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 1 2 2 15 1 2 6 61
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 1 1 9 21
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 48 4 5 21 35
A simple method for testing cointegration subject to regime changes 0 0 1 168 1 1 14 441
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 1 1 10 670
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 38 3 3 19 61
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 1 1 6 70
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 2 2 13 241
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 3 4 12 835
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 3 4 21 658
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 1 2 15 219
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 1 3 82 4 5 20 159
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 18 4 5 33 71
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 2 4 18 122
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 3 4 13 56
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 12 190
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 3 3 12 207
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 2 4 19 198
Normality Tests for Dependent Data 0 0 0 19 4 4 18 102
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 3 4 13 155
On Detrending and Cyclical Asymmetry 0 0 1 180 3 4 23 924
On Testing for Bubbles During Hyperinflations 1 1 1 74 3 3 13 105
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 2 2 16 41
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 0 3 16 291
On the autocorrelation properties of Long Memory Garch Processes 0 0 1 237 1 1 15 686
On the power of tests for superexogeneity and structural invariance 0 0 0 1 1 2 10 173
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 1 4 23 203
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 2 7 79
Rational Bubbles: Too Many to be True? 0 0 0 80 2 3 28 138
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 5 5 12 200
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 1 2 13 510
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 2 3 13 27
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 1 1 7 27
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 3 125 3 5 22 291
State-Dependent Threshold STAR Models 0 0 0 99 5 7 16 242
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 2 2 7 690
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 1 4 20 428
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 0 2 12 882
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 2 59 2 2 38 177
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 2 36 1 1 15 98
Total Working Papers 2 4 16 2,973 82 117 630 10,784

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 15 6 9 17 69
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 1 2 13 105
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 0 17 0 0 3 45
A distance test of normality for a wide class of stationary processes 0 0 0 10 3 3 17 58
A sieve bootstrap test for stationarity 1 1 1 7 1 1 9 47
A simple method of testing for cointegration subject to multiple regime changes 0 0 0 62 0 0 17 167
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 1 1 11 175
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 163 2 2 8 437
An empirical reassessment of target-zone nonlinearities 0 0 0 12 3 4 13 82
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 1 1 7 62
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 1 40 0 0 8 190
Blockwise bootstrap testing for stationarity 0 0 0 13 1 1 7 83
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 0 1 1 2 2 18 27
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 1 1 9 52
Bootstrap-based evaluation of markov-switching time series models 0 0 0 101 1 1 18 216
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 1 1 12 733
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 2 3 20 250
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 0 2 395 1 1 19 880
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 0 78 1 6 16 240
Forecast performance of nonlinear error-correction models with multiple regimes 0 1 1 91 3 4 12 242
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 0 0 0 182 2 3 22 505
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 0 1 4 68 2 3 15 183
Markov level shifts and the unit-root hypothesis 0 0 0 14 4 4 9 210
Markov switching causality and the money-output relationship 0 0 2 353 0 1 13 888
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 2 9 4 6 32 54
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 0 7 5 9 86 127
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 1 2 17 253
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 1 3 274 3 8 25 612
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 2 3 31 894
On bootstrap inference in cointegrating regressions 0 0 1 24 1 1 10 63
On detrending and cyclical asymmetry 0 0 0 109 1 1 11 631
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 1 1 6 38
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 1 1 13 77
On testing for bubbles during hyperinflations 0 0 2 5 1 1 18 31
On testing for nonlinearity in multivariate time series 0 0 0 25 1 1 10 130
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 3 4 13 152
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 1 1 8 28
On the power of tests for superexogeneity and structural invariance 0 0 0 16 0 1 10 95
PcGive and PcFiml Version 7 [Review Article] 0 0 0 0 2 2 5 233
Portmanteau tests for linearity of stationary time series 0 0 0 12 1 1 10 48
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 1 196 2 4 17 485
Rational bubbles: Too many to be true? 0 0 0 5 1 1 10 39
Selecting nonlinear time series models using information criteria 0 0 1 91 1 1 13 212
Semiparametric Sieve-Type Generalized Least Squares Inference 0 1 1 5 3 4 8 35
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 27 1 3 15 111
Switching error-correction models of house prices in the United Kingdom 0 0 6 206 2 4 25 452
Target zone credibility and economic fundamentals 0 0 0 40 2 2 16 143
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 2 2 10 79
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 1 1 9 222
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 0 1 14 538
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 1 1 11 18
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 2 2 13 301
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 0 1 14 22
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 3 4 10 31
p-Value Adjustments for Multiple Tests for Nonlinearity 0 0 2 61 1 1 9 303
Total Journal Articles 1 5 34 3,851 89 129 812 12,403

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Statistics updated 2026-11-12