Periklis Gogas

 

 

 

 

 

 

 

 

Education - Studies:

  • Visiting Scholar, Finance Dept., 2011,
    Ross School of Business, University of Michigan, Ann Arbor, MI.
  • Ph.D. Degree, 2000
    Dissertation Title "Purchasing Power Parity, Balanced Growth and Volatility Forecasting: An Application of Recent Developments in Time Series Analysis" Department of Economics University of Calgary, Canada.
  • Master's Degree (M.A.), 1996
    Thesis Title "The Canadian Laffer Curve" Department of Economics University of Saskatchewan, Canada.
  • B.A. in Economics, 1991
    Department of Economics University of Macedonia, Greece

Current Position: Associate Professor

Curriculum Vitae

Research Interests:

  • Macroeconomics
  • Financial Economics
  • International Economics
  • Complex & Non-Linear Dynamics

Current Research:

  • Divisia and Monetary Aggregation
  • Forecasting Business Cycles
  • Machine Learning
  • Complex Networks
  • Fiscal & Monetary Policy Asymmetries

Editor-in-Chief:

  • Economics and Finance Notes

Working Papers:

Contact Information:

Tel: +302531039555
E-mail: perrygogas@gmail.com
Address:
Department of International Economic Relations & Development
Democritus University of Thrace
University Campus
Komotini 69100
Greece

Courses Taught:

  • Undergraduate
    • Macroeconomic Theory I
    • Macroeconomic Theory II
    • Entrepreneurship Ι
    • Entrepreneurship ΙΙ
    • International Economics II
  • Graduate
    • International Finance
    • International Banking & Finance

Publications:

  • “Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions”, Journal of Money Credit and Banking, with A. Serletis, forthcoming.
  • “Business Cycle Synchronization in the European Union: The Effect of the Common Currency”, Journal of Business Cycle Measurement and Analysis (OECD), forthcoming.
  • “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.
  • “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.
  • “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.
  • “Does the Interest Risk Premium Predict Housing Prices?”, with Ioannis Pragidis, International Journal of Economic Research, 8(1), p. 1-10, 2011.
  • “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.
  • “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.
  • “The Feldstein-Horioka Puzzle in an ARIMA Framework", with Apostolos Serletis, Journal of Economic Studies, vol. 34, no. 3, 2007.
  • “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.
  • “Long-Horizon Regression Tests of the Theory of Purchasing Power Parity”, with Apostolos Serletis, Journal of Banking and Finance 28, 1961-1985, 2004.
  • “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.
  • “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.

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Contact

  • Address:Department of Economics, Demokritus University of Thrace, Panepistimioupoli Komotini, 69100, Greece

  • Telephone: 30 25310 39824,39825,39826

  • Email: secr@econ.duth.gr