Ioannis A. Venetis

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Affiliations

• University of Patras / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Dynamic Factor Models in gretl. The DFM package (RePEc:anc:wgretl:7)
  by Riccardo (Jack) Lucchetti & Ioannis A. Venetis
• Smooth Transition Models and Arbitrage Consistency (RePEc:bla:econom:v:72:y:2005:i:287:p:413-430)
  by David A. Peel & Ioannis A. Venetis
• Unknown item RePEc:bla:econom:v:72:y:2005:i:3:p:413-430 (article)
• Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS (RePEc:bla:obuest:v:65:y:2003:i:4:p:421-437)
  by Ivan Paya & Ioannis A. Venetis & David A. Peel
• Transmission Chains Of Economic Uncertainty On Macroeconomic Activity: New Empirical Evidence (RePEc:cup:macdyn:v:23:y:2019:i:8:p:3355-3385_11)
  by Salamaliki, Paraskevi K. & Venetis, Ioannis A.
• Non-linearity in stock index returns: the volatility and serial correlation relationship (RePEc:eee:ecmode:v:22:y:2005:i:1:p:1-19)
  by Venetis, Ioannis A. & Peel, David
• Deterministic impulse response in a nonlinear model. An analytical expression (RePEc:eee:ecolet:v:95:y:2007:i:3:p:315-319)
  by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.
• Long memory in log-range series: Do structural breaks matter? (RePEc:eee:empfin:v:33:y:2015:i:c:p:104-113)
  by Chatzikonstanti, Vasiliki & Venetis, Ioannis A.
• Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock (RePEc:eee:eneeco:v:39:y:2013:i:c:p:108-121)
  by Salamaliki, Paraskevi K. & Venetis, Ioannis A.
• Predicting real growth and the probability of recession in the Euro area using the yield spread (RePEc:eee:intfor:v:21:y:2005:i:2:p:261-277)
  by Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan
• Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach (RePEc:eee:reveco:v:12:y:2003:i:2:p:187-206)
  by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.
• Unknown item RePEc:eme:jespps:jes-12-2013-0194 (article)
• Unit roots and trend breaks in the Greek labor market (RePEc:eme:jespps:v:42:y:2015:i:4:p:641-658)
  by Ioannis A Venetis & Paraskevi K Salamaliki
• Factor decomposition of disaggregate inflation: the case of Greece (RePEc:ids:ijcome:v:11:y:2021:i:1:p:37-62)
  by Nikolaos A. Krimpas & Paraskevi K. Salamaliki & Ioannis A. Venetis
• Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread (RePEc:ivi:wpasad:2004-31)
  by Ivan Paya & Agustín Duarte & Ioannis A. Venetis
• Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting (RePEc:ivi:wpasad:2004-41)
  by Ivan Paya & David A. Peel & Ioannis A. Venetis
• The Long Memory Story Of Real Interest Rates. Can It Be Supported? (RePEc:ivi:wpasad:2005-01)
  by Ivan Paya & Agustín Duarte & Ioannis A. Venetis
• Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting (RePEc:jof:jforec:v:23:y:2004:i:5:p:373-384)
  by Ioannis A. Venetis & David A. Peel & Ivan Paya
• Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns (RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09724-7)
  by Paraskevi K. Salamaliki & Ioannis A. Venetis
• The political economy of unemployment and threshold effects. A nonlinear time series approach (RePEc:kee:kerpuk:2006/21)
  by Ruthira Naraidoo & Patrick Minford & Ioannis A. Venetis
• Smooth transition models and arbitrage consistency (RePEc:lan:wpaper:566786)
  by D Peel & I A Venetis
• The long memory story of real interest rates. Can it be supported? (RePEc:lan:wpaper:578952)
  by I A Venetis & A Duarte & I Paya
• ESTAR model with multiple fixed points. Testing and Estimation (RePEc:lan:wpaper:599093)
  by I A Venetis & I Paya & D Peel
• Unknown item RePEc:lrk:eeaart:22_1_8 (article)
• Co-movement and global factors in sovereign bond yields (RePEc:pra:mprapa:115801)
  by Venetis, Ioannis & Ladas, Avgoustinos
• Smooth transition trends and labor force participation rates in the United States (RePEc:spr:empeco:v:46:y:2014:i:2:p:629-652)
  by Paraskevi Salamaliki & Ioannis Venetis
• On inter-arrival times of bond market extreme events. An application to seven European markets (RePEc:spr:jecfin:v:39:y:2015:i:4:p:717-741)
  by Vasileios Siakoulis & Ioannis Venetis
• The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach (RePEc:spr:jopoec:v:26:y:2013:i:1:p:109-145)
  by Paraskevi Salamaliki & Ioannis Venetis & Nicholas Giannakopoulos
• Estimates of US monetary policy rules with allowance for changes in the output gap (RePEc:taf:apeclt:v:11:y:2004:i:10:p:601-605)
  by D. A. Peel & I. Paya & I. Venetis
• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:3:p:155-163 (article)
• Purchasing power parity over two centuries: trends and nonlinearity (RePEc:taf:applec:v:35:y:2003:i:5:p:609-617)
  by D. A. Peel & I. A. Venetis
• The long memory story of ex post real interest rates. Can it be supported? (RePEc:wpa:wuwpem:0404004)
  by Ioannis A. Venetis & Agustin Duarte & Ivan Paya
• A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) (RePEc:zbw:ifwedp:20205)
  by Lucchetti, Riccardo & Venetis, Ioannis A.
• A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012) (RePEc:zbw:ifweej:202014)
  by Lucchetti, Riccardo & Venetis, Ioannis A.
• Distinguishing between long-range dependence and deterministic trends (RePEc:zbw:sfb475:200316)
  by Sibbertsen, Philipp & Venetis, Ioannis