Access Statistics for Vasilios Plakandaras

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data 0 0 0 41 0 0 3 36
Are BRICS Exchange Rates Chaotic? 0 0 0 39 0 0 0 140
Asymmetric Fiscal Policy Shocks 0 0 0 33 0 0 1 76
Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia 0 0 3 11 0 0 11 43
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 0 0 0 398 0 0 2 905
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 0 0 2 88
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 2 5 162
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 0 0 1 100
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 0 2 7 97
Fiscal shocks and asymmetric effects: a comparative analysis 0 1 1 11 0 1 2 72
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 2 5 8 145
Forecasting daily and monthly exchange rates with machine learning techniques 1 1 1 309 1 2 7 801
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 0 0 2 7
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 1 41 0 0 1 166
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 1 45 0 1 2 212
Forecasting the U.S. Real House Price Index 0 0 0 51 0 0 2 251
Forecasting the U.S. Real House Price Index 0 0 0 45 0 1 3 77
Forecasting the U.S. Real House Price Index 0 0 0 31 0 0 1 121
Forecasting the U.S. Real House Price Index 0 0 0 48 1 2 2 153
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 0 0 1 181
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 1 1 7 117
Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 0 0 0 17 2 3 13 34
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 0 0 0 70
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 0 0 13 16
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 0 1 1 68
Market Sentiment and Exchange Rate Directional Forecasting 0 0 1 80 0 0 4 218
Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks 0 0 0 7 1 1 11 20
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 2 2 3 102
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 1 2 58
Public Debt and Private Consumption in OECD countries 0 0 0 60 0 0 1 164
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 0 0 61
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 5 6 10 300
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 0 0 1 119
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 0 0 0 56
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 0 0 1 105
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 0 1 3 138
Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data 0 0 0 82 0 1 3 155
US Inflation Dynamics on Long Range Data 0 0 0 33 0 0 1 58
US inflation dynamics on long range data 0 0 0 36 0 1 1 77
Total Working Papers 1 2 8 2,099 15 34 138 5,769

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone 0 0 1 11 0 0 1 44
A re-evaluation of the term spread as a leading indicator 0 0 1 7 0 0 1 23
Are BRICS exchange rates chaotic? 0 0 0 3 1 1 1 27
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 0 0 2 6
Asymmetric effects of government spending shocks during the financial cycle 0 0 0 51 0 0 2 170
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 0 0 2 3
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 2 5 0 0 4 25
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 3 9 95 0 10 24 321
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 3 0 0 2 19
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 1 2 7 0 3 10 32
Fiscal shocks and asymmetric effects: A comparative analysis 1 1 2 6 2 4 5 31
Forecasting Credit Ratings of EU Banks 0 0 0 2 0 0 2 24
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 0 0 0 37 0 0 4 108
Forecasting the U.S. real house price index 0 0 1 38 1 1 6 163
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 1 2 0 0 1 6
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 0 0 0 87
Forecasting transportation demand for the U.S. market 0 1 2 19 0 2 6 68
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 0 0 0 7
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 1 1 6 0 1 4 22
Gold Against the Machine 0 1 1 4 0 2 4 22
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 0 1 4 12
Industry momentum and reversals in stock markets 0 0 7 16 1 2 17 36
Intrinsic decompositions in gold forecasting 0 0 1 7 1 1 2 11
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 0 0 0 35
Market sentiment and exchange rate directional forecasting 0 0 0 0 0 1 4 33
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 0 0 1 21
Persistence of economic uncertainty: a comprehensive analysis 0 0 0 14 0 2 4 35
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 1 12 2 2 8 64
Public debt and private consumption in OECD countries 0 0 0 14 0 1 2 55
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 0 0 2 23
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 0 0 0 74
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 0 0 1 37
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 2 23 0 3 6 109
The judiciary system as a productivity factor; the European experience 0 0 2 10 0 0 3 29
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 0 1 0 0 3 8
Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data 0 1 6 25 0 4 19 90
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 1 3 0 0 1 17
US inflation dynamics on long-range data 0 0 0 4 1 1 1 30
Total Journal Articles 1 9 43 491 9 42 159 1,927

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Statistics updated 2025-07-04