Ioannis A. Venetis : Citation Profile


Are you Ioannis A. Venetis?

University of Patras

7

H index

7

i10 index

221

Citations

RESEARCH PRODUCTION:

19

Articles

10

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 13
   Journals where Ioannis A. Venetis has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (2.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve55
   Updated: 2022-10-01    RAS profile: 2022-02-10    
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Relations with other researchers


Works with:

Lucchetti, Riccardo (Jack) (3)

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)

Mayoral, Laura (5)

pragidis, ioannis (5)

Gogas, Periklis (5)

MORANA, CLAUDIO (4)

Boysen-Hogrefe, Jens (4)

Daouli, Joan (3)

Salamaliki, Paraskevi (3)

Cites to:

Reichlin, Lucrezia (18)

Peel, David (18)

Perron, Pierre (15)

Taylor, Mark (14)

Forni, Mario (13)

Bai, Jushan (13)

Hallin, Marc (13)

Giannone, Domenico (12)

Granger, Clive (11)

Estrella, Arturo (11)

Ng, Serena (9)

Main data


Where Ioannis A. Venetis has published?


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 (2022 and 2021)


YearTitle of citing document
2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo ; Casoli, Chiara. In: Working Papers. RePEc:fem:femwpa:2021.1p.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2022.

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2021DOES ECONOMIC INTEGRATION INCREASE FEMALE LABOUR FORCE PARTICIPATION? LABOUR FORCE PARTICIPATION?. (2021). Nghiem, Xuan-Hoa ; Nguyen, Tri Tung ; Narayan, Seema. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:24:y:2021:i:1a:p:1-34.

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2021ELECTRICITY, EXERGY AND ECONOMIC GROWTH IN MOZAMBIQUE, 1971 – 2014. (2021). st Aubyn, Miguel ; Huo, Teles. In: Working Papers REM. RePEc:ise:remwps:wp01702021.

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2021On the drivers of the fertility rebound. (2021). Panagiotidis, Theodore ; Mavropoulos, Georgios. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:3:d:10.1007_s10644-020-09297-2.

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2021Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4.

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2021Macroeconomic and financial implications of multi?dimensional interdependencies between OECD countries. (2021). Flores, Edgar Mata ; Sevinc, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:741-776.

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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.
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This paper has another 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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article40
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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article5
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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article15
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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article44
2004PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD.(2004) In: Working Papers. Serie AD.
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This paper has another version. Agregated cites: 44
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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article4
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 another 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 another 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
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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article24
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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paper2
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).
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This paper has another version. Agregated cites: 2
article
2003Distinguishing between long-range dependence and deterministic trends In: Technical Reports.
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paper10

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