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Details about Angelos T. Vouldis

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Workplace:European Central Bank, (more information at EDIRC)

Access statistics for papers by Angelos T. Vouldis.

Last updated 2019-04-08. Update your information in the RePEc Author Service.

Short-id: pvo132


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Working Papers

2018

  1. A methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data
    Working Paper Series, European Central Bank Downloads

2017

  1. Business models of the banks in the euro area
    Working Paper Series, European Central Bank Downloads

2016

  1. Non-Performing Loans (ΝPLs) in a Crisis Economy: Long-Run Equilibrium Analysis with a Real-Time VEC Model for Greece (2001-2015)
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)

2015

  1. Credit market disequilibrium in Greece (2003-2011) - a Bayesian approach
    Working Paper Series, European Central Bank Downloads View citations (1)
  2. Profitability in the Greek Banking System: a Dual Investigation of Net Interest and Non-Interest Income
    Working Papers, Bank of Greece Downloads View citations (28)

2013

  1. A financial systemic stress index for Greece
    Working Papers, Bank of Greece Downloads View citations (4)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (15)
  2. A macro stress testing framework for assessing systemic risks in the banking sector
    Occasional Paper Series, European Central Bank Downloads View citations (25)

2011

  1. Returns to scale, productivity and efficiency in US banking (1989-2000): the neural distance function revisited
    Working Papers, Bank of Greece Downloads

2010

  1. Macroeconomic and bank-specific determinants of non-performing loans in Greece: a comparative study of mortgage, business and consumer loan portfolios
    Working Papers, Bank of Greece Downloads View citations (22)
    See also Journal Article in Journal of Banking & Finance (2012)
  2. Sumner Slichter and Emil Lederer: Central Visions Compared*
    MPRA Paper, University Library of Munich, Germany Downloads

2008

  1. Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Forum for Social Economics (2012)
  2. Neural Networks for Approximating the Cost and Production Functions
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Emil Lederer and the Schumpeter, Hilferding, Tugan-Baranowsky Nexus
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Review of Political Economy (2011)
  2. Schumpeter and Lederer on Growth, Technology, Credit and Business Cycles
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Schumpeter, Lederer and Hilferding on Economic Development, Credit and Business Cycles
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Undated

  1. Do Technology Shocks affect Output and Profitability over the Business Cycle in Greece (1960-2008)?
    EcoMod2008, EcoMod Downloads

Journal Articles

2018

  1. A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
    Computational Economics, 2018, 51, (3), 637-675 Downloads
  2. Cornelius Castoriadis on institutions: a proposal for a schema of institutional change
    Cambridge Journal of Economics, 2018, 42, (5), 1435-1458 Downloads
  3. Cornelius Castoriadis on the Scope and Content of Neoclassical and Marxian Economics
    Journal of Economic Issues, 2018, 52, (3), 795-815 Downloads
  4. Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables
    Empirical Economics, 2018, 54, (3), 1187-1214 Downloads
  5. Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)
    Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (1), 33-76 Downloads
    Also in Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (1), 33-76 (2018) Downloads

2017

  1. Profit strategy of Greek banks: cross-subsidization and diversification versus complementarity
    Applied Economics, 2017, 49, (44), 4460-4481 Downloads

2016

  1. Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001–2015)
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 149-161 Downloads View citations (3)
    See also Working Paper (2016)

2015

  1. Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking
    European Journal of Operational Research, 2015, 241, (1), 148-160 Downloads View citations (3)

2013

  1. Business cycles and economic crisis in Greece (1960–2011): A long run equilibrium analysis in the Eurozone
    Economic Modelling, 2013, 31, (C), 804-816 Downloads View citations (8)

2012

  1. A methodology for constructing a financial systemic stress index: An application to Greece
    Economic Modelling, 2012, 29, (4), 1228-1241 Downloads View citations (20)
  2. Emil Lederer’s Theory of Economic Fluctuations and the Role of Financial Institutions
    Forum for Social Economics, 2012, 41, (1), 30-45 Downloads
    See also Working Paper (2008)
  3. Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
    Journal of Banking & Finance, 2012, 36, (4), 1012-1027 Downloads View citations (173)
    See also Working Paper (2010)

2011

  1. Emil Lederer and the Schumpeter-Hilferding-Tugan-Baranowsky Nexus
    Review of Political Economy, 2011, 23, (3), 439-460 Downloads View citations (2)
    See also Working Paper (2007)
  2. Sumner Slichter and Emil Lederer on technological unemployment
    International Journal of Social Economics, 2011, 38, (6), 537-556 Downloads

2010

  1. Emil Lederer and Joseph Schumpeter on Economic Growth, Technology and Business Cycles
    Forum for Social Economics, 2010, 39, (2), 171-189 Downloads View citations (2)
    Also in Forum for Social Economics, 2010, 39, (2), 171-189 (2010) Downloads View citations (2)
  2. Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
    Economic Modelling, 2010, 27, (3), 697-704 Downloads View citations (1)
  3. Globally flexible functional forms: The neural distance function
    European Journal of Operational Research, 2010, 206, (2), 456-469 Downloads View citations (3)
  4. Heterodox influences on Schumpeter
    International Journal of Social Economics, 2010, 37, (3), 197-213 Downloads View citations (2)
 
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