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My authors Follow this authorIoannis A. Venetis
Personal Details
First Name: | Ioannis |
Middle Name: | A. |
Last Name: | Venetis |
Suffix: | |
RePEc Short-ID: | pve55 |
| |
https://sites.google.com/site/ioannisavenetis/ | |
Ioannis A. Venetis, Professor University of Patras, School of Economics and Business, Department of Economics University Campus, Rio, 26504, Greece | |
+30 2610 962582 | |
Terminal Degree: | 2000 Economics Department; University of Essex (from RePEc Genealogy) |
Affiliation
Department of Economics
University of Patras
Patras, Greecehttp://www.econ.upatras.gr/
RePEc:edi:depatgr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020.
"A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012),"
Economics Discussion Papers
2020-5, Kiel Institute for the World Economy (IfW Kiel).
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-14.
- Riccardo (Jack) Lucchetti & Ioannis A. Venetis, 2019. "Dynamic Factor Models in gretl. The DFM package," gretl working papers 7, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- I A Venetis & I Paya & D Peel, 2009. "ESTAR model with multiple fixed points. Testing and Estimation," Working Papers 599093, Lancaster University Management School, Economics Department.
- Ruthira Naraidoo & Patrick Minford & Ioannis A. Venetis, 2006. "The political economy of unemployment and threshold effects. A nonlinear time series approach," Keele Economics Research Papers KERP 2006/21, Centre for Economic Research, Keele University.
- Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2005.
"The Long Memory Story Of Real Interest Rates. Can It Be Supported?,"
Working Papers. Serie AD
2005-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- I A Venetis & A Duarte & I Paya, 2006. "The long memory story of real interest rates. Can it be supported?," Working Papers 578952, Lancaster University Management School, Economics Department.
- D Peel & I A Venetis, 2005.
"Smooth transition models and arbitrage consistency,"
Working Papers
566786, Lancaster University Management School, Economics Department.
- David A. Peel & Ioannis A. Venetis, 2005. "Smooth Transition Models and Arbitrage Consistency," Economica, London School of Economics and Political Science, vol. 72(287), pages 413-430, August.
- Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2004.
"Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread,"
Working Papers. Serie AD
2004-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan, 2005. "Predicting real growth and the probability of recession in the Euro area using the yield spread," International Journal of Forecasting, Elsevier, vol. 21(2), pages 261-277.
- Ioannis A. Venetis & Agustin Duarte & Ivan Paya, 2004. "The long memory story of ex post real interest rates. Can it be supported?," Econometrics 0404004, University Library of Munich, Germany.
- Ivan Paya & David A. Peel & Ioannis A. Venetis, 2004.
"Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting,"
Working Papers. Serie AD
2004-41, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Ioannis A. Venetis & David A. Peel & Ivan Paya, 2004. "Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 373-384.
- Sibbertsen, Philipp & Venetis, Ioannis, 2003. "Distinguishing between long-range dependence and deterministic trends," Technical Reports 2003,16, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
Articles
- Paraskevi K. Salamaliki & Ioannis A. Venetis, 2024. "Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns," Open Economies Review, Springer, vol. 35(2), pages 323-361, April.
- Nikolaos A. Krimpas & Paraskevi K. Salamaliki & Ioannis A. Venetis, 2021. "Factor decomposition of disaggregate inflation: the case of Greece," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 11(1), pages 37-62.
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020.
"A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012),"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-14.
- Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers 2020-5, Kiel Institute for the World Economy (IfW Kiel).
- Salamaliki, Paraskevi K. & Venetis, Ioannis A., 2019. "Transmission Chains Of Economic Uncertainty On Macroeconomic Activity: New Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3355-3385, December.
- Vasileios Siakoulis & Ioannis Venetis, 2015. "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 717-741, October.
- Chatzikonstanti, Vasiliki & Venetis, Ioannis A., 2015. "Long memory in log-range series: Do structural breaks matter?," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 104-113.
- Ioannis A Venetis & Paraskevi K Salamaliki, 2015. "Unit roots and trend breaks in the Greek labor market," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(4), pages 641-658, September.
- Paraskevi Salamaliki & Ioannis Venetis, 2014. "Smooth transition trends and labor force participation rates in the United States," Empirical Economics, Springer, vol. 46(2), pages 629-652, March.
- Salamaliki, Paraskevi K. & Venetis, Ioannis A., 2013. "Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock," Energy Economics, Elsevier, vol. 39(C), pages 108-121.
- Paraskevi Salamaliki & Ioannis Venetis & Nicholas Giannakopoulos, 2013. "The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(1), pages 109-145, January.
- Venetis, Ioannis A. & Paya, Ivan & Peel, David A., 2007. "Deterministic impulse response in a nonlinear model. An analytical expression," Economics Letters, Elsevier, vol. 95(3), pages 315-319, June.
- Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan, 2005.
"Predicting real growth and the probability of recession in the Euro area using the yield spread,"
International Journal of Forecasting, Elsevier, vol. 21(2), pages 261-277.
- Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2004. "Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread," Working Papers. Serie AD 2004-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- David A. Peel & Ioannis A. Venetis, 2005.
"Smooth Transition Models and Arbitrage Consistency,"
Economica, London School of Economics and Political Science, vol. 72(287), pages 413-430, August.
- D Peel & I A Venetis, 2005. "Smooth transition models and arbitrage consistency," Working Papers 566786, Lancaster University Management School, Economics Department.
- Venetis, Ioannis A. & Peel, David, 2005. "Non-linearity in stock index returns: the volatility and serial correlation relationship," Economic Modelling, Elsevier, vol. 22(1), pages 1-19, January.
- Ioannis A. Venetis & David A. Peel & Ivan Paya, 2004.
"Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 373-384.
- Ivan Paya & David A. Peel & Ioannis A. Venetis, 2004. "Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting," Working Papers. Serie AD 2004-41, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- D. A. Peel & I. Paya & I. Venetis, 2004. "Estimates of US monetary policy rules with allowance for changes in the output gap," Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 601-605.
- Venetis, Ioannis A. & Paya, Ivan & Peel, David A., 2003. "Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach," International Review of Economics & Finance, Elsevier, vol. 12(2), pages 187-206.
- Ivan Paya & Ioannis A. Venetis & David A. Peel, 2003. "Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 421-437, September.
- D. A. Peel & I. A. Venetis, 2003.
"Purchasing power parity over two centuries: trends and nonlinearity,"
Applied Economics, Taylor & Francis Journals, vol. 35(5), pages 609-617.
RePEc:lrk:eeaart:22_1_8 is not listed on IDEAS
RePEc:taf:apfiec:v:14:y:2004:i:3:p:155-163 is not listed on IDEAS
RePEc:bla:econom:v:72:y:2005:i:3:p:413-430 is not listed on IDEAS
RePEc:eme:jespps:jes-12-2013-0194 is not listed on IDEAS
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (5) 2004-05-02 2006-02-05 2006-11-25 2019-01-28 2020-03-30. Author is listed
- NEP-FOR: Forecasting (3) 2006-02-19 2006-02-19 2006-11-25
- NEP-MAC: Macroeconomics (3) 2006-02-05 2006-02-19 2006-11-25
- NEP-ECM: Econometrics (1) 2020-03-30
- NEP-EEC: European Economics (1) 2006-02-19
- NEP-IFN: International Finance (1) 2023-01-23
- NEP-MON: Monetary Economics (1) 2004-05-02
- NEP-ORE: Operations Research (1) 2020-03-30
- NEP-POL: Positive Political Economics (1) 2006-11-25
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