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) 1 2 32 32 3 9 22 22
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 1 1 34 0 2 4 174
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 0 1 3 49
Dynamic Factor Models in gretl. The DFM package 8 19 62 129 19 44 153 247
ESTAR model with multiple fixed points. Testing and Estimation 0 0 1 22 1 5 28 127
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 1 2 198 1 2 11 530
Smooth transition models and arbitrage consistency 0 0 0 0 0 1 4 27
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 1 1 1 95 1 1 5 285
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 82 1 3 9 444
The long memory story of real interest rates. Can it be supported? 0 0 0 6 1 1 7 33
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 2 253 0 0 5 1,946
Total Working Papers 10 24 102 859 27 69 251 3,884


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 1 1 1 3 8 8 8
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 3 3 27 0 4 13 180
Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability 0 0 1 129 0 7 15 2,683
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 54 0 0 3 160
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 1 2 22 1 3 9 114
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 56 0 1 2 182
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 91 0 1 2 353
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 0 151 0 0 3 479
Long memory in log-range series: Do structural breaks matter? 0 0 1 8 0 1 8 41
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 1 118 0 0 7 298
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 1 2 2 7 31
Predicting real growth and the probability of recession in the Euro area using the yield spread 1 2 4 94 1 3 17 293
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 80 0 0 4 289
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 2 108 1 5 14 295
Smooth Transition Models and Arbitrage Consistency 0 0 0 0 0 1 5 5
Smooth transition trends and labor force participation rates in the United States 0 0 0 14 0 1 4 71
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 1 1 2 2 2 7 10 10
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 1 1 66 3 5 10 253
Unit roots and trend breaks in the Greek labor market 0 0 1 5 0 0 2 20
Total Journal Articles 2 9 19 1,027 13 49 143 5,765


Statistics updated 2020-09-04