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JOURNAL PUBLICATIONS

Forthcoming (2)

"International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach", with N. Antonakakis, T. Papadimitriou and G. Sarantitis, Physica A, forthcoming. Impact Factor 1.732.

“Convergence of European Business Cycles: A Complex Networks Approach”, with T. Papadimitriou and G. Sarantitis, Computational Economics, forthcoming. Impact Factor 0.483.


2015 (8)

“Are there Asymmetries in Fiscal Policy Shocks”, with I. Pragidis, Journal of Economic Studies, Vol. 42(2), pp. 303-321, 2015. ABDC list B ranking.

“Forecasting daily and monthly exchange rates with machine learning techniques”, with T. Papadimitriou and V. Plakandaras, Journal of Forecasting, Vol. 34(7), pp. 560-573, November 2015, Impact Factor 0.946.

“Yield Curve Point Triplets in Recession Forecasting”, with E. Chrysanthidou and T. Papadimitriou, International Finance, vol. 18(2), pp.207-226, Summer 2015, Impact Factor 0.722.

"Yield curve and Recession Forecasting in a Machine Learning Framework", with T. Papadimitriou, M.A. Matthaiou and E. Chrysanthidou, Computational Economics, vol. 45(4), pp. 635-645, April 2015. Impact Factor 0.483.

“U.S. inflation dynamics on long range data“, with Vasilios Plakandaras, Rangan Gupta and Theophilos Papadimitriou (2015), Applied Economics, vol. 47 (36), pp. 3874-3890. Impact Factor 0.518.

“Forecasting the U.S. Real House Price Index”, with T. Papadimitriou, V. Plakandaras and R. Gupta, Economic Modelling, vol. 45, pp. 259-267, 2015. Impact Factor 0.736.

“Market Sentiment and Exchange Rate Directional Forecasting”, with V. Plakandaras, T. Papadimitriou and K. Diamantaras, Algorithmic Finance, vol. 4, no 1-2, 2015. 

“Asymmetric Fiscal Policy Shocks”, with I. Pragidis, V. Plakandaras, T. Papadimitriou, Journal of Economic Asymmetries, vol. 12(1), pp 23-32, 2015.


2014 (4)

"Public Debt and Private Consumption in OECD countries", with T. Papadimitriou and V. Plakandaras, Journal of Economic Asymmetries, vol. 11, pp. 1-7.

“Forecasting Energy Markets using Support Vector Machines”, with T. Papadimitriou, E. Stathakis, Energy Economics, Vol. 44, 2014, pp. 135-142, July 2014. Impact Factor 2.580.

“Forecasting Bank Credit Ratings”, Journal of Risk Finance, with T. Papadimitriou and A. Agrapetidou, vol. 15 (2), p.195-209, 2014.

“Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions”, Journal of Money Credit and Banking, with A. Serletis, vol. 46(1), p. 229-241, 2014. Impact Factor 0.954.


2013 (9)

“Exchange Rate Forecasting and Support Vector Regressions”, Economics and Finance Notes, vol. 2(2), pp. 1-13, 2013.

“Testing Purchasing Power Parity theory in a DFA Framework and Rolling Hurst Exponent: the case of 23 OECD Countries”, with T. Papadimitriou and G. Sarantitis, Applied Financial Economics, 23 (17), p.1399-1046, 2013. 

“Business Cycle Synchronization in the European Union: The Effect of the Common Currency”, Journal of Business Cycle Measurement and Analysis (OECD), p. 1-14, 2013.

“Complex Networks and Banking Systems Supervision”, Physica A: Statistical mechanics and its Applications, with T. Papadimitriou and B. Tabak, 392 (19), p. 4429-4434, 2013. Impact Factor 1.722.

“Forecasting the Insolvency of U.S. Banks  Using  Support  Vector  Machines  (SVM)  based  on  Local  Learning  Feature  Selection”, Journal of Computational Economics and Econometrics, with T. Papadimitriou, V. Plakandaras and J. Mourmouris, 3(1/2), p. 83-90, 2013.

''Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach'', with T. Papadimitriou and E. Takli, Economics Bulletin, 33(2), pp. 1101-1115, 2013.

"Directional forecasting in financial time series using support vector machines: the USD/Euro exchange rate", with V. Plakandaras and T. Papadimitriou, Journal of Computational Optimization in Economics and Finance, 5 (2), 2013.

“Optimum Currency Areas within the US and Canada a Data Analysis Approach” Journal of Computational Optimization in Economics and Finance, with E. Chrysanthidou and T. Papadimitriou, 5(1), 2013. 

“Interest Rates, Leverage, and Money”, with A. Serletis and K. Istiak, Open Economies Review, 24, p. 51-78, 2013. Impact Factor 0.321.


2012 (3)

“Economic Viability and Macroeconomic Impact of the Burgas - Alexandroupolis Pipeline”, with J.K. Mourmouris and T. Papadimitriou, International Journal of Economics and Management Engineering, 2(1) p. 37-62, 2012.

“Episodic Nonlinearity in Leading Global Currencies”, with A. Serletis, A. Malliaris and M. Hinich, Open Economies Review, 23, p. 337-357, 2012. Impact Factor 0.321.

“GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries”, with I. Pragidis, Journal of Economics and Finance, 36(1), p. 226-237, 2012.


2011 (1)

“Does the Interest Risk Premium Predict Housing Prices?”, with Ioannis Pragidis, International Journal of Economic Research, 8(1), p. 1-10, 2011.


2010 (3)

“The Interest Rate Spread as a Forecasting Tool of Greek Industrial Production”, with Ioannis Pragidis, International Journal of Business Policy and Economics, 3(1), 2010.

“Forecast Evaluation in Daily Commodities Futures Markets”, with Apostolos Serletis, International Journal of Financial Markets and Derivatives, 1(2), 2010.

“Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity”, with Dionisios Chionis and Ioannis Pragidis, International Advances in Economic Research, 16(1), February 2010.


2009 (2)

“Forecasting in Inefficient Commodity Markets", with Apostolos Serletis, Journal of Economic Studies, 36(4), 2009.

“Does Financial Market Liberalization Increase the Degree of Market Efficiency? The Case of the Athens Stock Exchange”, with Daniel Cajueiro and Benjamin Tabak, International Review of Financial Analysis, 18(1), 2009.


2008 and older (6)

“The Feldstein-Horioka Puzzle in an ARIMA Framework", with Apostolos Serletis, Journal of Economic Studies, vol. 34, no. 3, 2007.

“Long-Horizon Regression Tests of the Theory of Purchasing Power Parity”, with Apostolos Serletis, Journal of Banking and Finance 28, 1961-1985, 2004. Impact Factor 1.362.

“Purchasing Power Parity Nonlinearity and Chaos’’, with Apostolos Serletis, Applied Financial Economics 10, 615-622, 2000.

“The North American Natural Gas Markets are Chaotic”, with Apostolos Serletis, The Energy Journal, 20, 83-103, 1999. Impact Factor 1.402.

“Chaos in East European Black Market Exchange Rates” with Apostolos Serletis, Research in Economics 51, 359-385, 1997.

“On the Construction of Personal, Corporate and Effective Overall Marginal Tax Rates for Canada (1977-1992)’’, Saskatchewan Journal of Economics, 1, 1997.


BOOKS and BOOK CHAPTERS

Papadimitriou, Th., Gogas, P. and Sarantitis G.A. (2014) “European Business Cycle Synchronization: a Complex Network Perspective”. Network Models in Economics and Finance, Springer.

Papadimitriou, Th., Gogas, P. and Sarantitis G.A. (2014) “Business Cycle Convergence: A Survey of Methods and Models”. Mathematics without Boundaries: surveys in interdisciplinary research, Springer.

Gogas, P., Papadimitriou, Th. and Matthaiou M.A. (2014), “A Novel Banking Supervision Method using the Minimum Dominating Set”. Network Models in Economics and Finance, Springer.

“A Guide to Entrepreneurship – Analysis of Basic Concepts and Tools”, with I. Pragidis, Loukakis Publications, 2014.

“The Framework of the World Economic Crisis”, in “The Greek Economy from the EMU to the Bailout”, with E. Takli, Livanis Publishers, 2014.

“Modern Business – Tools for Entrepreneurial Analysis”, with I. Praggdis, Dionicos Publishers, 2010.

“The Economics of Money Banking and Financial Markets Testbank”, accompanying volume of the book by F. Mishkin and A. Serletis, 3rd Canadian Edition, Pearson – Addison Wesley, 2008.

“Liberalization of the Financial Sector in Transition Economies”, Economics of Transition, T. Pelagidis, K. Hazakis (eds.), Papazisis Publications, 2009. Chapter.

“The North American Natural Gas Markets are Chaotic”, with Apostolos Serletis, Quantitative and Empirical Analysis of Energy Markets. World Scientific Series on Energy and Resource Economics - Vol. 1, Apostolos Serletis (ed.), 2007.

“The Revenue Smoothing Hypothesis in an ARIMA Framework: Evidence from the United States”, with Apostolos Serletis, New Trends in Macroeconomics, Claude Diebolt, Catherine Kyrtsou et al. (eds.), Springer Verlag, 2005.