad, long-term financial, and economic datasets are scarce resources, particularly in the European context. In this paper, we present an approach for an extensible data model that is adaptable to future changes in technologies and sources. This model may constitute a basis for digitized and structured long-term historical datasets for different j...

Dynamic choices of cognitively constrained individuals have been ascribed, by the rational inattention theory, as being a filtering problem, in which the attentional intensity is consciously elected. Human attention, however, is not merely of voluntary intensity; it is rather also of volitional placement nature. In this article, I study the implica...

The limited availability of methodologies that evaluate departures from market-clearing discourages the application of estimation methods that allow them. Nevertheless, shortages and surpluses appear in a plethora of markets not only under exceptional but also under normal circumstances. In this article, I propose a statistical assessment of the ap...

Provides estimation methods for markets in equilibrium and disequilibrium. Specifically, it supports the estimation of an equilibrium and four disequilibrium models with both correlated and independent shocks. It also provides post-estimation analysis tools, such as aggregation and marginal effects calculations. The estimation methods are based on...

The code implements a simple version of the radial attention model and solves it. For more details on the model's technicalities see the article. The solver is based on a concurrent re-formulation of the value function iteration algorithm. Further, it uses an adaptive search grid implementation to provide more accurate optimal control approximation...