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 2 84
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 0 4 181
Co-movement and global factors in sovereign bond yields 0 2 2 16 1 6 15 35
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 0 2 2 56
Dynamic Factor Models in gretl. The DFM package 2 3 11 307 7 11 36 622
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 2 3 9 221
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 4 5 7 558
Smooth transition models and arbitrage consistency 0 0 0 0 1 1 2 35
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 1 1 1 96 1 2 4 295
The long memory story of ex post real interest rates. Can it be supported? 0 0 0 83 1 1 3 457
The long memory story of real interest rates. Can it be supported? 1 1 1 7 3 3 4 43
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 2 258 0 2 5 1,964
Total Working Papers 4 7 19 1,088 20 36 93 4,551

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 8 1 3 5 46
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 1 3 5 190
Co-movement and global factors in sovereign bond yields 0 0 0 0 1 1 1 1
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 1 3 168
Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock 0 0 0 27 0 3 5 135
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 3 5 8 24
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 1 2 5 8 3 8 26 42
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 0 1 362
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 1 152 1 1 4 483
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 0 1 3 50
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 120 2 2 3 308
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 4 9 10 52
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 1 106 1 3 5 339
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 1 1 3 299
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 0 116 1 1 3 323
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 2 3 3 11
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 0 1 1 81
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 0 1 3 14 1 3 7 44
The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach 0 1 1 73 2 3 6 302
Unit roots and trend breaks in the Greek labor market 0 0 0 5 2 3 4 26
Total Journal Articles 1 5 14 988 26 55 106 3,476
3 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06