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 8 10 20 56
Are BRICS Exchange Rates Chaotic? 0 0 0 39 1 4 14 154
Asymmetric Fiscal Policy Shocks 0 0 0 33 0 0 4 80
Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia 0 0 0 11 0 1 6 49
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 0 0 2 400 5 8 16 921
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 3 3 9 97
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 6 10 25 186
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 3 3 10 110
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 2 9 22 118
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 1 11 6 6 10 81
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 6 14 44 184
Forecasting daily and monthly exchange rates with machine learning techniques 0 0 3 311 0 1 17 816
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 2 4 8 15
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 41 4 4 7 173
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 45 2 5 11 222
Forecasting the U.S. Real House Price Index 0 0 1 46 1 2 9 85
Forecasting the U.S. Real House Price Index 0 0 0 48 3 4 9 161
Forecasting the U.S. Real House Price Index 0 0 0 51 3 10 22 273
Forecasting the U.S. Real House Price Index 0 0 0 31 2 4 12 133
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 2 2 6 187
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 1 7 21 137
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 7 19 51
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 3 4 11 81
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 2 3 10 26
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 0 19 19 2 6 41 41
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 3 3 8 76
Market Sentiment and Exchange Rate Directional Forecasting 1 1 1 81 7 9 19 237
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 5 13 32
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 2 5 16 116
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 2 9 66
Public Debt and Private Consumption in OECD countries 0 0 0 60 1 4 16 180
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 2 2 10 71
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 2 6 37 37
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 4 8 30 324
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 3 4 15 71
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 1 4 17 136
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 1 3 10 115
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 5 7 13 151
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 3 3 16 171
US Inflation Dynamics on Long Range Data 0 0 0 33 0 0 8 66
US inflation dynamics on long range data 0 0 0 36 1 1 3 80
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 2 14 2 5 28 35
Total Working Papers 1 1 43 2,152 107 202 651 6,401

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 2 46
A re-evaluation of the term spread as a leading indicator 0 0 0 7 1 2 16 39
Are BRICS exchange rates chaotic? 0 0 0 3 4 4 12 38
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 3 3 13 19
Asymmetric effects of government spending shocks during the financial cycle 0 0 1 52 2 2 8 178
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 1 4 15 18
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 1 2 11 36
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 1 2 8 102 3 7 43 360
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 1 4 1 1 9 28
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 2 9 1 5 21 52
Fiscal shocks and asymmetric effects: A comparative analysis 0 0 2 7 1 2 13 42
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 1 2 3 4 9 16
Forecasting Credit Ratings of EU Banks 0 0 0 2 3 5 9 33
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 0 1 3 40 1 7 20 128
Forecasting the U.S. real house price index 0 0 0 38 1 2 11 173
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 2 4 13 19
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 2 3 9 96
Forecasting transportation demand for the U.S. market 0 1 1 20 2 6 18 85
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 2 3 14 21
Geopolitical Risk as a Determinant of Renewable Energy Investments 3 4 4 10 7 12 19 41
Gold Against the Machine 0 0 0 4 0 2 13 34
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 3 3 9 20
Industry momentum and reversals in stock markets 0 1 2 18 3 8 23 58
Intrinsic decompositions in gold forecasting 0 0 3 10 4 7 20 30
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 1 2 2 4 26 33
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 1 3 6 41
Market sentiment and exchange rate directional forecasting 0 0 0 0 4 5 18 50
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 2 3 9 30
Persistence of economic uncertainty: a comprehensive analysis 0 0 1 15 3 3 16 49
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 0 12 3 3 23 85
Public debt and private consumption in OECD countries 0 0 1 15 1 2 11 66
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 2 2 1 4 20 20
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 1 1 4 2 3 7 30
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 2 2 6 80
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 4 6 14 51
The depreciation of the pound post-Brexit: Could it have been predicted? 0 1 1 24 3 7 21 129
The judiciary system as a productivity factor; the European experience 0 0 0 10 2 4 14 43
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 1 1 2 2 3 6 14
Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data 0 0 3 27 3 4 22 110
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 0 3 9 11 17 34
US inflation dynamics on long-range data 0 0 0 4 2 4 10 39
Total Journal Articles 4 12 39 529 97 169 596 2,514

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Statistics updated 2026-05-06