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 1 1 4 37
Are BRICS Exchange Rates Chaotic? 0 0 0 39 1 1 1 141
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 1 11 1 1 8 44
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 1 3 89
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 1 2 5 164
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 0 6 97
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 1 11 0 1 3 73
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 2 6 10 149
Forecasting daily and monthly exchange rates with machine learning techniques 2 3 3 311 3 6 12 806
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 45 0 0 2 212
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 1 41 1 1 2 167
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 45 0 0 1 77
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 48 0 1 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 4 9 120
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 4 15 36
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 2 2 2 72
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 2 2 8 18
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 3 17 17 1 5 9 9
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 1 1 2 69
Market Sentiment and Exchange Rate Directional Forecasting 0 0 1 80 2 4 8 222
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 0 1 7 20
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 1 3 4 103
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 1 1 3 59
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 1 2 2 63
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 8 14 14 14 6 9 9 9
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 1 8 13 303
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 2 2 2 58
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 2 3 4 108
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 0 0 2 138
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 0 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 2 78
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 1 13 13 2 7 15 15
Total Working Papers 10 21 52 2,145 37 80 191 5,846

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 0 11 0 0 0 44
A re-evaluation of the term spread as a leading indicator 0 0 1 7 2 2 3 25
Are BRICS exchange rates chaotic? 0 0 0 3 0 2 2 28
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 0 2 2 8
Asymmetric effects of government spending shocks during the financial cycle 0 0 0 51 2 2 4 172
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 1 1 5 26
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 2 4 12 99 2 7 28 328
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 3 8 0 1 10 33
Fiscal shocks and asymmetric effects: A comparative analysis 1 2 3 7 3 5 8 34
Forecasting Bitcoin returns: is there a role for the US–China trade war? 1 1 2 2 3 3 10 10
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 3 3 7 111
Forecasting the U.S. real house price index 0 0 1 38 0 1 5 163
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 1 1 1 88
Forecasting transportation demand for the U.S. market 0 0 2 19 0 0 5 68
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 1 1 1 8
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 0 1 6 0 0 4 22
Gold Against the Machine 0 0 1 4 1 1 5 23
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 0 2 12
Industry momentum and reversals in stock markets 0 0 4 16 0 3 12 38
Intrinsic decompositions in gold forecasting 1 1 1 8 2 3 3 13
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 1 2 2 0 1 9 9
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 0 2 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 6 37
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 1 12 3 6 10 68
Public debt and private consumption in OECD countries 0 0 0 14 1 2 4 57
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk 0 0 0 0 0 0 0 0
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 0 1 3 24
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 1 2 3 39
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 2 23 2 2 8 111
The judiciary system as a productivity factor; the European experience 0 0 1 10 0 2 4 31
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 0 5 25 2 4 21 94
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 0 1 1 30
Total Journal Articles 5 10 46 502 30 61 200 1,994

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Statistics updated 2025-09-05