Access Statistics for Martin Sola

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 Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-Supply Shocks: Positive vs. Negative or Big vs. Small? 0 0 0 45 1 1 11 1,176
A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small 0 0 0 0 1 1 9 343
A Structural Model of Credit Risk with Counter-Cyclical Risk Premia 0 0 0 0 4 8 54 216
A Test for Volatility Spillovers 0 2 11 36 0 2 19 99
A Test for Volatility Spillovers 0 3 20 45 0 4 27 116
A simple method for testing cointegration subject to regime changes 2 5 20 144 2 6 33 342
AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s 0 2 4 21 2 5 14 87
AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s 0 1 4 25 1 3 14 118
An Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 0 1 5 14 123
An Empirical Examination of Term Structure Models with Regime Shifts 0 0 3 90 1 3 12 177
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 0 5 614
Asymmetric Effects of Monetary Policy in the US: Positive vs. Negative or Big vs. Small? 3 5 19 294 7 19 74 1,555
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 2 17 25 3 7 44 67
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 0 2 2 2 2
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 6 41 417 1 16 110 1,094
Contemporaneous-Threshold Smooth Transition GARCH Models 3 12 12 12 6 7 7 7
Cross-Sectional Aggregation and Persistence in Conditional Variance 1 2 9 157 1 2 19 661
Exponential Smoothing and Spurious Correlation: A Note 0 0 0 0 2 3 12 25
Market Fundamentals versus Speculative Bubbles. A New Test Applied to the German Hyperinflation 0 0 0 0 2 5 19 50
Markov Switching Causality and the Money-Output Relationship 1 3 11 167 6 13 48 436
Merton-style option pricing under regime switching 0 0 0 40 3 24 75 513
Multivariate Contemporaneous Threshold Autoregressive Models 1 14 14 14 4 5 5 5
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 2 4 22 49 6 15 55 98
Multivariate contemporaneous threshold autoregressive models 0 2 13 42 2 4 30 84
On Detrending and Cyclical Asymmetry 1 5 11 127 8 15 39 688
On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts 6 10 48 286 8 21 96 563
On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 0 3 3 3 3
On The Optimal Timing of Introduction of New Products 0 0 5 83 0 6 32 275
On the autocorrelation properties of Long Memory Garch Processes 1 6 30 150 4 10 47 371
On the power of tests for superexogeneity and structural invariance 0 0 0 0 1 1 7 114
Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence 0 0 0 6 3 7 37 269
Rational bubbles during Polland’s hiperinflation: implications and empirical evidence 0 0 0 0 1 7 28 816
Real Options with Priced Regime-Switching Risk 9 12 12 12 13 14 14 14
Red Signals: Trade Deficits and the Current Account 1 2 7 49 2 5 17 121
Red Signals: Trade Deficits and the Current Account 1 3 11 72 4 8 24 171
Residual-based tests for cointegration and multiple regime shifts 2 5 17 214 2 8 35 377
Sovereign Defaults: Information, Investment and Credit 3 4 4 4 6 7 7 7
Speculative Currency Attacks and Balance of Payments Crises: A Survey (Journal of Economic Surveys, 7, 119-144) 0 0 0 0 1 4 14 87
Structural breaks and GARCH modelling 0 0 0 0 1 2 13 373
Target Zones for Exchange Rates and Policy Changes 0 0 0 0 1 1 1 1
Testing the Present Value Hypothesis from a Vector Autoregression with Stochastic Regime Switching 0 0 0 0 1 6 23 51
Testing the Term Structure of Interest Rates from a Stationary Switching Regime VAR (forthcoming Journal of Economic Dynamics and Control, 1994) 0 0 0 0 0 2 7 28
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 5 28 94 1 6 71 250
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 2 6 30 225 13 24 99 676
The Euro exchange rate efficiency and risk premium:an ecm model 0 0 5 78 3 4 36 314
The Euro exchange rate efficiency and risk premium:an ecm model 1 4 12 55 2 9 39 218
The Use of Recursive Variance Plots:A Note 0 0 0 0 3 7 28 84
Was There an "EMS Effect" in the European Disinflation? 0 0 0 0 1 1 3 16
Total Working Papers 40 125 440 3,078 140 338 1,432 13,895
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 1 3 8 46
A simple method of testing for cointegration subject to multiple regime changes 0 0 4 27 2 2 10 53
A simple procedure for detecting periodically collapsing rational bubbles 1 2 6 39 2 5 14 78
A test for volatility spillovers 0 0 10 23 0 0 16 71
An empirical reassessment of target-zone nonlinearities 0 2 3 10 0 2 3 17
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 0 33 0 0 4 149
Asymmetric effects of monetary policy in the United States 9 13 41 111 14 28 123 322
Cointegration and Changes in Regime: The Japanese Consumption Function 0 2 14 208 1 3 30 548
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 1 3 16 19 2 8 46 62
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 2 5 31 249 5 12 50 476
Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 2 2 5 46 4 5 61 762
Exponential Smoothing and Spurious Correlation: A Note 0 0 7 41 1 3 16 171
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 2 7 36 1 4 11 96
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 1 3 18 88 6 18 61 224
Intrinsic bubbles and regime-switching 0 2 24 103 1 6 53 180
Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle 0 0 7 72 0 4 20 220
Market Fundamentals versus Speculative Bubbles: A New Test Applied to the German Hyperinflation 1 8 40 172 3 21 87 568
Markov switching causality and the money-output relationship 2 6 30 134 5 17 77 346
On Markov error-correction models, with an application to stock prices and dividends 4 13 34 223 7 19 58 562
On detrending and cyclical asymmetry 0 2 10 82 0 5 34 504
On the Autocorrelation Properties of Long-Memory GARCH Processes 0 1 7 39 0 1 14 86
On the power of tests for superexogeneity and structural invariance 0 0 2 10 0 1 7 32
Predicting Markov volatility switches using monetary policy variables 0 0 7 23 1 2 15 47
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence 0 3 19 98 5 14 73 291
Red signals: current account deficits and sustainability 0 1 4 38 0 3 11 92
Selecting nonlinear time series models using information criteria 3 14 14 14 6 24 24 24
Speculative Currency Attacks and Balance of Payments Crises 0 0 0 0 8 24 124 508
Stylized facts and regime changes: Are prices procyclical? 0 3 11 59 0 3 22 149
Switching error-correction models of house prices in the United Kingdom 0 0 15 84 1 5 37 200
Target zone credibility and economic fundamentals 0 1 6 33 0 1 10 81
Target zones for exchange rates and policy changes 0 0 4 11 1 2 15 43
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 1 1 2 31 1 3 6 148
Testing the term structure of interest rates using a stationary vector autoregression with regime switching 2 7 59 186 5 24 119 384
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 1 2 17 105 2 9 39 307
The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing 0 2 13 13 0 8 36 36
The Use of Recursive Variance Plots: A Note 0 0 0 7 0 0 8 196
Total Journal Articles 30 100 487 2,467 85 289 1,342 8,079

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Statistics updated 2009-11-04