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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
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Forecast performance of nonlinear error-correction models with multiple regimes
Psaradakis, Zacharias G.; Spagnolo, Fabio - In: Journal of forecasting 24 (2005) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10002674332
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An empirical reassessment of target-zone ninlinearities
Garratt, Anthony; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of international money and finance 20 (2001) 4, pp. 533-548
Persistent link: https://www.econbiz.de/10001598626
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A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Economics letters 72 (2001) 3, pp. 317-323
Persistent link: https://www.econbiz.de/10001602347
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Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2002
Persistent link: https://www.econbiz.de/10001717801
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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
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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
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Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790033
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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
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Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560