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 0 41 0 3 4 87
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 1 7 9 188
Co-movement and global factors in sovereign bond yields 0 0 2 16 2 9 20 44
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 3 6 8 62
Dynamic Factor Models in gretl. The DFM package 1 4 13 311 2 12 39 634
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 2 11 20 232
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 1 6 12 564
Smooth transition models and arbitrage consistency 0 0 0 0 0 7 9 42
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 0 4 8 299
The long memory story of ex post real interest rates. Can it be supported? 0 1 1 84 0 4 7 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 0 5 9 48
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 1 258 0 4 8 1,968
Total Working Papers 1 5 21 1,093 11 78 153 4,629


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 10 14 56
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 1 6 191
Co-movement and global factors in sovereign bond yields 0 0 0 0 1 6 7 7
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 2 6 8 174
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 0 0 27 0 5 9 140
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 0 6 6 196
Factor decomposition of disaggregate inflation: the case of Greece 0 0 0 9 1 5 11 29
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 0 2 6 10 2 11 33 53
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 1 5 6 367
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 1 152 1 6 10 489
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 0 2 4 52
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 120 0 4 6 312
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 0 3 13 55
Predicting real growth and the probability of recession in the Euro area using the yield spread 1 2 3 108 2 10 14 349
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 0 4 7 303
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 1 1 117 1 10 12 333
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 4 6 9 17
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 0 4 5 85
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 0 0 2 14 0 5 11 49
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 0 1 73 0 13 18 315
Unit roots and trend breaks in the Greek labor market 0 0 0 5 1 3 6 29
Total Journal Articles 1 5 15 993 17 125 215 3,601
3 registered items for which data could not be found


Statistics updated 2026-03-04