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 2 3 39
Are BRICS Exchange Rates Chaotic? 0 0 0 39 4 5 6 146
Asymmetric Fiscal Policy Shocks 0 0 0 33 0 0 0 76
Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia 0 0 0 11 0 1 6 45
Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate 1 1 1 399 2 2 2 907
Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 0 0 0 57 1 1 3 90
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach 0 0 0 9 4 5 10 169
Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 19 2 2 2 102
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 3 5 11 102
Fiscal shocks and asymmetric effects: a comparative analysis 0 0 1 11 1 1 3 74
Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? 0 0 0 61 3 7 17 156
Forecasting daily and monthly exchange rates with machine learning techniques 0 0 3 311 1 1 10 807
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 2 7
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 45 1 2 3 214
Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques 0 0 0 41 0 0 1 167
Forecasting the U.S. Real House Price Index 0 1 1 46 1 3 4 80
Forecasting the U.S. Real House Price Index 0 0 0 51 3 3 4 254
Forecasting the U.S. Real House Price Index 0 0 0 48 0 1 3 154
Forecasting the U.S. Real House Price Index 0 0 0 31 2 3 4 124
Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection 0 0 0 68 2 2 3 183
Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data 0 0 0 37 2 6 11 126
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 4 14 40
Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data 0 0 0 38 2 2 4 74
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 0 5 0 0 6 18
Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments 0 1 18 18 4 11 20 20
Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach 0 0 0 65 0 0 2 69
Market Sentiment and Exchange Rate Directional Forecasting 0 0 1 80 1 2 9 224
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 4 8 24
Persistence of Economic Uncertainty: A Comprehensive Analysis 0 0 0 18 1 2 5 105
Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks 0 0 0 16 1 1 4 60
Public Debt and Private Consumption in OECD countries 0 0 0 60 2 3 4 167
Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains 0 0 0 22 0 0 2 63
Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility 0 0 14 14 4 9 18 18
The Depreciation of the Pound Post-Brexit: Could it have been Predicted? 0 0 0 87 1 2 13 305
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 41 1 2 4 60
The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach 0 0 0 47 3 3 3 122
The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model 0 0 0 40 2 2 6 110
The Term Premium as a Leading Macroeconomic Indicator 0 0 0 28 0 1 3 139
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 2 3 6 158
US Inflation Dynamics on Long Range Data 0 0 0 33 3 4 5 62
US inflation dynamics on long range data 0 0 0 36 0 0 2 78
Unraveling Financial Fragility of Global Markets Using Machine Learning 0 1 14 14 3 7 22 22
Total Working Papers 1 4 53 2,149 67 114 268 5,960

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 0 44
A re-evaluation of the term spread as a leading indicator 0 0 0 7 0 1 3 26
Are BRICS exchange rates chaotic? 0 0 0 3 2 3 5 31
Are real interest rates a monetary phenomenon? Evidence from 700 years of data 0 0 0 0 2 4 6 12
Asymmetric effects of government spending shocks during the financial cycle 0 1 1 52 0 2 5 174
Deciphering the U.S. metropolitan house price dynamics 0 0 0 0 1 4 6 7
Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data 0 0 0 5 2 4 5 30
Dynamic connectedness of uncertainty across developed economies: A time-varying approach 0 0 8 99 6 12 34 340
Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability 0 0 0 3 2 4 5 23
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 1 1 4 9 5 8 17 41
Fiscal shocks and asymmetric effects: A comparative analysis 0 0 2 7 0 1 8 35
Forecasting Bitcoin returns: is there a role for the US–China trade war? 0 0 2 2 0 0 10 10
Forecasting Credit Ratings of EU Banks 0 0 0 2 0 2 3 26
Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 1 2 2 39 1 2 7 113
Forecasting the U.S. real house price index 0 0 1 38 0 1 5 164
Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 0 0 0 2 1 6 6 12
Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection 0 0 0 19 3 3 4 91
Forecasting transportation demand for the U.S. market 0 0 2 19 7 8 12 76
Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data 0 0 0 2 0 1 2 9
Geopolitical Risk as a Determinant of Renewable Energy Investments 0 0 1 6 2 2 4 24
Gold Against the Machine 0 0 1 4 1 3 8 26
Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 0 0 0 2 1 1 3 13
Industry momentum and reversals in stock markets 0 0 0 16 3 4 11 42
Intrinsic decompositions in gold forecasting 1 2 3 10 2 5 8 18
Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks 0 0 2 2 3 3 12 12
Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach 0 0 0 10 1 1 1 36
Market sentiment and exchange rate directional forecasting 0 0 0 0 2 3 4 36
Oil Market Efficiency under a Machine Learning Perspective 0 0 0 3 1 1 2 22
Persistence of economic uncertainty: a comprehensive analysis 0 1 1 15 3 4 9 41
Point and density forecasts of oil returns: The role of geopolitical risks 0 0 0 12 2 3 11 71
Public debt and private consumption in OECD countries 0 0 0 14 1 2 6 59
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 1 1 4 6 6 6
Spillover of sentiment in the European Union: Evidence from time- and frequency-domains 0 0 0 3 1 2 5 26
Testing Exchange Rate Models in a Small Open Economy: an SVR Approach 0 0 0 19 0 1 1 75
The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach 0 0 0 8 0 2 5 41
The depreciation of the pound post-Brexit: Could it have been predicted? 0 0 1 23 0 2 8 113
The judiciary system as a productivity factor; the European experience 0 0 1 10 1 2 5 33
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 2 5 10
Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data 0 2 4 27 1 4 19 98
UK macroeconomic volatility: Historical evidence over seven centuries 0 0 1 3 0 2 3 19
US inflation dynamics on long-range data 0 0 0 4 0 1 2 31
Total Journal Articles 3 10 38 512 61 122 281 2,116

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Statistics updated 2025-12-06