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 1 27 64
Are BRICS Exchange Rates Chaotic? 0 0 0 39 0 1 15 156
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 0 4 49
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 0 0 2 400 0 0 17 922
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 0 3 13 102
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 1 26 190
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 0 1 13 113
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 2 3 24 121
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 0 11 0 1 10 83
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 0 2 36 186
Forecasting daily and monthly exchange rates with machine learning techniques 0 0 1 312 2 5 20 826
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 9 16
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 45 0 0 11 223
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 41 0 1 8 175
Forecasting the U.S. Real House Price Index 0 0 1 46 0 0 8 85
Forecasting the U.S. Real House Price Index 0 0 0 51 1 1 23 274
Forecasting the U.S. Real House Price Index 0 0 0 48 0 0 10 163
Forecasting the U.S. Real House Price Index 0 0 0 31 0 0 12 133
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 1 2 9 190
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 0 0 15 138
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 1 2 29 66
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 0 1 10 82
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 0 1 10 28
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 0 1 19 1 1 29 42
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 1 1 10 79
Market Sentiment and Exchange Rate Directional Forecasting 0 0 1 81 0 0 16 238
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 0 12 33
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 0 3 16 119
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 0 7 66
Public Debt and Private Consumption in OECD countries 0 0 0 60 0 1 17 181
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 1 10 73
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 0 14 1 2 28 40
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 2 4 29 333
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 0 1 14 73
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 0 1 18 137
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 1 2 11 119
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 1 1 14 153
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 17 172
US Inflation Dynamics on Long Range Data 0 0 0 33 0 0 7 66
US inflation dynamics on long range data 0 0 0 36 0 1 3 81
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 0 14 0 1 23 39
Total Working Papers 0 0 6 2,153 14 46 644 6,509

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 17 42
Are BRICS exchange rates chaotic? 0 0 0 3 0 1 11 39
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 0 3 14 23
Asymmetric effects of government spending shocks during the financial cycle 0 0 0 52 1 2 7 181
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 1 5 22 26
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 0 0 9 36
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 1 5 104 0 3 33 365
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 1 4 0 0 9 28
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 1 9 1 1 21 55
Fiscal shocks and asymmetric effects: A comparative analysis 0 0 0 7 0 0 8 43
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 0 2 0 1 7 17
Forecasting Credit Ratings of EU Banks 0 0 0 2 0 2 10 35
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 0 0 3 40 0 2 20 131
Forecasting the U.S. real house price index 0 0 0 38 2 6 18 181
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 1 2 15 23
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 0 0 10 98
Forecasting transportation demand for the U.S. market 0 0 1 20 1 2 19 88
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 0 1 15 23
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 0 6 12 0 2 30 52
Gold Against the Machine 0 0 1 5 0 0 13 37
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 10 22
Industry momentum and reversals in stock markets 0 1 3 19 0 4 30 69
Intrinsic decompositions in gold forecasting 0 1 3 11 1 4 22 35
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 1 1 3 1 2 27 36
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 0 1 8 43
Market sentiment and exchange rate directional forecasting 0 0 0 0 0 2 20 53
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 0 1 10 31
Persistence of economic uncertainty: a comprehensive analysis 0 0 0 15 0 0 11 49
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 1 13 0 1 21 89
Public debt and private consumption in OECD countries 0 0 1 15 0 1 11 69
Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk 1 1 2 3 2 3 24 25
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 1 4 0 0 7 31
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 0 0 6 80
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 0 0 14 53
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 1 24 0 3 23 135
The judiciary system as a productivity factor; the European experience 0 0 0 10 0 1 15 46
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 1 2 0 0 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 1 27 1 3 20 115
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 0 3 0 1 25 42
US inflation dynamics on long-range data 0 0 0 4 0 2 10 41
Total Journal Articles 1 5 33 539 13 65 630 2,647

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11