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 15 27 63
Are BRICS Exchange Rates Chaotic? 0 0 0 39 1 2 15 155
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 6 49
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 0 0 2 400 1 6 17 922
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 1 5 11 99
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 0 9 27 189
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 0 5 12 112
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 0 2 21 118
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 0 11 1 7 10 82
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 0 6 39 184
Forecasting daily and monthly exchange rates with machine learning techniques 0 1 3 312 3 5 20 821
Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023 0 0 0 1 1 3 9 16
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 45 0 3 11 223
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 41 1 5 8 174
Forecasting the U.S. Real House Price Index 0 0 1 46 0 1 8 85
Forecasting the U.S. Real House Price Index 0 0 0 51 0 3 22 273
Forecasting the U.S. Real House Price Index 0 0 0 31 0 2 12 133
Forecasting the U.S. Real House Price Index 0 0 0 48 1 5 10 163
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 1 3 7 188
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 0 2 21 138
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 15 30 64
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 0 3 11 81
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 0 3 11 27
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 0 4 19 0 2 36 41
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 0 5 10 78
Market Sentiment and Exchange Rate Directional Forecasting 0 1 1 81 1 8 20 238
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 1 2 13 33
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 0 2 14 116
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 0 0 8 66
Public Debt and Private Consumption in OECD countries 0 0 0 60 0 1 16 180
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 1 3 11 72
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 1 3 38 38
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 4 9 29 329
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 0 1 17 136
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 1 4 16 72
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 0 3 12 117
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 0 6 14 152
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 4 17 172
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 0 1 3 80
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 0 1 14 1 5 26 38
Total Working Papers 0 2 26 2,153 22 169 677 6,463

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 40
Are BRICS exchange rates chaotic? 0 0 0 3 0 4 11 38
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 1 4 14 20
Asymmetric effects of government spending shocks during the financial cycle 0 0 1 52 0 3 9 179
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 0 4 18 21
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 0 1 11 36
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 2 8 103 0 5 41 362
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 1 4 0 1 9 28
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 2 9 1 3 22 54
Fiscal shocks and asymmetric effects: A comparative analysis 0 0 1 7 1 2 12 43
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 1 2 0 3 9 16
Forecasting Credit Ratings of EU Banks 0 0 0 2 0 3 9 33
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 0 0 3 40 0 2 21 129
Forecasting the U.S. real house price index 0 0 0 38 0 3 12 175
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 0 4 15 21
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 1 4 11 98
Forecasting transportation demand for the U.S. market 0 0 1 20 0 3 18 86
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 0 3 15 22
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 5 6 12 3 16 28 50
Gold Against the Machine 1 1 1 5 2 3 15 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 4 9 21
Industry momentum and reversals in stock markets 0 0 2 18 2 10 29 65
Intrinsic decompositions in gold forecasting 0 0 3 10 1 5 20 31
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 0 2 0 3 25 34
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 0 2 7 42
Market sentiment and exchange rate directional forecasting 0 0 0 0 0 5 18 51
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 0 2 9 30
Persistence of economic uncertainty: a comprehensive analysis 0 0 1 15 0 3 14 49
Point and density forecasts of oil returns: The role of geopolitical risks 1 1 1 13 1 6 24 88
Public debt and private consumption in OECD countries 0 0 1 15 1 3 13 68
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 0 3 22 22
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 1 4 0 3 8 31
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 0 2 6 80
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 0 6 16 53
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 1 24 0 6 23 132
The judiciary system as a productivity factor; the European experience 0 0 0 10 1 4 16 45
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 2 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 2 27 1 5 22 112
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 0 3 0 16 24 41
US inflation dynamics on long-range data 0 0 0 4 0 2 9 39
Total Journal Articles 2 9 40 534 17 165 639 2,582

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Statistics updated 2026-07-10