Journals
Salamaliki P.K & Venetis I.A (2024). Fiscal Space and Policy Response to Financial Crises: Market Access and Deficit Concerns. Open Economies Review, 35, 323–361, https://link.springer.com/article/10.1007/s11079-023-09724-7
Venetis, I.A., & Ladas, A., (2023). Co-movement and global factors in sovereign bond yields. Bulletin of Applied Economics, 10(2), 17-45, https://doi.org/10.47260/bae/1022 (Replication material including GlobalFactors package)
Krimpas N.A & Salamaliki P.K & Venetis I.A (2021). Factor decomposition of disaggregate inflation: the case of Greece. International Journal of Computational Economics and Econometrics, Vol. 11, No. 1, 2021, 37-62, DOI: 10.1504/IJCEE.2021.111713
Lucchetti R. & Venetis I.A (2020). A replication of “A quasi-maximum likelihood approach for large, approximate dynamic factor models” (Review of Economics and Statistics, 2012). Economics: The Open-Access, Open-Assessment E-Journal, 14 (2020-14), 1–14, DOI: 10.5018/economics-ejournal.ja.2020-14
Salamaliki P.K & Venetis I.A (2019). Transmission chains of economic uncertainty on macroeconomic activity: new empirical evidence. Macroeconomic Dynamics, Vol. 23, Iss 8, December, 3355-3385
Venetis I.A & Salamaliki P.K (2015). Unit roots and trend breaks in the Greek labor market. Journal of Economic Studies, Vol. 42, Iss 4, 641-658
Siakoulis V.G & Venetis I.A (2015). On inter-arrival times of bond market extreme events. An application to seven European markets. Journal of Economics and Finance, Volume 39, Issue 4, 717-741
Chatzikonstanti V & Venetis I.A (2015). Long memory in log-range series: Do structural breaks matter? Journal of Empirical Finance, 33, 104-113
Salamaliki P.K & Venetis I.A (2014). Smooth transition trends and labor force participation rates in the United States. Empirical Economics, March 2014, Volume 46, Issue 2, 629-652
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
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
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
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
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
Peel D.A & Venetis I.A (2005). Smooth Transition Models and Arbitrage Consistency. Economica, vol. 72(3), 413-430
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
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
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
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
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
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
Peel D.A & Venetis I.A (2003). Purchasing power parity over two centuries: trends and nonlinearity. Applied Economics, vol. 35(5), 609-617