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A simple procedure for detecting periodically collapsing rational bubbles

Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio - In: Economics Letters 72 (2001) 3, pp. 317-323

Persistent link: https://www.econbiz.de/10005257916

A simple method of testing for cointegration subject to multiple regime changes

Gabriel, Vasco J.; Psaradakis, Zacharias; Sola, Martin - In: Economics Letters 76 (2002) 2, pp. 213-221

Persistent link: https://www.econbiz.de/10005307529

On bootstrap inference in cointegrating regressions

Psaradakis, Zacharias - In: Economics Letters 72 (2001) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10005257628

On testing for nonlinearity in multivariate time series

Psaradakis, Zacharias; Vávra, Marián - In: Economics Letters 125 (2014) 1, pp. 1-4

This paper considers a multivariate extension of the test for neglected nonlinearity proposed by Tsay (1986) that uses principal components to overcome the problem of dimensionality that is common with tests of this type. Monte Carlo experiments reveal that the modified multivariate test...

Persistent link: https://www.econbiz.de/10011041605

A comparison of tests of linear hypotheses in cointegrated vector autoregressive models

Psaradakis, Zacharias - In: Economics Letters 45 (1994) 2, pp. 137-144

Persistent link: https://www.econbiz.de/10005269821

Red signals: current account deficits and sustainability

Raybaudi, Marzia; Sola, Martin; Spagnolo, Fabio - In: Economics Letters 84 (2004) 2, pp. 217-223

Persistent link: https://www.econbiz.de/10005158932

Predicting Markov volatility switches using monetary policy variables

Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics Letters 95 (2007) 1, pp. 110-116

Persistent link: https://www.econbiz.de/10005269767

A test for volatility spillovers

Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics Letters 76 (2002) 1, pp. 77-84

Persistent link: https://www.econbiz.de/10005275322