Access Statistics for Zacharias Psaradakis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Distance Test of Normality for a Wide Class of Stationary Processes 0 0 0 13 0 1 3 56
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 1 48 2 5 8 19
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 3 3 4 15
A simple method for testing cointegration subject to regime changes 0 0 0 167 1 1 2 428
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 2 3 3 662
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 1 1 38 0 3 7 44
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 3 4 64
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 1 3 5 231
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 2 2 3 825
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 2 5 6 641
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 1 2 4 205
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 1 1 80 3 8 8 143
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 0 2 3 105
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 3 18 2 6 12 44
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 0 0 1 43
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 2 3 3 180
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 1 5 7 198
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 2 4 181
Normality Tests for Dependent Data 0 0 0 19 0 2 2 85
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 2 2 3 144
On Detrending and Cyclical Asymmetry 0 1 2 180 2 6 7 905
On Testing for Bubbles During Hyperinflations 0 0 1 73 0 0 4 92
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 3 5 5 29
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 1 4 7 276
On the autocorrelation properties of Long Memory Garch Processes 1 1 1 237 3 8 10 677
On the power of tests for superexogeneity and structural invariance 0 0 0 1 1 1 3 164
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 2 2 7 182
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 2 2 2 74
Rational Bubbles: Too Many to be True? 0 0 0 80 0 4 5 114
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 1 2 2 189
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 1 2 4 499
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 1 2 2 15
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 0 4 6 23
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 1 122 0 2 7 271
State-Dependent Threshold STAR Models 0 0 0 99 0 2 3 228
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 0 4 5 685
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 3 4 5 412
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 0 1 2 871
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 0 34 3 3 6 86
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 1 3 7 59 4 8 18 146
Total Working Papers 2 7 18 2,962 52 127 202 10,251

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile-based Test for Symmetry of Weakly Dependent Processes 0 0 1 14 0 1 4 52
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 0 0 0 92
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 0 17 1 3 5 44
A distance test of normality for a wide class of stationary processes 0 0 0 10 1 6 7 47
A sieve bootstrap test for stationarity 0 0 0 6 0 2 3 40
A simple method of testing for cointegration subject to multiple regime changes 0 0 1 62 0 2 6 152
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 0 1 2 165
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 162 0 2 9 431
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 1 1 69
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 1 3 4 56
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 1 1 40 1 5 6 187
Blockwise bootstrap testing for stationarity 0 0 0 13 1 2 3 78
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 1 1 1 1 4 5 5 13
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 0 2 2 44
Bootstrap-based evaluation of markov-switching time series models 0 0 1 101 3 4 6 201
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 1 7 9 725
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 4 10 11 238
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 2 4 393 3 11 20 868
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 1 78 2 3 4 226
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 0 90 0 4 4 231
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 0 0 0 182 0 0 1 483
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 0 0 3 64 1 1 6 169
Markov level shifts and the unit-root hypothesis 0 0 0 14 1 1 1 202
Markov switching causality and the money-output relationship 0 1 3 352 1 4 14 879
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 1 1 3 8 3 3 11 25
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 1 7 4 7 15 47
Multivariate contemporaneous-threshold autoregressive models 0 1 1 58 1 4 4 239
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 1 271 0 4 9 588
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 5 11 14 871
On bootstrap inference in cointegrating regressions 0 0 0 23 3 4 7 56
On detrending and cyclical asymmetry 0 0 0 109 0 1 2 621
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 1 2 2 33
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 4 5 9 68
On testing for bubbles during hyperinflations 0 1 1 4 2 3 9 16
On testing for nonlinearity in multivariate time series 0 0 0 25 0 2 4 120
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 2 3 139
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 0 2 2 20
On the power of tests for superexogeneity and structural invariance 0 0 0 16 2 2 5 87
PcGive and PcFiml Version 7 [Review Article] 0 0 0 0 0 0 0 228
Portmanteau tests for linearity of stationary time series 0 0 0 12 1 4 4 41
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 0 195 2 3 7 471
Rational bubbles: Too many to be true? 0 0 2 5 0 5 16 32
Selecting nonlinear time series models using information criteria 0 1 2 91 0 2 3 200
Semiparametric Sieve-Type Generalized Least Squares Inference 0 0 1 4 0 1 7 28
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 1 3 6 99
Switching error-correction models of house prices in the United Kingdom 0 0 3 200 1 2 8 428
Target zone credibility and economic fundamentals 0 0 0 40 0 3 5 129
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 0 1 2 70
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 2 3 5 215
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 1 3 4 9
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 8 8 531
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 1 1 3 289
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 2 3 5 11
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 1 1 2 22
p-Value Adjustments for Multiple Tests for Nonlinearity 0 0 1 59 2 4 8 296
Total Journal Articles 2 9 34 3,824 65 179 322 11,721

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Statistics updated 2026-01-09