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Regression-based tests for persistence in conditional variances

Psaradakis, Zacharias G.; Tzavalis, Elias - 1995

Persistent link: https://www.econbiz.de/10000912747

Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov regimes

Pouzo, Demian; Psaradakis, Zacharias G.; Sola, Martin - 2016

Persistent link: https://www.econbiz.de/10011610480

Semiparametric sieve-type generalized least squares inference

Kapetanios, George; Psaradakis, Zacharias G. - In: Econometric reviews 35 (2016) 5/7, pp. 951-985

Persistent link: https://www.econbiz.de/10011590983

Bootstrap-assisted tests of symmetry for dependent data

Psaradakis, Zacharias G.; Vávra, Márian - 2018

Persistent link: https://www.econbiz.de/10011903680

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