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Details about Periklis Gogas

E-mail:
Homepage:http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml
Postal address:University Campus Komotini, 69100 Greece
Workplace:Department of Economics, Democritus University of Thrace, (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Periklis Gogas.

Last updated 2019-09-15. Update your information in the RePEc Author Service.

Short-id: pgo217


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Working Papers

2019

  1. Money Neutrality, Monetary Aggregates and Machine Learning
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  2. The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    See also Journal Article in Journal of Forecasting (2017)

2018

  1. The Fama 3 and Fama 5 factor models under a machine learning framework
    Working Paper series, Rimini Centre for Economic Analysis Downloads

2017

  1. Forecasting the U.S. Real House Price Index
    Papers, arXiv.org Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (11)
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) Downloads View citations (11)
    Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)
  2. Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics Letters (2018)

2016

  1. Income Inequality: A State-by-State Complex Network Analysis
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2016) Downloads
  2. The Term Premium as a Leading Macroeconomic Indicator
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2015

  1. A Network Analysis of the United Kingdom’s Consumer Price Index
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    See also Journal Article in Computational Economics (2018)
  2. Forecasting daily and monthly exchange rates with machine learning techniques
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Forecasting (2015)
  3. International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)
  4. US inflation dynamics on long range data
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)

    See also Journal Article in Applied Economics (2015)

2014

  1. A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  2. A Novel Banking Supervision Method using the Minimum Dominating Set
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) Downloads
  3. Analyzing the co-movements of the US Gross State Product Growth with the use of the Minimum Dominating Set
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  4. Convergence of European Business Cycles: A Complex Networks Approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (3)
    See also Journal Article in Computational Economics (2016)
  5. Convergence of European Business Cycles: Evidence from a Graph Theory-based Model
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  6. European Business Cycle Synchronization: a Complex Network Perspective
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (1)
  7. Forecasting Bank Credit Ratings
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (4)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) Downloads

    See also Journal Article in Journal of Risk Finance (2014)
  8. Market Sentiment and Exchange Rate Directional Forecasting
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (4)
  9. Public Debt and Private Consumption in OECD countries
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (4)
    See also Journal Article in The Journal of Economic Asymmetries (2014)
  10. Yield Curve and Recession Forecasting in a Machine Learning Framework
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (2)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (2)

2013

  1. Asymmetric Effects of Monetary Policy in the U.S. and Brazil
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (2)
    Also in Working Papers Series, Central Bank of Brazil, Research Department (2013) Downloads View citations (3)
  2. Asymmetric Fiscal Policy Shocks
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) Downloads
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) Downloads
  3. Business Cycle Synchronization in the European Union: The Effect of the Common Currency
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (17)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2013)
  4. Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (12)
    See also Journal Article in Economics Bulletin (2013)
  5. Complex Networks and Banking Systems Supervision
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (19)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2013)
  6. Fiscal shocks and asymmetric effects: a comparative analysis
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in The Journal of Economic Asymmetries (2015)
  7. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) Downloads View citations (3)
  8. Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article in International Journal of Computational Economics and Econometrics (2013)

2012

  1. Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (4)
  2. Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  3. Optimum Currency Areas within the US and Canada a Data Analysis Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads

2010

  1. Asynchronous Business Cycles in the E.U.: the Effect of the Common Currency
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  2. Does the Interest Risk Premium Predict Housing Prices?
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (3)
  3. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article in Open Economies Review (2012)
  4. GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
    Papers, arXiv.org Downloads
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2010) Downloads
  5. The interest rate spread as a forecasting tool of greek industrial production
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in International Advances in Economic Research (2010)
  2. Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2005

  1. The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics
    MPRA Paper, University Library of Munich, Germany Downloads

1999

  1. The North American natural gas liquids markets are chaotic
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
    Also in Working Papers, Calgary - Department of Economics (1998)

    See also Chapter (2007)
    Journal Article in The Energy Journal (1999)

1997

  1. Chaos in East European Black-Market Exchange Rates
    Working Papers, Calgary - Department of Economics View citations (21)
    See also Journal Article in Research in Economics (1997)
  2. On the construction of cersonal, corporate and effective overall marginal tax rates for Canada (1977-1992)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Undated

  1. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Working Papers, Department of Economics, University of Calgary Downloads View citations (8)
    See also Journal Article in Journal of Money, Credit and Banking (2014)

Journal Articles

2019

  1. A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone
    Journal of Risk & Control, 2019, 6, (1), 19-35 Downloads

2018

  1. A Network Analysis of the United Kingdom’s Consumer Price Index
    Computational Economics, 2018, 51, (2), 173-193 Downloads View citations (1)
    See also Working Paper (2015)
  2. Forecasting bank failures and stress testing: A machine learning approach
    International Journal of Forecasting, 2018, 34, (3), 440-455 Downloads View citations (1)
  3. Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
    Applied Economics Letters, 2018, 25, (14), 1029-1033 Downloads
    See also Working Paper (2017)

2017

  1. Income inequality: A complex network analysis of US states
    Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 Downloads
  2. The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
    Journal of Forecasting, 2017, 36, (2), 109-121 Downloads View citations (1)
    See also Working Paper (2019)

2016

  1. Bank supervision using the Threshold-Minimum Dominating Set
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 23-35 Downloads View citations (1)
  2. Convergence of European Business Cycles: A Complex Networks Approach
    Computational Economics, 2016, 47, (2), 97-119 Downloads View citations (1)
    See also Working Paper (2014)
  3. International business cycle synchronization since the 1870s: Evidence from a novel network approach
    Physica A: Statistical Mechanics and its Applications, 2016, 447, (C), 286-296 Downloads View citations (2)
    See also Working Paper (2015)
  4. Testing Exchange Rate Models in a Small Open Economy: an SVR Approach
    Bulletin of Applied Economics, 2016, 3, (2), 9-29 Downloads View citations (3)

2015

  1. Are there asymmetries in fiscal policy shocks?
    Journal of Economic Studies, 2015, 42, (2), 303-321 Downloads View citations (16)
  2. Fiscal shocks and asymmetric effects: A comparative analysis
    The Journal of Economic Asymmetries, 2015, 12, (1), 22-33 Downloads View citations (2)
    See also Working Paper (2013)
  3. Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
    Journal of Forecasting, 2015, 34, (7), 560-573 Downloads View citations (5)
    See also Working Paper (2015)
  4. US inflation dynamics on long-range data
    Applied Economics, 2015, 47, (36), 3874-3890 Downloads View citations (6)
    See also Working Paper (2015)
  5. Yield Curve Point Triplets in Recession Forecasting
    International Finance, 2015, 18, (2), 207-226 Downloads View citations (3)

2014

  1. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Journal of Money, Credit and Banking, 2014, 46, (1), 229-241 Downloads View citations (33)
    See also Working Paper
  2. Forecasting bank credit ratings
    Journal of Risk Finance, 2014, 15, (2), 195-209 Downloads View citations (4)
    See also Working Paper (2014)
  3. Forecasting energy markets using support vector machines
    Energy Economics, 2014, 44, (C), 135-142 Downloads View citations (15)
  4. Public debt and private consumption in OECD countries
    The Journal of Economic Asymmetries, 2014, 11, (C), 1-7 Downloads View citations (5)
    See also Working Paper (2014)

2013

  1. Business cycle synchronisation in the European Union: The effect of the common currency
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2013, 2013, (1), 1-14 Downloads View citations (17)
    See also Working Paper (2013)
  2. Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach
    Economics Bulletin, 2013, 33, (2), 1101-1115 Downloads View citations (9)
    See also Working Paper (2013)
  3. Complex networks and banking systems supervision
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (19), 4429-4434 Downloads View citations (14)
    See also Working Paper (2013)
  4. Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection
    International Journal of Computational Economics and Econometrics, 2013, 3, (1/2), 83-90 Downloads View citations (2)
    See also Working Paper (2013)
  5. Interest Rates, Leverage, and Money
    Open Economies Review, 2013, 24, (1), 51-78 Downloads View citations (11)
  6. Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries
    Applied Financial Economics, 2013, 23, (17), 1399-1406 Downloads View citations (2)

2012

  1. Episodic Nonlinearity in Leading Global Currencies
    Open Economies Review, 2012, 23, (2), 337-357 Downloads View citations (4)
    See also Working Paper (2010)
  2. GDP trend deviations and the yield spread: the case of eight E.U. countries
    Journal of Economics and Finance, 2012, 36, (1), 226-237 Downloads

2010

  1. Forecast evaluation in daily commodities futures markets
    International Journal of Financial Markets and Derivatives, 2010, 1, (2), 155-168 Downloads
  2. Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity
    International Advances in Economic Research, 2010, 16, (1), 1-10 Downloads View citations (6)
    See also Working Paper (2009)

2009

  1. Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
    International Review of Financial Analysis, 2009, 18, (1-2), 50-57 Downloads View citations (53)
  2. Forecasting in inefficient commodity markets
    Journal of Economic Studies, 2009, 36, (4), 383-392 Downloads

2007

  1. The Feldstein-Horioka puzzle in an ARIMA framework
    Journal of Economic Studies, 2007, 34, (3), 194-210 Downloads View citations (4)

2004

  1. Long-horizon regression tests of the theory of purchasing power parity
    Journal of Banking & Finance, 2004, 28, (8), 1961-1985 Downloads View citations (14)

2000

  1. Purchasing power parity, nonlinearity and chaos
    Applied Financial Economics, 2000, 10, (6), 615-622 Downloads View citations (26)

1999

  1. The North American Natural Gas Liquids Markets are Chaotic
    The Energy Journal, 1999, Volume20, (Number 1), 83-103 Downloads View citations (12)
    See also Chapter (2007)
    Working Paper (1999)

1997

  1. Chaos in East European black market exchange rates
    Research in Economics, 1997, 51, (4), 359-385 Downloads View citations (19)
    See also Working Paper (1997)

Chapters

2007

  1. The North American Natural Gas Liquids Markets are Chaotic
    Chapter 17 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 225-244 Downloads
    See also Working Paper (1999)
    Journal Article in The Energy Journal (1999)

Editor

  1. DUTH Research Papers in Economics
    Democritus University of Thrace, Department of Economics
 
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