Publications

Most of my papers are also available in their corresponding WP version in SSRN. Replication codes will gradually be added here

Journal papers

  1. Vasilios Plakandaras, Juncal Cunado, Rangan Gupta and Mark E. Wohar (2017, forthcoming) "Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-evaluation Using Historical Data", International Finance.
  2. Theophilos Papadimitriou, Vasilios Plakandaras, Periklis Gogas and Rangan Gupta (2017) “The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach“, Journal of Forecasting, vol. 36(2), pp. 109-121.
  3. Vasilios Plakandaras, Rangan Gupta and Mark Wohar (2017) “The depreciation of the pound post-Brexit: Could it have been predicted?“, Finance Research Letters, vol. 21, pp. 206-213.
  4. Theophilos Papadimitriou, Periklis Gogas and Vasilios Plakandaras (2016) “ Testing Exchange Rate models in a Small Open Economy: an SVR approach, Bulletin of Economic Research, vol. 3(2), pp. 6-29.
  5. Vasilios Plakandaras, Theophilos Papadimitriou and Periklis Gogas (2015) “Forecasting monthly and daily exchange rates with machine learning methodologies“, Journal of Forecasting, vol. 34 (7), pp. 560-573. replication codes
  6. Vasilios Plakandaras, Theophilos Papadimitriou, Gogas Periklis and Diamantaras Konstantinos (2015) Market Sentiment and Exchange Rate Directional Forecasting,Algorithmic Finance, vol. 4, no 1-2, pp. 69-79.
  7. Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimiriou (2015) “Forecasting the U.S. Real House Price Index“, Economic Modelling, vol. 45, pp. 259-267.
  8. Vasilios Plakandaras, Rangan Gupta, Periklis Gogas and Theophilos Papadimitriou (2015) “U.S. inflation dynamics on long range data“, Applied Economics, vol. 47 (36), pp. 3874-3890.
  9. Ioannis Pragidis, Gogas Periklis, Vasilios Plakandaras and Theophilos Papadimitriou (2015) “Fiscal shocks and asymmetric effects: a comparative analysis, Journal of Economic Asymmetries,vol. 12(1), pp. 23-32.
  10. Gogas Periklis, Plakandaras Vasilios and Papadimitriou Theophilos (2014) Public Debt and Private Consumption in OECD Countries, Journal of Economic Asymmetries, vol.11, pp. 1-7.
  11. Vasilios Plakandaras, Theophilos Papadimitriou and Periklis Gogas (2013) Directional forecasting in financial time series using support vector machines: the USD/ Euro exchange rate, Journal of Computational Optimization in Economics and Finance, 5 (2), pp. 125-138.
  12. Theophilos Papadimitriou, Periklis Gogas, Vasilios Plakandaras and John C. Mourmouris (2013),Forecasting the Insolvency of US Banks with local based variable selection and SVM International Journal of Computational Economics and Econometrics, vol 3(1/2), pp. 83-90.



Conference papers

  • Pragidis I., Plakandaras V. and Karapistoli E. "On the prediction of the direction of the EUROSTOXX 50 index", 1st IFIN seminar, Firenze 2016. pdf
  • Vasilios Plakandaras, Theophilos Papadimitriou and Periklis Gogas, “Monetary exchange rate models in a small open economy with alternative inflation expectations“, 79th IAES conference, Milan, March 2015. presentation slides
  • Theophilos Papadimitriou, Periklis Gogas, Vasilios Plakandaras and Rangan Gupta, “U.S. inflation dynamics on the long run“, International Conference on Business and Economics, Athens, February 2015. presentation slides
  • Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras, “Forecasting monthly and daily exchange rates with machine learning techniques”,77th International Economic Conference, Philadelphia, MA, US, October, 2013.
  • Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras, “Forecasting US/EUR daily nad monthly exchange rates with machine learning techniques”,76th International Economic Conference, Vienna, April, 2013.
  • Periklis Gogas, Theophilos Papadimitriou and Vasilios Plakandaras, “Common Stochastic trends nad the Ricardian Equivalence in the OECD”,76th International Economic Conference, Vienna, April, 2013.
  • Periklis Gogas, Theophilos Papadimitriou, Ioannis Mourmouris and Vasilios Plakandaras, “Predicting the insolvency of U.S. banks using Support Vector Machines”,76th International Economic Conference, Vienna, April, 2013.
  • Vasilios Plakandaras, Theophilos Papadimitriou, and Periklis Gogas, “Directional Forecasting in Financial TimeSeries using Support Vector Machines: the USD/Euro Exchange Rate”, 2nd Conference of the Financial Engineering and Banking Society (FEBS),Athens, 2011.