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Efthymia Chrysanthidou

Personal Details

First Name:Efthymia
Middle Name:
Last Name:Chrysanthidoy
Suffix:
RePEc Short-ID:pch1197
Terminal Degree: Department of Economics; Democritus University of Thrace (from RePEc Genealogy)

Affiliation

Department of Economics
Democritus University of Thrace

Komotini, Greece
http://www.econ.duth.gr/
RePEc:edi:didutgr (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Gogas, Periklis & Papadimitriou , Theophilos & Matthaiou, Maria- Artemis & Chrysanthidou, Efthymia, 2014. "Yield Curve and Recession Forecasting in a Machine Learning Framework," DUTH Research Papers in Economics 8-2014, Democritus University of Thrace, Department of Economics.
  2. Chrysanthidou, Efthimia & Gogas, Periklis & Papadimitriou, Theophilos, 2012. "Optimum Currency Areas within the US and Canada a Data Analysis Approach," DUTH Research Papers in Economics 4-2012, Democritus University of Thrace, Department of Economics.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Gogas, Periklis & Papadimitriou , Theophilos & Matthaiou, Maria- Artemis & Chrysanthidou, Efthymia, 2014. "Yield Curve and Recession Forecasting in a Machine Learning Framework," DUTH Research Papers in Economics 8-2014, Democritus University of Thrace, Department of Economics.

    Cited by:

    1. Plakandaras, Vasilios & Gupta, Rangan & Papadimitriou, Theophilos & Gogas, Periklis, 2014. "Forecasting the U.S. Real House Price Index," DUTH Research Papers in Economics 10-2014, Democritus University of Thrace, Department of Economics.
    2. Lulin Xu & Zhongwu Li, 2021. "A New Appraisal Model of Second-Hand Housing Prices in China’s First-Tier Cities Based on Machine Learning Algorithms," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 617-637, February.
    3. Theodore Syriopoulos & Michael Tsatsaronis & Ioannis Karamanos, 2021. "Support Vector Machine Algorithms: An Application to Ship Price Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 55-87, January.
    4. Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019. "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 476-492.
    5. N. Loukeris & I. Eleftheriadis & E. Livanis, 2016. "The Portfolio Heuristic Optimisation System (PHOS)," Computational Economics, Springer;Society for Computational Economics, vol. 48(4), pages 627-648, December.
    6. Jaehyuk Choi & Desheng Ge & Kyu Ho Kang & Sungbin Sohn, 2021. "Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach," Papers 2101.09394, arXiv.org.
    7. Tölö, Eero, 2020. "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, vol. 49(C).
    8. Vrontos, Spyridon D. & Galakis, John & Vrontos, Ioannis D., 2021. "Modeling and predicting U.S. recessions using machine learning techniques," International Journal of Forecasting, Elsevier, vol. 37(2), pages 647-671.
    9. Maas, Benedikt, 2019. "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper 96408, University Library of Munich, Germany.
    10. Knut Lehre Seip & Dan Zhang, 2021. "The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model," Forecasting, MDPI, vol. 3(2), pages 1-16, May.
    11. Christos Alexakis & Michael Dowling & Konstantinos Eleftheriou & Michael Polemis, 2021. "Textual Machine Learning: An Application to Computational Economics Research," Post-Print hal-03182910, HAL.
    12. Andreas Psimopoulos, 2020. "Forecasting Economic Recessions Using Machine Learning:An Empirical Study in Six Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 18(1), pages 40-99.
    13. Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021. "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, vol. 38(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (2) 2012-10-13 2014-02-15
  2. NEP-FOR: Forecasting (1) 2014-02-15
  3. NEP-MON: Monetary Economics (1) 2012-10-13
  4. NEP-SOG: Sociology of Economics (1) 2014-02-15

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