Vasilios Plakandaras

Democritus University of Thrace

University Campus

Komotini, 69100

Greece

SCHOLARLY PAPERS

22

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2,577

SSRN CITATIONS

3

CROSSREF CITATIONS

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Scholarly Papers (22)

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 540 (51,978)

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2.

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 495 (58,119)

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Brexit, Economic Uncertainty, Machine Learning

3.

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 489 (59,005)

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

4.

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 246 (128,358)

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5.

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 177 (175,093)

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house prices, forecasting, machine learning, Support Vector Regression

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 125 (233,228)

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

7.

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 124 (234,627)

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Oil Prices, Forecasting, Machine Learning, Support Vector Machines

8.

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 115 (248,060)

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Fiscal Policy; Asymmetric Effects; VAR

9.

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 55 (383,614)

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

10.

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 39 (441,790)

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

11.

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 33 (467,612)

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output growth, inflation, uncertainty, causality

12.

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 26 (503,077)

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

13.

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 23 (520,150)

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

14.

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 22 (526,108)

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

15.

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 15 (568,471)

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Exchange Rate, Chaos, Lyapunov Exponent

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 14 (574,861)

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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 13 (581,254)

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Feldstein-Horioka Puzzle, Investment, Savings, International Economics

18.

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 13 (581,254)

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Time-Varying VAR, Macroeconomic Shocks

19.

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 13 (581,254)
Citation 3

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Economic Policy Uncertainty, Time-Varying Model, Connectedness Index

20.

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

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

21.

Public Debt and Private Consumption in OECD Countries

The Journal of Economic Asymmetries, Volume 11, June 2014, Pages 1-7
Posted: 14 Sep 2019
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

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22.

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

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Bank insolvency, SVM, local learning, feature selection