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A reconciliation of some paradoxical empirical results on the expectations model of the term structure

Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10001223732

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

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

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

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

Persistent link: https://www.econbiz.de/10001690295

Testing the expectations hypothesis of the term structure using instrumental variables

Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325

Persistent link: https://www.econbiz.de/10001434233

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