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Portmanteau tests for linearity of stationary time series

Psaradakis, Zacharias G.; Vávra, Marián - 2015

Persistent link: https://www.econbiz.de/10011350561

A distance test of normality for a wide class of stationary processes

Psaradakis, Zacharias G.; Vávra, Marián - 2015

Persistent link: https://www.econbiz.de/10011350566

Bootstrap assisted tests of symmetry for dependent data

Psaradakis, Zacharias G.; Vávra, Marián - 2018

Persistent link: https://www.econbiz.de/10012134646

Normality tests for dependent data : large-sample and bootstrap approaches

Psaradakis, Zacharias G.; Vávra, Marián - 2017

Persistent link: https://www.econbiz.de/10011751320

Multivariate contemporaneous threshold autoregressive models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - 2007

Persistent link: https://www.econbiz.de/10003740624

Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes

Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - 2016

Persistent link: https://www.econbiz.de/10011610480

Bootstrap-assisted tests of symmetry for dependent data

Psaradakis, Zacharias G.; Vávra, Márian - 2018

Persistent link: https://www.econbiz.de/10011903680

The chair of the U.S. Federal Reserve and the macroeconomic causality regimes

Aksoy, Yunus; Morita, Rubens; Psaradakis, Zacharias G. - 2019

We investigate regime-dependent Granger causality between real output, inflation and monetary indicators and map with U.S. Fed Chairperson's tenure since 1965. While all monetary indicators have causal predictive content in certain time periods, we report that the Federal Funds rate (FFR) and...

Persistent link: https://www.econbiz.de/10012157284

Markov-switching models with state-dependent time-varying transition probabilities

Psaradakis, Zacharias G.; Sola, Martin - 2017

Persistent link: https://www.econbiz.de/10011705600

On testing for bubbles during hyperinflations

Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37

Persistent link: https://www.econbiz.de/10014506885