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 1 1 2 54
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 1 1 48 0 1 3 12
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 0 1 2 11
A simple method for testing cointegration subject to regime changes 0 0 0 167 0 0 0 426
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 2 4 659
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 37 1 2 2 39
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 0 0 60
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 2 226
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 0 0 1 822
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 0 3 5 636
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 1 58 0 0 5 201
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 79 0 0 2 135
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 1 51 0 0 8 102
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 15 0 0 3 32
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 4 18 0 0 5 42
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 0 177
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 1 1 3 192
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 0 0 177
Normality Tests for Dependent Data 0 0 1 19 0 0 3 83
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 0 0 141
On Detrending and Cyclical Asymmetry 0 0 0 178 0 0 1 898
On Testing for Bubbles During Hyperinflations 1 1 5 73 1 1 21 89
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 0 2 24
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 0 2 7 269
On the autocorrelation properties of Long Memory Garch Processes 0 0 0 236 0 0 3 667
On the power of tests for superexogeneity and structural invariance 0 0 0 1 1 1 1 162
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 0 0 2 175
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 1 3 110
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 2 2 496
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 1 1 2 18
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 3 121 0 0 3 264
State-Dependent Threshold STAR Models 0 0 0 99 0 1 2 226
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 0 0 0 680
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 0 0 1 407
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 34 0 0 5 80
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 1 1 2 53 1 2 8 130
Total Working Papers 2 3 18 2,947 7 22 113 10,063

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 13 0 1 2 48
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 1 1 40
A distance test of normality for a wide class of stationary processes 0 0 0 10 1 1 1 41
A sieve bootstrap test for stationarity 0 0 0 6 1 1 2 38
A simple method of testing for cointegration subject to multiple regime changes 0 0 3 61 0 2 7 147
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 0 0 1 163
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 161 2 2 4 424
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 1 1 1 53
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 0 75
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 1 1 42
Bootstrap-based evaluation of markov-switching time series models 0 0 1 100 0 0 1 195
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 0 0 3 716
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 0 0 227
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 0 1 389 0 0 5 848
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 0 77 0 0 2 222
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 1 182 1 1 3 483
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 1 1 1 62 2 2 2 165
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 0 2 349 1 4 14 868
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 1 2 6 6 2 5 16 17
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 1 6 1 3 9 33
Multivariate contemporaneous-threshold autoregressive models 0 0 0 57 0 0 2 235
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 2 4 271 0 3 6 580
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 0 0 3 857
On bootstrap inference in cointegrating regressions 0 0 0 23 2 2 4 51
On detrending and cyclical asymmetry 0 0 0 109 1 1 2 620
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 2 2 2 61
On testing for bubbles during hyperinflations 0 1 3 3 1 2 8 8
On testing for nonlinearity in multivariate time series 0 0 0 25 0 0 0 116
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 0 0 0 18
On the power of tests for superexogeneity and structural invariance 0 0 0 16 0 0 0 82
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 0 0 464
Rational bubbles: Too many to be true? 0 1 3 4 0 2 13 17
Selecting nonlinear time series models using information criteria 0 0 0 89 0 0 0 197
Semiparametric Sieve-Type Generalized Least Squares Inference 0 0 0 3 0 2 2 23
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 26 0 0 0 93
Switching error-correction models of house prices in the United Kingdom 1 1 2 198 1 1 4 421
Target zone credibility and economic fundamentals 0 0 0 40 0 0 0 124
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 0 0 0 68
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 1 44 0 0 3 210
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 0 0 2 523
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 0 1 5
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 1 2 2 287
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 0 0 2 6
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 0 0 0 20
p-Value Adjustments for Multiple Tests for Nonlinearity 0 0 0 58 0 0 0 288
Total Journal Articles 3 8 31 3,795 21 42 133 11,428

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Statistics updated 2025-03-03