Venetis Ioannis

Associate Professor
Office Hours: 
Wed 10:00 - 12:00
Thu 10:00 - 11:00

Main research interests: (a) Theoretical time series econometrics with emphasis on unit roots, trend structural breaks, parametric nonlinear models (threshold and smooth transition types),  (b) Applied Macroeconometrics (time series applications on aggregate macroeconomic and financial time series and macroeconomic forecasting) with emphasis on the use of VAR models (c) Applied time series Financial Econometrics with emphasis placed on the description of volatility in univariate finacial time series.


  • PhD University of Essex, 2000
  • M.A.University of Essex, 1996

Field of Expertise

Theoretical and Applied Econometrics with emphasis on time-series analysis (non-stationarity, non-linear models)

Detailed CV