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Information about:
Ioannis A. Venetis

Personal Details | Affiliation | Works
This is information that was supplied by Ioannis Venetis in registering through RePEc. If you are Ioannis A. Venetis , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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!]

  2. 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:

  3. 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:

  4. 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!]

  5. 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:

Articles

  1. 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)

  2. 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:

  3. 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)

  4. 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:

  5. 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:

  6. 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)

  7. 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, Revista Estudios de Economía Aplicada, vol. 22, pages 21, Abril. [Downloadable!] (restricted)

  8. 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)

  9. 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)

  10. 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)

  11. 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)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-EEC: European Economics (1) 2006-02-19
  2. NEP-ETS: Econometric Time Series (3) 2004-05-02 2006-02-05 2006-11-25 Author is listed
  3. NEP-FOR: Forecasting (3) 2006-02-19 2006-02-19 2006-11-25 Author is listed
  4. NEP-MAC: Macroeconomics (3) 2006-02-05 2006-02-19 2006-11-25 Author is listed
  5. NEP-MON: Monetary Economics (1) 2004-05-02
  6. NEP-POL: Positive Political Economics (1) 2006-11-25
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This page was last updated on 2008-10-8.

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