Ioannis A. Venetis

Associate Professor of Econometrics

Ph.D in Economics, University of Essex, Dep. of Economics, U.K, 2000
M.A  in Economics, University of Essex, Dep. of Economics, U.K, 1996
B.A  in Economics, University of Macedonia, Dep. of Economic Sciences, Greece, 1994

Contact Details

Tel          :  +30 2610 969964 
Email :

Curriculum Vitae Mar 2013

Courses that I teach

Winter semester (13 weeks)
Mathematics for Economists I (first year compulsory course) 
Econometrics (third year compulsory course)
Spring semester (13 weeks)
Mathematics for economists II (first year compulsory course)
Applied Econometrics (optional course for third and fourth year students)

PhD graduates

Paraskevi Salamaliki (University of Konstanz)
Vasileios Siakoulis (Attica Bank SA, Greece, Senior Risk Analyst, Risk management Department)

PhD students

Ms. Vasiliki Chatzikonstanti

Recent working papers

  • Venetis I.A & Salamaliki P.K (2013) Unit roots and trend breaks in the Greek labor market , Working paper
  • Chatzikonstanti V.I & Venetis I.A (2012) Long memory in log-range series: Do structural breaks matter?Working paper
  • Chatzikonstanti V.I & Venetis I.A (2011) Testing for variance structural breaks in Athens Stock Exchange index returns, Working Paper
  • Siakoulis V.G & Venetis I.A (2011) Contagious stock crises in developing markets, Work in progress
  • Siakoulis V.G & Venetis I.A (2013) Contagious bank failures. Determinant factors and prediction, Working paper

Published Papers

  1. Salamaliki P.K & Venetis I.A (2014) Smooth transition trends and labor force participation rates in the United States. Empirical Economics, Volume 46, Issue 2, 629-652
  2. Siakoulis V.G. & Venetis I.A (2013) On inter-arrival times of bond market extreme events. An application to seven European markets. Article in Press, Journal of Economics and Finance
  3. Salamaliki P.K & Venetis I.A (2013) Energy consumption and real GDP in G-7: Multi-horizon causality testing in the presence of capital stock. Energy Economics, Volume 39, 108-121 
  4. Salamaliki P.K & Venetis I.A & Giannakopoulos N (2013) The causal relationship between female labor supply and fertility in the USA: updated evidence via a time series multi-horizon approachJournal of Population Economics, Volume 26(1), 109-145, doi: 10.1007/s00148-012-0418-8
  5. Venetis I.A & Paya I & Peel D.A (2007) Deterministic impulse response in a nonlinear model. An analytical expression. Economics Letters, vol. 95(3), 315-319
  6. Duarte A & Venetis I.A & Paya I (2005) Predicting real growth and the probability of recession in the Euro area using the yield spread. International Journal of Forecasting, vol. 21(2), 261-277
  7. Venetis I.A & Peel D.A (2005) Non-linearity in stock index returns: the volatility and serial correlation relationship. Economic Modelling, vol. 22(1), 1-19
  8. Peel D.A & Venetis I.a (2005) Smooth Transition Models and Arbitrage Consistency. Economica, vol. 72(3), 413-430
  9. Peel D.A & Paya I & Venetis I.A (2004) Estimates of US monetary policy rules with allowance for changes in the output gap. Applied Economics Letters, vol. 11(10), 601-605
  10. Duarte A & Venetis I.A & Paya 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, vol. 22(1), 1-21
  11. Peel D.A & Peel M.J & Venetis I.A (2004) Further empirical analysis of the time series properties of financial ratios based on a panel data approach. Applied Financial Economics, vol. 14(3), 155-163
  12. Venetis I.A & Peel D.A & Paya I (2004) Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. Journal of Forecasting, vol. 23(5), 373-384
  13. Venetis I.A & Paya I & Peel D.A (2003) Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach. International Review of Economics & Finance, vol. 12(2), 187-206
  14. Paya I & Venetis I.A & Peel D.A (2003) Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS. Oxford Bulletin of Economics and Statistics, vol. 65(4), 421-437
  15. Peel D.A & Venetis I.A (2003) Purchasing power parity over two centuries: trends and nonlinearity. Applied Economics, vol. 35(5), 609-617


Source, Sep 26, 2014
Author ID 6506807268
Total for 2003 - 2014 : 115 total citations by 103 documents
h-index: 6