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Details about Ioannis A. Venetis

E-mail:
Homepage:https://sites.google.com/site/ioannisavenetis/
Phone:+30-2610-969964
Postal address:Ioannis A. Venetis, Associate Professor, Department of Economics, University of Patras, University Campus, Rio 26504, Greece
Workplace:Department of Economics, University of Patras, (more information at EDIRC)

Access statistics for papers by Ioannis A. Venetis.

Last updated 2021-03-07. Update your information in the RePEc Author Service.

Short-id: pve55


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Working Papers

2020

  1. A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (1)
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2020)

2019

  1. Dynamic Factor Models in gretl. The DFM package
    gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali Downloads View citations (1)

2009

  1. ESTAR model with multiple fixed points. Testing and Estimation
    Working Papers, Lancaster University Management School, Economics Department Downloads View citations (1)

2006

  1. The long memory story of real interest rates. Can it be supported?
    Working Papers, Lancaster University Management School, Economics Department Downloads
    Also in Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) (2005) Downloads
  2. The political economy of unemployment and threshold effects. A nonlinear time series approach
    Keele Economics Research Papers, Centre for Economic Research, Keele University Downloads

2005

  1. Smooth transition models and arbitrage consistency
    Working Papers, Lancaster University Management School, Economics Department View citations (12)
    See also Journal Article in Economica (2005)

2004

  1. ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (5)
    See also Journal Article in Journal of Forecasting (2004)
  2. PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) Downloads View citations (7)
    See also Journal Article in International Journal of Forecasting (2005)
  3. The long memory story of ex post real interest rates. Can it be supported?
    Econometrics, University Library of Munich, Germany Downloads

2003

  1. Distinguishing between long-range dependence and deterministic trends
    Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen Downloads View citations (10)

Journal Articles

2020

  1. A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)
    Economics - The Open-Access, Open-Assessment E-Journal, 2020, 14, 1-14 Downloads
    See also Working Paper (2020)

2019

  1. TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE
    Macroeconomic Dynamics, 2019, 23, (8), 3355-3385 Downloads View citations (1)

2015

  1. Long memory in log-range series: Do structural breaks matter?
    Journal of Empirical Finance, 2015, 33, (C), 104-113 Downloads View citations (2)
  2. On inter-arrival times of bond market extreme events. An application to seven European markets
    Journal of Economics and Finance, 2015, 39, (4), 717-741 Downloads
  3. Unit roots and trend breaks in the Greek labor market
    Journal of Economic Studies, 2015, 42, (4), 641-658 Downloads View citations (4)

2014

  1. Smooth transition trends and labor force participation rates in the United States
    Empirical Economics, 2014, 46, (2), 629-652 Downloads View citations (4)

2013

  1. Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock
    Energy Economics, 2013, 39, (C), 108-121 Downloads View citations (14)
  2. The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach
    Journal of Population Economics, 2013, 26, (1), 109-145 Downloads View citations (3)

2007

  1. Deterministic impulse response in a nonlinear model. An analytical expression
    Economics Letters, 2007, 95, (3), 315-319 Downloads View citations (2)

2005

  1. Non-linearity in stock index returns: the volatility and serial correlation relationship
    Economic Modelling, 2005, 22, (1), 1-19 Downloads View citations (3)
  2. Predicting real growth and the probability of recession in the Euro area using the yield spread
    International Journal of Forecasting, 2005, 21, (2), 261-277 Downloads View citations (32)
    See also Working Paper (2004)
  3. Smooth Transition Models and Arbitrage Consistency
    Economica, 2005, 72, (287), 413-430 Downloads View citations (1)
    See also Working Paper (2005)

2004

  1. Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
    Journal of Forecasting, 2004, 23, (5), 373-384 Downloads View citations (4)
    See also Working Paper (2004)
  2. Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability
    Estudios de Economia Aplicada, 2004, 22, 21 Downloads
  3. Estimates of US monetary policy rules with allowance for changes in the output gap
    Applied Economics Letters, 2004, 11, (10), 601-605 Downloads View citations (5)
  4. Further empirical analysis of the time series properties of financial ratios based on a panel data approach
    Applied Financial Economics, 2004, 14, (3), 155-163 Downloads View citations (6)

2003

  1. Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
    Oxford Bulletin of Economics and Statistics, 2003, 65, (4), 421-437 Downloads View citations (36)
  2. Purchasing power parity over two centuries: trends and nonlinearity
    Applied Economics, 2003, 35, (5), 609-617 Downloads View citations (24)
  3. Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach
    International Review of Economics & Finance, 2003, 12, (2), 187-206 Downloads View citations (31)
 
Page updated 2021-04-27