Thanasis Stengos | Gordon S. Lang School of Business and Economics

Thanasis Stengos

Thanasis Stengos
Professor of Economics
Department of Economics and Finance
Phone number: 
ext. 53917
MacKinnon (MCKN), Room 715

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Accepting Graduate Students Fall 2022: Yes 

Accepting Graduate Students Fall 2023: Yes 

Areas of Specialization: Econometrics

Thanasis Stengos joined the Department of Economics at the University of Guelph in 1984, where he held a University Research Chair between 2014 and 2019. He received his B.Sc.and Economics from the London School of Economics and Ph.D. from Queen's University.

He currently serves as Associate Editor of the Journal of Applied Econometrics, Empirical Economics, Economics Letters and he is co-editor of the Review of Economic Analysis. His research has been published in journals including the Review of Economic Studies, European Economic Review, International Economic Review, Economic Journal, Journal of Monetary Economics, Journal of Econometrics, The Review of Economic and Statistics, Journal of Applied Econometrics, Journal of Business and Economic Statistics and Journal of Economic Growth.

  • PhD. Economics, Queens' University, 1984
  • Master of Science, Economics, London School of Economics, 1980
  • Bachelor of Science, Economics, London School of Economics, 1979

Areas of Specialization:

  • Econometric Theoretical and Applied
  • Nonparametric methods
  • Empirical Growth
  • empirical environmental

Current research project topics:

  • Empirical convergence methods
  • Threshold regression models

Most recent publications:

  • “Endogeneity in Semiparametric Threshold Regression” Econometric Theory, forthcoming (with A. Kourtellos and Y. Sun.  
  • "Measuring the presence of organized crime across Italian provinces: A sensitivity analysis", European Journal of Law and Economics, 2021, 51, 1, 31-95 (with G. Bernardo, I. Brunetti and M. Pinar)
  • “Modelling the Effect of Competition on US Manufacturing Sectors' Efficiency: An Order-m Frontier Analysis” Journal of Productivity Analysis, 2020, 54, 1, 27-41 (with M. Polemis and N.Tzeremes).
  • “Revisiting the impact of financial depth on growth: A semi-parametric approach" Finance Research Letters, 2020, 36(C) (with M. Polemis and N. Tzeremes).
  • "Democracy in the neighbourhood and Foreign Direct Investment" Review of Development Economics, 2021, 25, 449-477 (with M. Pinar).  

Most significant career publications:

  • Measuring Human Development: A Stochastic Dominance Approach" Journal of Economic Growth, 2013, 18, 69-108 (with M. Pinar and N. Topaloglou)
  • "Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach" Journal of Applied Econometrics, 2006, 21,111-132 (with T. Mamuneas and A. Savvides)
  • "Nonlinearities in Cross-Country Growth Regressions: A Semiparametric Approach" Journal of Applied Econometrics, 1999, 14, 527-538 (with Z. Liu).
  • "Semiparametric Specification Testing of Non-nested Econometric Models," Review of Economic Studies, 1994, 61, 291-303 (with M. Delgado).
  • "Measuring the Strangeness of Gold and Silver Rates of Return," Review of Economic Studies, 1989, 56, 553-568 (with M. Frank).
  • ECON*6140 Econometrics I
  • ECON*6910 Reading Course in Economics

Recent Presentations:

  • “Beyond the Human Development Index: A Stochastic Spanning Methodology” International Association for Applied Econometrics 2019 Annual Conference, Nicosia, Cyprus, June 2019.
  • “A GMM estimator for a linear index threshold model” AMEF 2019, Thessaloniki, Greece, April 2017 (invited talk), RCEA Time Series Workshop, Larnaca, Cyprus, June 2019, CRETE conference in Tinos, July 2019, Universita di Roma Tor Vergata, October 2019.
  • “Regime Switching with Structural Breaks in Output Convergence” AMEF 2018, Thessaloniki, Greece, April 2018 (invited talk), APF 2018, 13th Biannual Conference, University of Piraeus, July 2018, CRETE conference in Tinos, July 2018, Universita di Roma Tor Vergata, October 2018 SCF conference, UAEU, February 2019.

Click Here to read a piece written by Thanasis Stengos for the Conversation Outlet on cryptocurrencies (2018). 

Research funding received in the last 5 years:

  • SSHRC IG ($98,500) 2016-2021
  • NSERC DG ($105,000) 2021-2026
  • NSERC DG ($105,000) 2015-2020