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Journal of applied econometrics
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Working Papers / School of Economics and Finance, Queen Mary
78
Economics letters
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1
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
2
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-683
Persistent link: https://www.econbiz.de/10003121629
Saved in:
3
On detrending and cyclical asymmetry
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
18
(
2003
)
3
,
pp. 271-289
Persistent link: https://www.econbiz.de/10001768134
Saved in:
4
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
5
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G.
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
Saved in:
6
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
7
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-438
Persistent link: https://www.econbiz.de/10006960022
Saved in:
8
On Markov error-correction models, with an application to stock prices and dividends
Psaradakis, Zacharias
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10006965033
Saved in:
9
On detrending and cyclical asymmetry
Psaradakis, Zacharias
;
Sola, Martin
- In:
Journal of applied econometrics
18
(
2003
)
3
,
pp. 271-290
Persistent link: https://www.econbiz.de/10006968622
Saved in:
10
Markov switching causality and the money-output relationship
Psaradakis, Zacharias
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-684
Persistent link: https://www.econbiz.de/10006958640
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