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

38

DOWNLOADS
Rank 18,363

SSRN RANKINGS

Top 18,363

in Total Papers Downloads

2,628

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Ideas:
“  Artificial Intelligence in Economics and Finance, Complex Economics and Financial Networks  ”

Scholarly Papers (38)

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 Department of Economics, Democritus University of Thrace
Downloads 535 (51,331)

Abstract:

Loading...

2.

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, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 461 (61,951)

Abstract:

Loading...

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

3.

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, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Alexander Technological Educational Institute of Thessaloniki
Downloads 234 (131,898)

Abstract:

Loading...

4.

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 Department of Economics, Democritus University of Thrace
Downloads 172 (175,645)

Abstract:

Loading...

house prices, forecasting, machine learning, Support Vector Regression

5.

Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Number of pages: 17 Posted: 31 Jan 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 121 (233,761)

Abstract:

Loading...

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

6.

Oil Market Efficiency Under a Machine Learning Perspective

Forecasting, Forthcoming
Number of pages: 18 Posted: 26 Nov 2018
Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace
Downloads 113 (245,680)

Abstract:

Loading...

Oil Prices, Forecasting, Machine Learning, Support Vector Machines

7.

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 Department of Economics, Democritus University of Thrace
Downloads 113 (247,232)

Abstract:

Loading...

Fiscal Policy; Asymmetric Effects; VAR

8.

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

Number of pages: 27 Posted: 09 Dec 2013
Ioannis Pragidis, Periklis Gogas and Benjamin M. Tabak
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and FGV/EPPG
Downloads 112 (248,854)
Citation 1

Abstract:

Loading...

Taylor rule, monetary policy, nonlinear effects, LSTAR

9.

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

Physica A: Statistical Mechanics and its Applications, September 2017
Number of pages: 27 Posted: 28 Jun 2015 Last Revised: 26 Nov 2017
Democritus University of Thrace - Department of Economics, University of Pretoria - Department of Economics, University of Nevada, Las Vegas - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 74 (322,302)
Citation 1

Abstract:

Loading...

Income inequality, graph theory, US states

10.

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

Number of pages: 20 Posted: 29 Jan 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 73 (324,709)

Abstract:

Loading...

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

11.

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, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 64 (348,401)

Abstract:

Loading...

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

12.

Forecasting Electricity Price Spikes Using Support Vector Machines

Number of pages: 27 Posted: 22 Jun 2017 Last Revised: 19 Jul 2018
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 57 (369,100)

Abstract:

Loading...

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

13.

Analysis of Network Topology Using the Threshold-Minimum Dominating Set

Number of pages: 21 Posted: 12 May 2014
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 54 (378,727)

Abstract:

Loading...

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

14.

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 50 (391,908)

Abstract:

Loading...

Business Cycle, Synchronisation, Eurozone

15.

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 46 (405,775)

Abstract:

Loading...

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

16.

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 Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 42 (420,524)

Abstract:

Loading...

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

17.

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, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 42 (420,524)
Citation 1

Abstract:

Loading...

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

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 Department of Economics, Democritus University of Thrace
Downloads 38 (436,515)

Abstract:

Loading...

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

19.

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 Department of Economics, Democritus University of Thrace
Downloads 31 (466,804)

Abstract:

Loading...

output growth, inflation, uncertainty, causality

20.

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, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 27 (486,900)

Abstract:

Loading...

Business cycle synchronization, Globalisation, Complex networks

21.

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, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 27 (486,900)

Abstract:

Loading...

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

22.

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
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 26 (492,342)

Abstract:

Loading...

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

23.

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
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 23 (509,096)

Abstract:

Loading...

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

24.

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 Department of Economics, Democritus University of Thrace
Downloads 21 (520,926)

Abstract:

Loading...

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

25.

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, Department of Economics, Democritus University of Thrace, Democritus University of Thrace and University of Pretoria - Department of Economics
Downloads 20 (526,800)

Abstract:

Loading...

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

26.

Business Cycle Convergence: A Survey of Methods and Models

Number of pages: 25 Posted: 06 Dec 2015
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics
Downloads 20 (526,800)

Abstract:

Loading...

Business Cycle, Convergence, Synchronization

27.

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 Pragidis
Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 14 (562,503)

Abstract:

Loading...

Fiscal Policy, Asymmetric Effects, VAR, TVAR

28.

A Re-Evaluation of the Feldstein-Horioka Puzzle in the Eurozone

Number of pages: 23 Posted: 26 Nov 2018
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 11 (581,315)

Abstract:

Loading...

Feldstein-Horioka Puzzle, Investment, Savings, International Economics

29.

On the Construction of Personal, Corporate and Effective Overall Marginal Tax Rates for Canada (1977-1992)

Number of pages: 10 Posted: 26 Aug 2019
Periklis Gogas
Democritus University of Thrace - Department of Economics
Downloads 7 (607,247)

Abstract:

Loading...

tax, Laffer curve, public economics

30.

Optimum Currency Areas within the US and Canada: A Data Analysis Approach

Journal of Computational Optimization in Economics and Finance, 2013, 5.1: 41.
Posted: 19 Sep 2019
Democritus University of Thrace - Department of Economics, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace

Abstract:

Loading...

Optimum Currency areas; Correspondence Analysis; Hierarchical Cluster Analysi

31.

A Re-Evaluation of the Term Spread as a Leading Indicator

International Review of Economics & Finance, Forthcoming
Posted: 14 Sep 2019
Democritus University of Thrace, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and University of Pretoria - Department of Economics

Abstract:

Loading...

Inflation, GDP, Forecasting, Support Vector Machines, Term Premium

32.

Public Debt and Private Consumption in OECD Countries

The Journal of Economic Asymmetries, Volume 11, June 2014, Pages 1-7
Posted: 14 Sep 2019
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace

Abstract:

Loading...

33.

Money Neutrality, Monetary Aggregates and Machine Learning

Algorithms 2019, 12(7), p.137
Posted: 21 Aug 2019
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

Abstract:

Loading...

Eurocoin, simple sum, Divisia, SVM, machine learning, forecasting, money neutrality

34.

Forecasting Bank Failures and Stress Testing: A Machine Learning Approach

Posted: 21 Sep 2017
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

Abstract:

Loading...

machine learning, bank failures, stress testing, forecasting

35.

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

Posted: 15 Mar 2014
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

Abstract:

Loading...

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

36.

Forecasting Bank Credit Ratings

Posted: 15 Feb 2014
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

Abstract:

Loading...

37.

Yield Curve and Recession Forecasting in a Machine Learning Framework

Computational Economics, 2015, 45(4), 635-645.
Posted: 02 Feb 2014 Last Revised: 11 Sep 2019
Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace - Department of Economics

Abstract:

Loading...

Yield Curve, Recession Forecasting, SVM

38.

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, 2013 Vol.3 No.1/2, pp.83 - 90
Posted: 28 Jan 2014 Last Revised: 06 Sep 2019
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics

Abstract:

Loading...

Bank insolvency, SVM, local learning, feature selection