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- Visiting Scholar, Finance Dept., 2011, Ross School of Business, University of Michigan, Ann Arbor, MI.
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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.
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Master's Degree (M.A.), 1996
Thesis Title "The Canadian Laffer Curve"
Department of Economics
University of Saskatchewan, Canada.
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B.A. in Economics, 1991
Department of Economics
University of Macedonia, Greece
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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:
DUTH Research Papers in Economics
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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