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Details about Vasilios Plakandaras

E-mail:
Homepage:https://sites.google.com/view/billplakandaras
Postal address:Department of Economics Democritus University of Thrace University Campus Komotini, P.O 69100 Greece
Workplace:Department of Economics, Democritus University of Thrace, (more information at EDIRC)

Access statistics for papers by Vasilios Plakandaras.

Last updated 2019-07-19. Update your information in the RePEc Author Service.

Short-id: ppl71


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Working Papers

2019

  1. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
    Working Papers, University of Pretoria, Department of Economics Downloads

2018

  1. Are BRICS Exchange Rates Chaotic?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
  2. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
    Working Papers, University of Pretoria, Department of Economics View citations (11)
    See also Journal Article in Economics Letters (2018)
  3. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
    Working Papers, University of Pretoria, Department of Economics
  4. Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data
    Working Papers, University of Pretoria, Department of Economics
  5. Persistence of Economic Uncertainty: A Comprehensive Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  6. Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  7. The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics

2017

  1. An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
    Working Papers, University of Pretoria, Department of Economics
  2. Forecasting the U.S. Real House Price Index
    Papers, arXiv.org Downloads
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) Downloads View citations (11)
    Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (11)
    Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)

    See also Journal Article in Economic Modelling (2015)
  3. 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)
  4. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data
    Working Papers, University of Pretoria, Department of Economics View citations (5)

2016

  1. Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. The Depreciation of the Pound Post-Brexit: Could it have been Predicted?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Finance Research Letters (2017)
  3. The Term Premium as a Leading Macroeconomic Indicator
    Working Papers, University of Pretoria, Department of Economics View citations (1)

2015

  1. 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)
  2. The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Forecasting (2017)
  3. 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. Market Sentiment and Exchange Rate Directional Forecasting
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (3)
  2. 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)

2013

  1. Asymmetric Fiscal Policy Shocks
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  2. 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)
  3. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (3)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) Downloads
  4. 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 (3)

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. Asymmetric effects of government spending shocks during the financial cycle
    Economic Modelling, 2018, 68, (C), 372-387 Downloads View citations (4)
  2. Dynamic connectedness of uncertainty across developed economies: A time-varying approach
    Economics Letters, 2018, 166, (C), 63-75 Downloads View citations (11)
    See also Working Paper (2018)
  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)
  4. UK macroeconomic volatility: Historical evidence over seven centuries
    Journal of Policy Modeling, 2018, 40, (4), 767-789 Downloads

2017

  1. Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data
    International Finance, 2017, 20, (3), 289-316 Downloads View citations (3)
  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 (2015)
  3. The depreciation of the pound post-Brexit: Could it have been predicted?
    Finance Research Letters, 2017, 21, (C), 206-213 Downloads View citations (6)
    See also Working Paper (2016)

2016

  1. Testing Exchange Rate Models in a Small Open Economy: an SVR Approach
    Bulletin of Applied Economics, 2016, 3, (2), 9-29 Downloads View citations (2)

2015

  1. 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)
  2. Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
    Journal of Forecasting, 2015, 34, (7), 560-573 Downloads View citations (4)
    See also Working Paper (2015)
  3. Forecasting the U.S. real house price index
    Economic Modelling, 2015, 45, (C), 259-267 Downloads View citations (2)
    See also Working Paper (2017)
  4. US inflation dynamics on long-range data
    Applied Economics, 2015, 47, (36), 3874-3890 Downloads View citations (6)
    See also Working Paper (2015)

2014

  1. Public debt and private consumption in OECD countries
    The Journal of Economic Asymmetries, 2014, 11, (C), 1-7 Downloads View citations (4)
    See also Working Paper (2014)

2013

  1. 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)
 
Page updated 2019-07-21