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 4 8 10 46
Are BRICS Exchange Rates Chaotic? 0 0 0 39 3 8 10 150
Asymmetric Fiscal Policy Shocks 0 0 0 33 4 4 4 80
Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia 0 0 0 11 2 3 7 48
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 0 2 2 400 4 8 8 913
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 3 5 7 94
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 3 11 17 176
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 5 7 7 107
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 3 10 16 109
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 1 11 0 2 4 75
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 9 17 31 170
Forecasting daily and monthly exchange rates with machine learning techniques 0 0 3 311 3 9 17 815
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 3 4 6 11
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 41 1 2 3 169
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 45 2 4 6 217
Forecasting the U.S. Real House Price Index 0 0 0 48 3 3 6 157
Forecasting the U.S. Real House Price Index 0 0 1 46 3 4 7 83
Forecasting the U.S. Real House Price Index 0 0 0 51 6 12 13 263
Forecasting the U.S. Real House Price Index 0 0 0 31 3 7 8 129
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 1 4 5 185
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 4 6 15 130
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 6 15 44
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 3 5 7 77
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 4 5 7 23
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 1 1 19 19 8 19 35 35
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 2 4 6 73
Market Sentiment and Exchange Rate Directional Forecasting 0 0 0 80 3 5 10 228
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 2 5 10 27
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 5 7 11 111
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 2 5 7 64
Public Debt and Private Consumption in OECD countries 0 0 0 60 2 11 13 176
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 5 6 8 69
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 4 17 31 31
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 8 12 22 316
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 7 13 13 132
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 5 8 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 2 4 8 112
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 4 5 7 144
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 9 12 15 168
US Inflation Dynamics on Long Range Data 0 0 0 33 2 7 9 66
US inflation dynamics on long range data 0 0 0 36 1 1 3 79
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 14 14 6 11 30 30
Total Working Papers 1 3 54 2,151 156 306 485 6,199

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 2 2 2 46
A re-evaluation of the term spread as a leading indicator 0 0 0 7 9 11 14 37
Are BRICS exchange rates chaotic? 0 0 0 3 2 5 8 34
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 2 6 10 16
Asymmetric effects of government spending shocks during the financial cycle 0 0 1 52 2 2 7 176
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 3 8 13 14
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 3 6 9 34
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 1 1 9 100 6 19 45 353
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 1 1 1 4 3 6 9 27
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 1 3 9 4 11 21 47
Fiscal shocks and asymmetric effects: A comparative analysis 0 0 2 7 2 5 13 40
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 2 2 2 2 9 12
Forecasting Credit Ratings of EU Banks 0 0 0 2 2 2 5 28
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 0 1 2 39 6 9 13 121
Forecasting the U.S. real house price index 0 0 1 38 6 7 11 171
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 9 15
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 2 5 6 93
Forecasting transportation demand for the U.S. market 0 0 2 19 2 10 14 79
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 6 9 11 18
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 0 1 6 3 7 9 29
Gold Against the Machine 0 0 1 4 5 7 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 4 5 6 17
Industry momentum and reversals in stock markets 1 1 1 17 3 11 18 50
Intrinsic decompositions in gold forecasting 0 1 3 10 5 7 13 23
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 1 2 4 20 22 29
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 2 3 3 38
Market sentiment and exchange rate directional forecasting 0 0 0 0 5 11 13 45
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 5 6 7 27
Persistence of economic uncertainty: a comprehensive analysis 0 0 1 15 1 8 14 46
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 0 12 5 13 21 82
Public debt and private consumption in OECD countries 0 1 1 15 3 6 11 64
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 5 14 16 16
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 1 2 6 27
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 3 3 4 78
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 4 4 8 45
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 1 23 7 9 17 122
The judiciary system as a productivity factor; the European experience 0 0 0 10 5 7 10 39
The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model 0 0 0 1 1 1 5 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 3 9 24 106
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 1 3 3 4 7 23
US inflation dynamics on long-range data 0 0 0 4 3 4 6 35
Total Journal Articles 3 8 39 517 146 290 481 2,345

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Statistics updated 2026-02-12