Similar Search Results - EconBiz

The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes

Aksoy, Yunus; Morita, Rubens; Psaradakis, Zacharias - 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/10012179834

On the power of tests for superexogeneity and structural invariance

Psaradakis, Zacharias G.; Sola, Martin - 1993

Persistent link: https://www.econbiz.de/10000883420

The econometrics of cointegrated time series : a survey

Psaradakis, Zacharias G. - 1989

Persistent link: https://www.econbiz.de/10000803224

Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Psaradakis, Zacharias; Sola, Martin - 1996

Persistent link: https://www.econbiz.de/10000593179

The expectations model of the term structure : an empirical paradox

Driffill, John; Psaradakis, Zacharias; Sola, Martin - 1993

Persistent link: https://www.econbiz.de/10000137123

On the power of tests for superexogeneity and structural invariance

Psaradakis, Zacharias; Sola, Martin - 1993

Persistent link: https://www.econbiz.de/10000142702

Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach

Psaradakis, Zacharias; Sola, Martin - 1995

Persistent link: https://www.econbiz.de/10000151421

Changes in regime, cointegration, seasonality and the Japanese consumption function

Hall, Stephen G.; Psaradakis, Zacharias; Sola, Martin - 1995

Persistent link: https://www.econbiz.de/10000151422

On low-frequency filtering and symmetry testing

Psaradakis, Zacharias G.; Sola, Martin - 1997

Persistent link: https://www.econbiz.de/10000956526

Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997

Persistent link: https://www.econbiz.de/10000961097

A service of the