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 1 1 42 4 6 10 93
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 3 10 191
Co-movement and global factors in sovereign bond yields 0 0 2 16 1 8 25 52
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 0 7 15 69
Dynamic Factor Models in gretl. The DFM package 1 2 11 313 2 7 37 641
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 32 0 6 22 238
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 0 3 14 567
Smooth transition models and arbitrage consistency 0 0 0 0 0 1 10 43
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 0 3 10 302
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 2 10 50
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 0 258 0 0 7 1,968
Total Working Papers 1 3 17 1,096 7 46 175 4,675


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 1 7 20 63
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 1 5 192
Co-movement and global factors in sovereign bond yields 0 0 0 0 0 5 12 12
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 2 10 176
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 1 1 28 1 10 18 150
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 1 6 12 202
Factor decomposition of disaggregate inflation: the case of Greece 0 0 0 9 2 5 16 34
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 2 5 10 15 3 16 46 69
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 2 4 9 371
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 0 152 0 2 9 491
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 0 3 7 55
Non-linearity in stock index returns: the volatility and serial correlation relationship 1 1 1 121 1 2 8 314
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 0 3 15 58
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 2 108 0 7 20 356
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 0 2 8 305
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 1 117 1 1 13 334
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 0 1 10 18
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 1 2 7 87
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 0 0 2 14 0 1 12 50
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 1 2 74 2 5 23 320
Unit roots and trend breaks in the Greek labor market 0 0 0 5 0 3 9 32
Total Journal Articles 3 8 20 1,001 15 88 289 3,689
3 registered items for which data could not be found


Statistics updated 2026-06-04