Ioannis A. Venetis


Assistant 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 :  ivenetis@upatras.gr


Curriculum Vitae Jan 2013


Courses

courses that I teach


PhD students

Recent working papers

  • Venetis I.A & Salamaliki P.K (2012) Trend breaks in the Greek labor market and unemployment rate trend acceleration, Working paper
  • Salamaliki P.K & Venetis I.A (2011) Energy Consumption and real GDP in G-7 : multi-horizon causality testing in the presence of capital stock, 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 (2013) On inter-arrival times of bond market extreme events. An application to seven European markets, Work in progress
  • Siakoulis V.G & Venetis I.A (2011) Contagious stock crises in developing markets, Work in progress
  • Siakoulis V.G & Venetis I.A (2011) Contagious bank failures. Determinant factors and prediction, Work in progress

Published Papers

  1. Salamaliki P.K & Venetis I.A (2013) Smooth transition trends and labor force participation rates in the United States. Empirical Economics, doi: 10.1007/s00181-013-0690-9 
  2. 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 approach. Journal of Population Economics, Volume 26(1), 109-145, doi: 10.1007/s00148-012-0418-8
  3. 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
  4. 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
  5. 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
  6. Peel D.A & Venetis I.a (2005) Smooth Transition Models and Arbitrage Consistency. Economica, vol. 72(3), 413-430
  7. 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
  8. 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
  9. 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
  10. 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
  11. 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
  12. 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
  13. Peel D.A & Venetis I.A (2003) Purchasing power parity over two centuries: trends and nonlinearity. Applied Economics, vol. 35(5), 609-617



Citations

Source http://www.scopus.com, Jan 9, 2013
Author ID 6506807268
Total for 2004 - 2013 : 87
h-index: 6

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