Ioannis A. Venetis : Citation Profile


Are you Ioannis A. Venetis?

University of Patras

7

H index

7

i10 index

240

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 12
   Journals where Ioannis A. Venetis has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (2.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve55
   Updated: 2024-01-16    RAS profile: 2023-07-08    
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Relations with other researchers


Works with:

Lucchetti, Riccardo (Jack) (3)

Salamaliki, Paraskevi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ioannis A. Venetis.

Is cited by:

Peel, David (19)

Paya, Ivan (17)

Bahmani-Oskooee, Mohsen (11)

Chang, Tsangyao (7)

pragidis, ioannis (5)

Gogas, Periklis (5)

Mayoral, Laura (5)

MORANA, CLAUDIO (4)

Wu, Jyh-lin (4)

Boysen-Hogrefe, Jens (4)

Salamaliki, Paraskevi (3)

Cites to:

Peel, David (19)

Reichlin, Lucrezia (18)

Bai, Jushan (15)

Perron, Pierre (15)

Taylor, Mark (15)

Hallin, Marc (13)

Forni, Mario (13)

Giannone, Domenico (12)

Estrella, Arturo (11)

Diebold, Francis (11)

Ng, Serena (10)

Main data


Where Ioannis A. Venetis has published?


Journals with more than one article published# docs
Journal of Economic Studies2

Working Papers Series with more than one paper published# docs
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)3
Working Papers / Lancaster University Management School, Economics Department3

Recent works citing Ioannis A. Venetis (2024 and 2023)


YearTitle of citing document
2023Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158.

Full description at Econpapers || Download paper

2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

Full description at Econpapers || Download paper

2023Life cycle cost assessment and economic analysis of a decentralized wastewater treatment to achieve water sustainability within the framework of circular economy. (2023). Batlles-Delafuente, Ana ; Lakho, Fida Hussain ; Lopez-Serrano, Maria J. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:103-133.

Full description at Econpapers || Download paper

2023A tale of two recession-derivative indicators. (2023). Yang, Cheng ; Lahiri, Kajal. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02361-6.

Full description at Econpapers || Download paper

2023Nowcasting the state of the Italian economy: The role of financial markets. (2023). Silvestrini, Andrea ; Ceci, Donato. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1569-1593.

Full description at Econpapers || Download paper

Works by Ioannis A. Venetis:


YearTitleTypeCited
2019Dynamic Factor Models in gretl. The DFM package In: gretl working papers.
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paper1
2005Smooth Transition Models and Arbitrage Consistency In: Economica.
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article12
2005Smooth transition models and arbitrage consistency.(2005) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2003Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS In: Oxford Bulletin of Economics and Statistics.
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article41
2019TRANSMISSION CHAINS OF ECONOMIC UNCERTAINTY ON MACROECONOMIC ACTIVITY: NEW EMPIRICAL EVIDENCE In: Macroeconomic Dynamics.
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article1
2005Non-linearity in stock index returns: the volatility and serial correlation relationship In: Economic Modelling.
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article3
2007Deterministic impulse response in a nonlinear model. An analytical expression In: Economics Letters.
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article2
2015Long memory in log-range series: Do structural breaks matter? In: Journal of Empirical Finance.
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article6
2013Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock In: Energy Economics.
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article18
2005Predicting real growth and the probability of recession in the Euro area using the yield spread In: International Journal of Forecasting.
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article50
2004PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD.(2004) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50
paper
2003Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach In: International Review of Economics & Finance.
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article31
2015Unit roots and trend breaks in the Greek labor market In: Journal of Economic Studies.
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article0
2015Unit roots and trend breaks in the Greek labor market In: Journal of Economic Studies.
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article4
2021Factor decomposition of disaggregate inflation: the case of Greece In: International Journal of Computational Economics and Econometrics.
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article1
2004ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING In: Working Papers. Serie AD.
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paper5
2004Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting.(2004) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 5
article
2005THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? In: Working Papers. Serie AD.
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paper0
2006The long memory story of real interest rates. Can it be supported?.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2009ESTAR model with multiple fixed points. Testing and Estimation In: Working Papers.
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paper2
2004Curva 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. In: Estudios de Economia Aplicada.
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article0
2022Co-movement and global factors in sovereign bond yields In: MPRA Paper.
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paper0
2014Smooth transition trends and labor force participation rates in the United States In: Empirical Economics.
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article4
2015On inter-arrival times of bond market extreme events. An application to seven European markets In: Journal of Economics and Finance.
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article0
2013The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approach In: Journal of Population Economics.
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article5
2004Estimates of US monetary policy rules with allowance for changes in the output gap In: Applied Economics Letters.
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article5
2004Further empirical analysis of the time series properties of financial ratios based on a panel data approach In: Applied Financial Economics.
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article6
2003Purchasing power parity over two centuries: trends and nonlinearity In: Applied Economics.
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article30
2004The long memory story of ex post real interest rates. Can it be supported? In: Econometrics.
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paper0
2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012) In: Economics Discussion Papers.
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paper3
2020A replication of A quasi-maximum likelihood approach for large, approximate dynamic factor models (Review of Economics and Statistics, 2012).(2020) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2003Distinguishing between long-range dependence and deterministic trends In: Technical Reports.
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paper10

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