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 1 1 5 182
Co-movement and global factors in sovereign bond yields 0 2 2 16 3 9 18 38
Distinguishing between long-range dependence and deterministic trends 0 0 0 8 1 3 3 57
Dynamic Factor Models in gretl. The DFM package 2 4 12 309 4 13 37 626
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 3 6 12 224
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 2 7 9 560
Smooth transition models and arbitrage consistency 0 0 0 0 3 4 5 38
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 1 1 96 3 5 7 298
The long memory story of ex post real interest rates. Can it be supported? 1 1 1 84 2 3 5 459
The long memory story of real interest rates. Can it be supported? 0 1 1 7 3 6 7 46
The political economy of unemployment and threshold effects. A nonlinear time series approach 0 0 2 258 1 3 6 1,965
Total Working Papers 3 9 21 1,091 26 60 116 4,577

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 5 7 10 51
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 3 5 190
Co-movement and global factors in sovereign bond yields 0 0 0 0 3 4 4 4
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 0 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 0 5 8 24
Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns 0 2 5 8 1 6 26 43
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 2 2 3 364
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 1 152 1 2 5 484
Long memory in log-range series: Do structural breaks matter? 0 0 0 8 0 0 3 50
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 120 2 4 5 310
On inter-arrival times of bond market extreme events. An application to seven European markets 0 0 0 2 2 10 12 54
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 1 106 2 4 7 341
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 2 3 5 301
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 0 116 5 6 8 328
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 1 4 4 12
Smooth transition trends and labor force participation rates in the United States 0 0 0 18 3 4 4 84
TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE 0 0 3 14 2 4 9 46
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 7 10 13 309
Unit roots and trend breaks in the Greek labor market 0 0 0 5 1 3 5 27
Total Journal Articles 0 3 14 988 39 82 144 3,515
3 registered items for which data could not be found
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Statistics updated 2026-01-09