Similar Search Results

Testing exchange rate models in a small open economy : an SVR approach

Papadimitriou, Theophilos; Gkonkas, Periklēs; … - In: Bulletin of applied economics 3 (2016) 2, pp. 9-29

Persistent link: https://www.econbiz.de/10011668838

The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach

Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121

Persistent link: https://www.econbiz.de/10011729092

Testing purchasing power parity in a DFA rolling Hurst framework : the case of 23 OECD countries

Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Applied financial economics 23 (2013) 16/18, pp. 1399-1406

Persistent link: https://www.econbiz.de/10010259398

Forecasting bank credit ratings

Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 195-209

Persistent link: https://www.econbiz.de/10010337459

Forecasting bank failures and stress testing : a machine learning approach

Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: International journal of forecasting 34 (2018) 3, pp. 440-455

Persistent link: https://www.econbiz.de/10012031002

The North American natural gas liquids markets are chaotic

Serletis, Apostolos; Gkonkas, Periklēs - In: The energy journal 20 (1999) 1, pp. 83-103

Persistent link: https://www.econbiz.de/10001256172

Revenue smoothing in an ARMIA framework : evidence from the United States

Gkonkas, Periklēs; Serletis, Apostolos - In: New trends in macroeconomics : with 38 tables, (pp. 79-88). 2005

Persistent link: https://www.econbiz.de/10003022214

Divisia monetary aggregates, the great ratios, and classical money demand functions

Serletis, Apostolos; Gkonkas, Periklēs - In: Journal of money, credit and banking : JMCB 46 (2014) 1, pp. 229-241

Persistent link: https://www.econbiz.de/10010464132

Are there asymmetries in fiscal policy shocks?

Gkonkas, Periklēs; Pragidis, Ioannis - In: Journal of economic studies 42 (2015) 2, pp. 303-321

Persistent link: https://www.econbiz.de/10011349028

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

Plakandaras, Vasilios - 2018

In this paper, we study the effect of macroeconomic shocks in the determination of house prices. Focusing on the U.S. and the U.K. housing market, we employ time-varying Vector Autoregression models using Bayesian methods covering the periods of 1830-2016 and 1845-2016 respectively. We consider...

Persistent link: https://www.econbiz.de/10012908615