Items where Author is "Venetis, I A"

Venetis, I A and Paya, I and Peel, D (2009) ESTAR model with multiple fixed points. Testing and Estimation. Working Paper. The Department of Economics, Lancaster University.

Venetis, I A and Paya, I and Peel, D (2007) Deterministic impulse response in a nonlinear model: an analytical expression. Economics Letters, 95 (3). pp. 315-319. ISSN 0165-1765

Venetis, I A and Duarte, A and Paya, I (2006) The long memory story of real interest rates. Can it be supported? Working Paper. The Department of Economics, Lancaster University.

Venetis, I A and Peel, D (2005) Non-linearity in stock index returns: the volatility and serial correlation relationship. Economic Modelling, 22 (1). pp. 1-19. ISSN 0264-9993

Duarte, A and Venetis, I A and Paya, I (2005) Predicting real growth and the probability of recession in the Euro-area using the yield spread. International Journal of Forecasting, 21 (2). pp. 261-277.

Peel, D and Venetis, I A (2005) Smooth transition models and arbitrage consistency. Economica, 72 (3). pp. 413-430. ISSN 0013-0427

Peel, D and Venetis, I A (2005) Smooth transition models and arbitrage consistency. Working Paper. The Department of Economics, Lancaster University.

Peel, D A and Venetis, I A (2003) Purchasing power parity over two centuries: trends and nonlinearity. Applied Economics, 35 (5). ISSN 0003-6846

Venetis, I A and Paya, I and Peel, D A (2003) Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach. International Review of Economics and Finance, 12 (2). pp. 187-206. ISSN 1059-0560