Vasilios Plakandaras

Democritus University of Thrace

University Campus

Komotini, 69100

Greece

SCHOLARLY PAPERS

20

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Scholarly Papers (20)

1.

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

Number of pages: 15 Posted: 31 Jan 2014
Vasilios Plakandaras, Periklis Gogas and Theophilos Papadimitriou
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 509 (51,248)

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2.

Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques

Number of pages: 14 Posted: 22 Jun 2017 Last Revised: 28 Jun 2017
Vasilios Plakandaras, Theophilos Papadimitriou and Periklis Gogas
Democritus University of Thrace, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 356 (78,990)

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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 215 (134,930)

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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 169 (168,220)

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house prices, forecasting, machine learning, Support Vector Regression

5.

The Effects of Brexit on the Pound: Towards a Currency Crisis?

Number of pages: 14 Posted: 24 Jul 2017
Vasilios Plakandaras, Rangan Gupta and Mark E. Wohar
Democritus University of Thrace, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 125 (215,396)

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Brexit, Economic Uncertainty, Machine Learning

6.

Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques

Number of pages: 17 Posted: 31 Jan 2014
Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 118 (224,877)

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

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 108 (239,766)

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Fiscal Policy; Asymmetric Effects; VAR

8.

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 88 (274,655)

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Oil Prices, Forecasting, Machine Learning, Support Vector Machines

9.

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
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
Downloads 85 (280,540)

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Bank insolvency, SVM, local learning, feature selection

10.

Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data

Number of pages: 28 Posted: 24 Jul 2017
Vasilios Plakandaras, Juncal Cunado, Rangan Gupta and Mark E. Wohar
Democritus University of Thrace, University of Navarra - Faculty of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 48 (377,156)

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Dynamic Probit Models, Support Vector Machines, U.S. Recessions

11.

Common Stochastic Trends and the Ricardian Equivalence in the OECD

Number of pages: 30 Posted: 03 Feb 2014
Periklis Gogas, Vasilios Plakandaras and Theophilos Papadimitriou
Democritus University of Thrace - Department of Economics, Democritus University of Thrace and Department of Economics, Democritus University of Thrace
Downloads 36 (420,688)

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

12.

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 25 (470,492)

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output growth, inflation, uncertainty, causality

13.

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
Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras
Department of Economics, Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Democritus University of Thrace
Downloads 18 (508,822)

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

14.

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 18 (508,822)

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

15.

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 12 (542,255)

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

16.

Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from over 150 Years of Data

Empirical Economics, Forthcoming
Number of pages: 50 Posted: 26 Nov 2018
Democritus University of Thrace, University of Pretoria - Department of Economics, Aristotle University of Thessaloniki - Department of Economics and University of Nebraska at Omaha
Downloads 8 (564,789)

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time-varying VAR, house prices, macroeconomic shocks

17.

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

Number of pages: 23 Posted: 26 Nov 2018
Vasilios Plakandaras, Periklis Gogas and Theophilos Papadimitriou
Democritus University of Thrace, Democritus University of Thrace - Department of Economics and Department of Economics, Democritus University of Thrace
Downloads 7 (570,317)

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Feldstein-Horioka Puzzle, Investment, Savings, International Economics

18.

Dynamic Connectedness of Uncertainty Across Developed Economies: A Time-Varying Approach

Economics Letters, Forthcoming
Number of pages: 34 Posted: 26 Nov 2018
David Gabauer, Vasilios Plakandaras, Rangan Gupta and Nikolaos Antonakakis
Johannes Kepler University, Democritus University of Thrace, University of Pretoria - Department of Economics and Vienna University of Economics and Business
Downloads 5 (581,847)

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Economic Policy Uncertainty, Time-Varying Model, Connectedness Index

19.

An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data

Number of pages: 29 Posted: 26 Nov 2018
Vasilios Plakandaras, Rangan Gupta and Mark E. Wohar
Democritus University of Thrace, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 4 (587,853)

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Time-Varying VAR, Macroeconomic Shocks

20.

Are BRICS Exchange Rates Chaotic?

Applied Economics Letters, Forthcoming
Number of pages: 9 Posted: 26 Nov 2018
Vasilios Plakandaras, Rangan Gupta, Luis A. Gil-Alana and Mark E. Wohar
Democritus University of Thrace, University of Pretoria - Department of Economics, University of Navarra - Department of Economics and University of Nebraska at Omaha
Downloads 3 (594,846)

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Exchange Rate, Chaos, Lyapunov Exponent