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 8 11 47
Are BRICS Exchange Rates Chaotic? 0 0 0 39 3 7 13 153
Asymmetric Fiscal Policy Shocks 0 0 0 33 0 4 4 80
Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia 0 0 0 11 0 3 5 48
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 0 1 2 400 1 7 9 914
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 0 4 7 94
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 7 16 176
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 0 5 7 107
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 3 10 19 112
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 1 11 0 1 4 75
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 7 21 37 177
Forecasting daily and monthly exchange rates with machine learning techniques 0 0 3 311 1 9 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 6 7 13
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 41 0 2 3 169
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 45 1 4 7 218
Forecasting the U.S. Real House Price Index 0 0 1 46 1 4 8 84
Forecasting the U.S. Real House Price Index 0 0 0 31 1 6 9 130
Forecasting the U.S. Real House Price Index 0 0 0 48 1 4 7 158
Forecasting the U.S. Real House Price Index 0 0 0 51 5 14 18 268
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 0 2 5 185
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 5 9 20 135
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 3 7 18 47
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 1 4 8 78
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 1 6 8 24
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 1 19 19 1 16 36 36
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 0 4 6 73
Market Sentiment and Exchange Rate Directional Forecasting 0 0 0 80 2 6 12 230
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 3 6 11 30
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 2 8 13 113
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 1 5 8 65
Public Debt and Private Consumption in OECD countries 0 0 0 60 2 11 14 178
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 6 8 69
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 4 17 35 35
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 3 14 25 319
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 2 12 15 134
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 0 7 11 67
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 9 113
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 1 6 8 145
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 10 15 168
US Inflation Dynamics on Long Range Data 0 0 0 33 0 4 8 66
US inflation dynamics on long range data 0 0 0 36 0 1 3 79
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 14 14 2 10 32 32
Total Working Papers 0 2 54 2,151 61 300 536 6,260

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 2 2 46
A re-evaluation of the term spread as a leading indicator 0 0 0 7 1 12 15 38
Are BRICS exchange rates chaotic? 0 0 0 3 0 3 8 34
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 0 4 10 16
Asymmetric effects of government spending shocks during the financial cycle 0 0 1 52 0 2 6 176
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 2 9 13 16
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 0 4 9 34
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 1 9 100 1 14 45 354
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 1 1 4 0 4 8 27
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 3 9 2 8 22 49
Fiscal shocks and asymmetric effects: A comparative analysis 0 0 2 7 0 5 13 40
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 1 2 0 2 5 12
Forecasting Credit Ratings of EU Banks 0 0 0 2 2 4 6 30
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 0 0 2 39 3 11 16 124
Forecasting the U.S. real house price index 0 0 1 38 0 7 10 171
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 0 3 9 15
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 1 3 7 94
Forecasting transportation demand for the U.S. market 1 1 2 20 4 7 17 83
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 0 9 11 18
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 0 1 6 1 6 9 30
Gold Against the Machine 0 0 1 4 0 6 12 32
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 4 6 17
Industry momentum and reversals in stock markets 1 2 2 18 3 11 21 53
Intrinsic decompositions in gold forecasting 0 0 3 10 2 7 15 25
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 1 2 2 19 24 31
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 2 4 5 40
Market sentiment and exchange rate directional forecasting 0 0 0 0 1 10 14 46
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 1 6 8 28
Persistence of economic uncertainty: a comprehensive analysis 0 0 1 15 0 5 14 46
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 0 12 0 11 20 82
Public debt and private consumption in OECD countries 0 1 1 15 1 6 11 65
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk 0 1 2 2 1 11 17 17
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 0 1 4 27
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 0 3 4 78
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 1 5 9 46
The depreciation of the pound post-Brexit: Could it have been predicted? 1 1 1 24 3 12 19 125
The judiciary system as a productivity factor; the European experience 0 0 0 10 1 7 11 40
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 1 4 11
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 0 8 21 106
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 1 3 0 4 7 23
US inflation dynamics on long-range data 0 0 0 4 1 5 7 36
Total Journal Articles 3 8 39 520 36 265 494 2,381

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Statistics updated 2026-03-04