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 5 83
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 1 4 181
Co-movement and global factors in sovereign bond yields 0 0 1 14 2 4 11 29
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 0 0 0 54
Dynamic Factor Models in gretl. The DFM package 0 2 14 302 2 7 36 606
ESTAR model with multiple fixed points. Testing and Estimation 0 1 3 32 0 2 9 216
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 1 205 0 0 4 553
Smooth transition models and arbitrage consistency 0 0 0 0 0 0 1 33
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 0 95 1 1 2 293
The long memory story of ex post real interest rates. Can it be supported? 0 0 0 83 0 1 3 456
The long memory story of real interest rates. Can it be supported? 0 0 0 6 0 0 1 40
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 1 2 258 0 1 3 1,961
Total Working Papers 0 4 21 1,079 5 17 79 4,505

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 0 1 4 43
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 2 2 187
Co-movement and global factors in sovereign bond yields 0 0 0 0 0 0 0 0
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 0 2 166
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 0 0 27 0 0 3 132
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 2 9 0 0 2 18
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 1 2 4 6 1 4 17 24
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 1 1 362
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 1 1 152 0 3 3 482
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 1 1 2 49
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 120 0 0 2 306
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 0 1 1 43
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 1 4 106 0 1 8 336
Purchasing power parity over two centuries: trends and nonlinearity 0 0 1 82 1 2 4 298
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 0 116 1 1 3 322
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 1 80
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 1 1 3 13 1 1 3 39
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 0 2 72 0 0 8 297
Unit roots and trend breaks in the Greek labor market 0 0 0 5 0 0 1 23
Total Journal Articles 2 5 17 983 5 18 67 3,405
3 registered items for which data could not be found
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Statistics updated 2025-07-04