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 0 2 6 89
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 3 4 11 191
Co-movement and global factors in sovereign bond yields 0 0 2 16 4 9 26 51
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 5 10 15 69
Dynamic Factor Models in gretl. The DFM package 0 2 10 312 2 7 36 639
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 32 4 8 23 238
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 1 4 14 567
Smooth transition models and arbitrage consistency 0 0 0 0 1 1 10 43
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 3 3 10 302
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 84 0 0 6 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 2 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 0 3 16 1,095 25 50 174 4,668


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 2 7 19 62
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 1 1 7 192
Co-movement and global factors in sovereign bond yields 0 0 0 0 1 6 12 12
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 2 4 10 176
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 1 1 1 28 6 9 17 149
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 4 5 11 201
Factor decomposition of disaggregate inflation: the case of Greece 0 0 0 9 2 4 14 32
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 1 3 8 13 10 15 44 66
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 1 3 8 369
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 1 152 2 3 11 491
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 3 3 7 55
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 120 1 1 7 313
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 2 3 16 58
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 1 3 108 4 9 21 356
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 2 2 9 305
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 1 117 0 1 12 333
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 1 5 10 18
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 1 1 6 86
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 1 1 2 74 3 3 21 318
Unit roots and trend breaks in the Greek labor market 0 0 0 5 3 4 9 32
Total Journal Articles 3 6 19 998 51 90 283 3,674
3 registered items for which data could not be found


Statistics updated 2026-05-06