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 0 0 51
A simple method for testing cointegration subject to regime changes 0 0 0 167 0 0 0 425
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 0 0 654
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 37 0 0 1 34
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 1 20 0 0 1 57
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 1 223
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 194 0 0 1 819
Markov Switching Causality and the Money-Output Relationship 0 0 0 223 1 2 5 628
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 6 55 0 1 10 189
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 3 77 0 0 5 128
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 8 48 1 1 20 81
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 14 14 0 1 21 21
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 14 0 2 2 33
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 2 175
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 1 74 0 0 2 189
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 0 2 177
Normality Tests for Dependent Data 0 0 0 18 0 0 5 77
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 1 46 1 4 15 128
On Detrending and Cyclical Asymmetry 0 0 1 178 1 1 2 895
On Testing for Bubbles During Hyperinflations 1 3 57 57 3 7 42 42
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 11 0 0 0 15
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 2 2 7 255
On the autocorrelation properties of Long Memory Garch Processes 0 0 0 236 0 0 0 662
On the power of tests for superexogeneity and structural invariance 0 0 0 0 0 0 0 159
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 2 71
Portmanteau Tests for Linearity of Stationary Time Series 0 0 1 79 0 0 4 170
Rational Bubbles: Too Many to be True? 2 8 74 74 6 19 63 63
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 0 1 2 187
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 0 0 0 493
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 44 0 0 0 147
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 0 0 0 11
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 298 0 0 0 629
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 1 2 0 0 2 15
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 2 115 0 0 3 257
State-Dependent Threshold STAR Models 0 0 1 99 0 0 1 222
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 1 1 2 680
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 0 1 2 405
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 0 0 0 869
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 0 50 1 1 9 116
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 0 33 3 5 8 72
Total Working Papers 3 11 171 3,175 20 49 242 10,524

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 0 12 0 0 3 45
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 0 1 1 92
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 1 17 0 0 1 39
A distance test of normality for a wide class of stationary processes 0 0 1 9 0 0 2 38
A sieve bootstrap test for stationarity 0 0 1 6 0 0 1 35
A simple method of testing for cointegration subject to multiple regime changes 0 0 0 58 0 0 0 140
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 0 0 1 162
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 159 0 0 2 416
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 0 0 65
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 10 1 1 2 51
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 0 39 0 0 0 181
Blockwise bootstrap testing for stationarity 0 0 0 13 0 0 5 75
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 0 0 0 0 0 0 7
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 0 0 0 41
Bootstrap-based evaluation of markov-switching time series models 0 0 2 98 0 0 2 193
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 1 274 1 1 3 712
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 0 0 224
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 2 8 383 1 3 19 829
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 0 77 0 0 3 218
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 1 90 0 0 1 227
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 0 0 3 180 0 0 4 473
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 0 1 1 61 0 1 2 161
Markov level shifts and the unit-root hypothesis 0 0 0 14 0 0 0 200
Markov switching causality and the money-output relationship 0 0 3 343 3 3 11 843
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 2 2 3 3 3 4 13 13
Multivariate contemporaneous-threshold autoregressive models 0 0 1 57 0 0 2 232
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 1 2 4 263 1 3 8 564
On Markov error-correction models, with an application to stock prices and dividends 0 0 1 339 0 0 2 848
On bootstrap inference in cointegrating regressions 0 0 0 23 0 0 1 47
On detrending and cyclical asymmetry 0 0 0 109 0 0 0 618
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 0 0 0 30
On regression-based tests for persistence in logarithmic volatility models 0 0 0 13 0 1 2 58
On testing for nonlinearity in multivariate time series 0 0 0 25 0 0 3 114
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 0 0 136
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 1 1 2 17
On the power of tests for superexogeneity and structural invariance 0 0 0 16 1 2 4 81
PcGive and PcFiml Version 7 [Review Article] 0 0 0 0 0 0 1 228
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 0 1 34
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 3 195 0 0 4 464
Selecting nonlinear time series models using information criteria 0 0 0 89 0 0 1 193
Semiparametric Sieve-Type Generalized Least Squares Inference 0 1 1 3 0 1 1 21
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 26 0 0 1 92
Switching error-correction models of house prices in the United Kingdom 0 1 2 193 0 1 4 413
Target zone credibility and economic fundamentals 0 0 0 40 0 0 1 124
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 1 1 1 68
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 43 0 0 1 207
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 1 2 521
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 1 1 0 0 1 3
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 1 1 5 282
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 3 1 1 1 19
p-Value Adjustments for Multiple Tests for Nonlinearity 0 0 0 58 1 1 7 288
Total Journal Articles 3 9 40 3,735 17 28 132 11,182

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Statistics updated 2023-03-10