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 0 7 78
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 0 0 177
Co-movement and global factors in sovereign bond yields 0 1 2 14 0 1 12 19
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 0 0 0 54
Dynamic Factor Models in gretl. The DFM package 1 4 21 290 2 7 40 573
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 29 0 2 11 209
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 204 0 0 1 549
Smooth transition models and arbitrage consistency 0 0 0 0 0 0 1 32
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 0 95 0 0 0 291
The long memory story of ex post real interest rates. Can it be supported? 0 0 0 83 0 0 0 453
The long memory story of real interest rates. Can it be supported? 0 0 0 6 0 0 0 39
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 1 256 0 1 3 1,959
Total Working Papers 1 5 24 1,061 2 11 75 4,433


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 0 7 1 1 4 40
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 0 1 185
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 0 0 164
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 0 0 27 0 0 1 129
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 0 0 0 190
Factor decomposition of disaggregate inflation: the case of Greece 0 0 1 7 0 0 1 16
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 0 2 2 2 2 8 12 12
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 0 0 361
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 0 151 0 0 0 479
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 0 0 0 47
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 1 120 0 0 1 304
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 0 0 0 42
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 0 102 0 0 2 328
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 81 0 0 1 294
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 1 3 116 0 1 3 319
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 0 0 0 8
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 0 0 0 79
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 0 0 1 10 0 0 2 36
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 0 0 70 1 1 4 290
Unit roots and trend breaks in the Greek labor market 0 0 0 5 0 0 1 22
Total Journal Articles 0 3 8 966 4 11 33 3,345
3 registered items for which data could not be found


Statistics updated 2024-09-04