Venetis Ioannis

Associate Professor
Office Hours: 
(Postgraduate Studetns) Wednesday 14:00 - 17:00
Building PAM 11

Theoretical econometrics with emphasis in non-stationary time series, long memory time series and nonlinear time series models

Applied econometrics with emphasis in time series macro-econometrics and time series financial econometrics. In particular,

  • Nonlinear models (threshold and smooth transition types)
  • Trend structural breaks
  • VAR models, causality and structural breaks
  • Conditional heteroscedasticity models
  • Structural breaks in volatility
  • Autoregressive conditional Poisson models
  • Autoregressive conditional duration models


  • BA in Economics,     Dep. of Economics, University of Macedonia, Greece, 1994.
  • MΑ in Economics,    Dep. of Economics, University of Essex, U.K, 1996.
  • Ph.D. in Economics, Dep. of Economics, University of Essex, U.K,  2000.

Field of Expertise