Periklis Gogas

Democritus University of Thrace - Department of Economics

Associate Professor

Komotini, 69100

Greece

http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml

SCHOLARLY PAPERS

31

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Scholarly Papers (31)

1.

Directional Forecasting in Financial Time Series Using Support Vector Machines: The USD/EURO Exchange Rate

Number of pages: 15 Posted: 31 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 261 (53,572)

Abstract:

2.

Yield Curve and Recession Forecasting in a Machine Learning Framework

Number of pages: 9 Posted: 02 Feb 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of International Economics and Development and Democritus University of Thrace - Department of International Economics and Development
Downloads 112 (127,688)

Abstract:

Yield Curve, Recession Forecasting, SVM

3.

Forecasting the U.S. Real House Price Index

Number of pages: 27 Posted: 02 May 2014
Democritus University of Thrace, University of Pretoria - Department of Economics, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 96 (164,927)

Abstract:

house prices, forecasting, machine learning, Support Vector Regression

4.

Forecasting Bank Credit Ratings

Number of pages: 21 Posted: 15 Feb 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 91 (192,066)

Abstract:

5.

Fiscal Shocks and Asymmetric Effects: A Comparative Analysis

DUTH Research papers in Economics, Forthcoming
Number of pages: 21 Posted: 09 Dec 2013
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace
Downloads 87 (218,544)

Abstract:

Fiscal Policy; Asymmetric Effects; VAR

6.

Asymmetric Effects of Monetary Policy in the U.S. and Brazil

Number of pages: 27 Posted: 09 Dec 2013
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Catholic University of Brazil (UCB)
Downloads 79 (234,008)

Abstract:

Taylor rule, monetary policy, nonlinear effects, LSTAR

7.

The Slope and the Curvature of the Yield Curve in Recession Forecasting

Number of pages: 21 Posted: 15 Mar 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 52 (286,264)

Abstract:

support vector machines, yield curve, recession forecasting, GDP, machine learning

8.

Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Number of pages: 17 Posted: 31 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 51 (223,034)

Abstract:

International Financial Markets, Foreign Exchange, Support Vector Regression, Monetary Exchange Rate Models

9.

Convergence of European Business Cycles: Evidence from a Graph Theory-Based Model

Number of pages: 20 Posted: 29 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of International Economics and Development
Downloads 42 (295,535)

Abstract:

Business cycles, synchronization, convergence, Graph Theory, Network Analysis, complex economic networks, rolling window, Minimum Dominating Set

10.

Market Sentiment and Exchange Rate Directional Forecasting

Algorithmic Finance (2015), 4:1-2, 69-79
Number of pages: 12 Posted: 28 Jul 2015
Democritus University of Thrace, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Alexander Technological Educational Institute of Thessaloniki
Downloads 40 (150,439)

Abstract:

11.

Episodic Nonlinearity in Leading Global Currencies

Number of pages: 27 Posted: 08 Dec 2011
Loyola University of Chicago - Department of Economics, University of Calgary - Department of Economics, University of Texas at Austin - Applied Research Laboratories and Democritus University of Thrace - Department of Economics
Downloads 40 (354,761)

Abstract:

Global Fi…nancial markets, Currencies, Episodic nonlinearity, Conditional heteroskedasticity

12.

A Novel Banking Supervision Method Using a Threshold-Minimum Dominating Set

Number of pages: 24 Posted: 31 Jan 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 36 (308,044)

Abstract:

Complex networks, Minimum Dominating Set, Banking supervision, Interbank loans

13.

Asynchronous Business Cycles in the E.U.: The Effect of the Common Currency

Number of pages: 21 Posted: 12 Apr 2012
Periklis Gogas
Democritus University of Thrace - Department of Economics
Downloads 33 (351,524)

Abstract:

Business Cycle, Synchronisation, Eurozone

14.

Forecasting the Insolvency of U.S. Banks Using Support Vector Machines (SVM) Based on Local Learning Feature Selection

International Journal of Computational Economics and Econometrics, vol. 3(1/2),
Number of pages: 11 Posted: 28 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 28 (295,535)

Abstract:

Bank insolvency, SVM, local learning, feature selection

15.

A Novel Banking Supervision Method Using the Minimum Dominating Set

Number of pages: 14 Posted: 29 Jan 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 25 (386,679)

Abstract:

Complex networks, Minimum Dominating Set, Bank supervision, Deposits, Banking

16.

Analysis of Network Topology Using the Threshold-Minimum Dominating Set

Number of pages: 21 Posted: 12 May 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of International Economics and Development and Democritus University of Thrace - Department of International Economics and Development
Downloads 19 (368,351)

Abstract:

Networks, Graph Theory, Optimization, Threshold-Minimum Dominating Set, Minimum Spanning Tree, Bank Supervision

17.

Analyzing the Co-Movements of the US Gross State Product Growth with the Use of the Minimum Dominating Set

Number of pages: 11 Posted: 29 Jan 2014
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of International Economics and Development
Downloads 15 (441,342)

Abstract:

Graph Theory, Economic Networks, Minimum Dominating Set, Gross State Product

18.

Common Stochastic Trends and the Ricardian Equivalence in the OECD

Number of pages: 30 Posted: 03 Feb 2014
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace
Downloads 12 (402,805)

Abstract:

Ricardian equivalence, private consumption, public debt, VAR, VECM, panel cointegration tests, multivariate Johansen cointegration test

19.

Income Inequality: A State-by-State Complex Network Analysis

Physica A, Forthcoming
Number of pages: 27 Posted: 28 Jun 2015 Last Revised: 18 Jun 2017
Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 10 (336,209)

Abstract:

Income inequality, graph theory, US states

20.

US Inflation Dynamics on Long Range Data

Number of pages: 26 Posted: 02 Jul 2015
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics and Democritus University of Thrace
Downloads 6 (488,216)

Abstract:

Inflation, Persistence, Hurst exponent, Detrended Fluctuation Analysis, Lyapunov exponent

21.

Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach

Number of pages: 12 Posted: 12 Oct 2017
Democritus University of Thrace, University of Pretoria - Department of Economics, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 0 (544,333)

Abstract:

output growth, inflation, uncertainty, causality

22.

Forecasting Bank Failures and Stress Testing: A Machine Learning Approach

Number of pages: 31 Posted: 21 Sep 2017
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 0 (483,099)

Abstract:

machine learning, bank failures, stress testing, forecasting

23.

Are There Asymmetries in Fiscal Policy Shocks?

“Are there Asymmetries in Fiscal Policy Shocks”, with I. Pragidis, Journal of Economic Studies, Vol. 42(2), pp. 303-321, 2015. ,
Number of pages: 24 Posted: 22 Jun 2017
Periklis Gogas and Ioannis Chrysostomos Pragidis
Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 0 (537,135)

Abstract:

Fiscal Policy, Asymmetric Effects, VAR, TVAR

24.

The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach

Number of pages: 25 Posted: 22 Jun 2017
Democritus University of Thrace - Department of Economics, Democritus University of Thrace, Democritus University of Thrace and University of Pretoria - Department of Economics
Downloads 0 (503,603)

Abstract:

U.S. Inflation, forecasting, Support Vector Regression, LASSO

25.

Forecasting Electricity Price Spikes Using Support Vector Machines

Number of pages: 27 Posted: 22 Jun 2017
Democritus University of Thrace - Department of International Economics and Development, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 0 (472,605)

Abstract:

electricity prices, extreme value theory, exponential GARCH, multiclass, support vector machines

26.

Testing Exchange Rate Models in a Small Open Economy: An SVR Approach

P. Gogas, T. Papadimitriou and V. Plakandaras, "Testing Exchange Rate Models in a Small Open Economy: an SVR Approach", Bulletin of Applied Economics, 2016, 3(2), 9-29, December 15, 2016
Number of pages: 21 Posted: 22 Jun 2017
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 0 (498,603)

Abstract:

Exchange Rate, Forecasting, Foreign Exchange Market, Support Vector Regression, Monetary exchange rate models

27.

Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques

Number of pages: 14 Posted: 22 Jun 2017 Last Revised: 28 Jun 2017
Democritus University of Thrace, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 0 (130,683)

Abstract:

Exchange rate forecasting, Support Vector Regression, Multivariate Adaptive Regression Splines, variable selection, Ensemble Empirical Mode Decomposition, time series forecasting

28.

A Network Analysis of the United Kingdom's Consumer Price Index

Computational Economics, 2015
Number of pages: 22 Posted: 08 Dec 2016
Democritus University of Thrace - Department of International Economics and Development, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 0 (446,477)

Abstract:

Network Analysis, Threshold-Minimum Dominating Set, community detection, core inflation, consumer price index

29.

Business Cycle Convergence: A Survey of Methods and Models

Number of pages: 25 Posted: 06 Dec 2015
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of International Economics and Development
Downloads 0 (513,533)

Abstract:

Business Cycle, Convergence, Synchronization

30.

Testing Purchasing Power Parity Theory with the Hurst Exponent: The Case of 23 OECD Countries

Applied Financial Economics, 23 (17), p.1399-1046, 2013
Number of pages: 12 Posted: 06 Dec 2015
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 0 (477,851)

Abstract:

Purchasing Power Parity, Real Exchange Rates, Hurst Exponent, Rolling Window, DFA

31.

International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach

Number of pages: 18 Posted: 06 Dec 2015
Vienna University of Economics and Business, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of International Economics and Development
Downloads 0 (446,477)

Abstract:

Business cycle synchronization, Globalisation, Complex networks