Personal Details
First Name: Ioannis
Middle Name: A.
Last Name: Venetis
Suffix:
RePEc Short-ID: pve55
Email:
Homepage:
http://en.econ.upatras.gr/prosopiko/meli-dep/ioannis-a-benetis/
Postal Address: Dr Ioannis A. Venetis Assistant Professor Department of Economics University of Patras, University Campus, Rio 26504, Greece
Phone: +30-2610-969964
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- David Peel & Ivan Paya & Ioannis A. Venetis, 2009.
"ESTAR model with multiple fixed points. Testing and Estimation,"
Working Papers
005916, Lancaster University Management School, Economics Department.
[Downloadable!]
- 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.
[Downloadable!]
- David Peel & Ioannis A. Venetis, 2005.
"Smooth transition models and arbitrage consistency,"
Working Papers
002457, Lancaster University Management School, Economics Department.
Published as: - 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).
[Downloadable!]
Other versions: - Ioannis A. Venetis & Agustin Duarte & Ivan Paya, 2004.
"The long memory story of ex post real interest rates. Can it be supported?,"
Econometrics
0404004, EconWPA.
[Downloadable!]
- 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).
[Downloadable!]
Published as: - 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).
[Downloadable!]
Published as:
Articles
- 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.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
Other versions: - 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.
[Downloadable!] (restricted)
- David A. Peel & Ioannis A. Venetis, 2005.
"Smooth Transition Models and Arbitrage Consistency,"
Economica,
London School of Economics and Political Science, vol. 72(3), pages 413-430, 08.
[Downloadable!] (restricted)
Other versions: - 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 and Francis Journals, vol. 11(10), pages 601-605, August.
[Downloadable!] (restricted)
- Duarte, A. & Venetis, I. & Payá, I., 2004.
"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,"
Estudios de Economía Aplicada,
Estudios de Economía Aplicada, vol. 22, pages 21, Abril.
[Downloadable!] (restricted)
- David A. Peel & Michael J. Peel & Ioannis A. Venetis, 2004.
"Further empirical analysis of the time series properties of financial ratios based on a panel data approach,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 14(3), pages 155-163, February.
[Downloadable!] (restricted)
- 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.
[Downloadable!]
Other versions: - 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.
[Downloadable!] (restricted)
- 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, 09.
[Downloadable!] (restricted)
- D. A. Peel & I. A. Venetis, 2003.
"Purchasing power parity over two centuries: trends and nonlinearity,"
Applied Economics,
Taylor and Francis Journals, vol. 35(5), pages 609-617, March.
[Downloadable!] (restricted)
NEP Fields
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (1) 2009-03-14
- NEP-EEC: European Economics (1) 2006-02-19
- NEP-ETS: Econometric Time Series (5) 2004-05-02 2006-02-05 2006-11-25 2007-02-17 2009-03-14 Author is listed
- NEP-FOR: Forecasting (3) 2006-02-19 2006-02-19 2006-11-25 Author is listed
- NEP-MAC: Macroeconomics (4) 2006-02-05 2006-02-19 2006-11-25 2007-02-17 Author is listed
- NEP-MON: Monetary Economics (1) 2004-05-02
- NEP-POL: Positive Political Economics (1) 2006-11-25
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This page was last updated on 2009-12-2.
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