Access Statistics for Ioannis A. Venetis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 1 42 1 1 10 94
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 1 2 12 193
Co-movement and global factors in sovereign bond yields 0 0 2 16 2 3 26 55
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 0 0 15 69
Dynamic Factor Models in gretl. The DFM package 0 1 10 314 1 6 36 647
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 32 0 1 21 239
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 0 0 14 567
Smooth transition models and arbitrage consistency 0 0 0 0 0 0 9 43
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 0 0 9 302
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 84 0 0 5 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 0 0 10 50
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 0 258 1 1 7 1,969
Total Working Papers 0 1 16 1,097 6 14 174 4,689


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) 0 0 1 8 0 2 22 65
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 3 8 195
Co-movement and global factors in sovereign bond yields 0 0 0 0 1 1 13 13
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 1 10 177
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 0 1 28 1 1 19 151
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 1 1 13 203
Factor decomposition of disaggregate inflation: the case of Greece 1 1 1 10 1 1 16 35
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 0 0 9 15 0 1 36 70
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 0 9 371
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 0 152 0 1 10 492
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 0 0 6 55
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 1 121 0 1 9 315
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 1 1 16 59
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 2 108 1 1 21 357
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 0 1 8 306
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 1 117 0 2 14 336
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 1 1 11 19
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 0 0 7 87
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 0 0 1 14 0 1 10 51
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 0 2 74 0 0 21 320
Unit roots and trend breaks in the Greek labor market 0 0 0 5 0 1 10 33
Total Journal Articles 1 1 19 1,002 7 21 289 3,710
3 registered items for which data could not be found


Statistics updated 2026-09-10