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 2 55
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 1 48 0 0 3 14
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 0 1 2 12
A simple method for testing cointegration subject to regime changes 0 0 0 167 0 1 1 427
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 0 2 659
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 37 0 1 4 41
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 0 1 61
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 1 2 228
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 0 0 1 823
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 0 0 4 636
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 79 0 0 1 135
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 1 2 3 203
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 2 2 3 18 3 5 6 38
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 1 1 3 103
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 1 1 2 43
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 0 177
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 1 2 193
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 2 2 179
Normality Tests for Dependent Data 0 0 0 19 0 0 2 83
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 1 1 142
On Detrending and Cyclical Asymmetry 0 0 1 179 0 0 1 899
On Testing for Bubbles During Hyperinflations 0 0 1 73 0 0 5 92
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 0 0 24
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 0 1 6 272
On the autocorrelation properties of Long Memory Garch Processes 0 0 0 236 1 1 2 669
On the power of tests for superexogeneity and structural invariance 0 0 0 1 0 0 2 163
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 1 3 5 180
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 0 72
Rational Bubbles: Too Many to be True? 0 0 0 80 0 0 1 110
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 0 0 0 187
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 0 1 3 497
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 0 0 0 13
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 0 1 3 19
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 2 122 0 1 6 269
State-Dependent Threshold STAR Models 0 0 0 99 0 0 1 226
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 0 0 1 681
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 0 0 1 870
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 0 0 2 408
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 0 34 1 3 3 83
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 2 4 56 2 5 11 138
Total Working Papers 2 4 12 2,955 12 34 97 10,124

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 2 14 1 2 5 51
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 0 1 2 41
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 0 1 41
A sieve bootstrap test for stationarity 0 0 0 6 0 0 2 38
A simple method of testing for cointegration subject to multiple regime changes 0 0 2 62 0 0 7 150
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 0 1 2 164
An Analysis of Seasonality in the U.K. Equity Market 0 0 2 162 0 3 8 429
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 0 0 68
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 0 0 1 53
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 0 39 0 1 1 182
Blockwise bootstrap testing for stationarity 0 0 0 13 0 1 1 76
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 0 0 0 0 0 0 8
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 0 0 1 42
Bootstrap-based evaluation of markov-switching time series models 0 0 1 101 0 0 2 197
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 1 1 3 718
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 1 1 228
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 1 2 391 1 5 10 857
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 1 78 0 0 2 223
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 0 90 0 0 0 227
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 1 3 64 0 1 5 168
Markov level shifts and the unit-root hypothesis 0 0 0 14 0 0 1 201
Markov switching causality and the money-output relationship 0 1 3 351 0 4 13 875
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 5 7 2 3 13 22
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 1 1 7 3 4 13 40
Multivariate contemporaneous-threshold autoregressive models 0 0 0 57 0 0 0 235
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 2 271 1 3 7 584
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 0 2 3 860
On bootstrap inference in cointegrating regressions 0 0 0 23 0 1 5 52
On detrending and cyclical asymmetry 0 0 0 109 0 0 1 620
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 0 0 1 31
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 0 2 4 63
On testing for bubbles during hyperinflations 0 0 2 3 2 4 8 13
On testing for nonlinearity in multivariate time series 0 0 0 25 0 1 2 118
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 0 0 1 137
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 0 0 0 18
On the power of tests for superexogeneity and structural invariance 0 0 0 16 0 2 3 85
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 0 0 0 37
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 0 195 0 3 4 468
Rational bubbles: Too many to be true? 1 1 3 5 5 8 13 27
Selecting nonlinear time series models using information criteria 0 0 1 90 0 0 1 198
Semiparametric Sieve-Type Generalized Least Squares Inference 0 0 1 4 0 2 6 27
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 0 1 3 96
Switching error-correction models of house prices in the United Kingdom 0 0 3 200 0 2 6 426
Target zone credibility and economic fundamentals 0 0 0 40 1 2 2 126
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 0 1 1 69
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 0 1 2 212
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 0 0 1 523
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 1 2 6
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 0 1 3 288
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 0 1 2 8
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 0 1 1 21
p-Value Adjustments for Multiple Tests for Nonlinearity 0 1 1 59 2 4 4 292
Total Journal Articles 1 6 36 3,815 19 71 181 11,542

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Statistics updated 2025-10-06