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 1 1 14 1 1 5 60
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 48 0 0 16 30
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 0 0 8 20
A simple method for testing cointegration subject to regime changes 0 0 1 168 0 0 13 440
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 0 1 10 669
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 0 1 17 58
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 0 8 69
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 0 11 239
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 0 0 8 831
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 1 1 19 655
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 1 1 3 82 1 2 20 155
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 1 2 16 218
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 1 1 17 119
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 2 18 1 3 32 67
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 1 1 11 53
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 0 0 13 190
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 0 0 11 204
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 0 0 16 194
Normality Tests for Dependent Data 0 0 0 19 0 0 15 98
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 0 9 151
On Detrending and Cyclical Asymmetry 0 0 1 180 1 1 22 921
On Testing for Bubbles During Hyperinflations 0 0 0 73 0 0 10 102
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 1 15 39
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 1 1 17 289
On the autocorrelation properties of Long Memory Garch Processes 0 0 1 237 0 1 17 685
On the power of tests for superexogeneity and structural invariance 0 0 0 1 0 1 8 171
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 2 2 7 79
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 3 3 23 202
Rational Bubbles: Too Many to be True? 0 0 0 80 1 2 26 136
Regression-Based Tests for Persistence in Conditional Variances 0 0 0 0 0 1 8 195
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 1 1 12 509
Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence 0 0 0 3 1 1 12 25
Sieve Bootstrap for Strongly Dependent Stationary Processes 0 0 0 2 0 0 7 26
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 3 125 0 0 17 286
State-Dependent Threshold STAR Models 0 0 0 99 0 0 9 235
Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation 0 0 0 0 0 0 7 688
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 1 1 11 881
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 1 1 17 425
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 3 59 0 1 39 175
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes 0 0 2 36 0 1 15 97
Total Working Papers 2 2 18 2,971 19 32 574 10,686

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 2 2 12 62
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 0 0 11 103
A comparison of tests of linear hypotheses in cointegrated vector autoregressive models 0 0 0 17 0 0 4 45
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 1 14 55
A sieve bootstrap test for stationarity 0 0 0 6 0 1 8 46
A simple method of testing for cointegration subject to multiple regime changes 0 0 0 62 0 2 17 167
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 0 0 10 174
An Analysis of Seasonality in the U.K. Equity Market 0 0 1 163 0 0 6 435
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 2 10 78
Assessing Time‐Reversibility Under Minimal Assumptions 0 0 0 11 0 0 8 61
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 0 0 6 82
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors 0 0 1 1 0 0 17 25
Bootstrap tests for unit roots in seasonal autoregressive models 0 0 0 6 0 0 9 51
Bootstrap-based evaluation of markov-switching time series models 0 0 0 101 0 0 18 215
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 0 0 15 732
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 1 19 247
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 2 4 395 0 4 23 879
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 0 78 4 6 15 238
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 0 90 0 1 11 238
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 19 502
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 1 1 4 68 1 1 13 181
Markov level shifts and the unit-root hypothesis 0 0 0 14 0 0 5 206
Markov switching causality and the money-output relationship 0 0 2 353 1 2 13 888
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 2 9 2 2 30 50
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 0 7 4 64 85 122
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 0 0 16 251
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 2 273 1 6 22 605
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 1 3 32 892
On bootstrap inference in cointegrating regressions 0 0 1 24 0 0 10 62
On detrending and cyclical asymmetry 0 0 0 109 0 2 10 630
On inference based on the one-sample sign statistic for long-range dependent data 0 0 0 7 0 1 6 37
On regression-based tests for persistence in logarithmic volatility models 0 0 0 14 0 1 13 76
On testing for bubbles during hyperinflations 0 0 2 5 0 2 19 30
On testing for nonlinearity in multivariate time series 0 0 0 25 0 0 11 129
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 1 2 12 149
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend 0 0 0 2 0 0 9 27
On the power of tests for superexogeneity and structural invariance 0 0 0 16 1 1 10 95
PcGive and PcFiml Version 7 [Review Article] 0 0 0 0 0 0 3 231
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 0 10 47
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 1 1 196 1 3 14 482
Rational bubbles: Too many to be true? 0 0 1 5 0 0 16 38
Selecting nonlinear time series models using information criteria 0 0 1 91 0 1 13 211
Semiparametric Sieve-Type Generalized Least Squares Inference 1 1 1 5 1 2 5 32
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 0 27 1 2 13 109
Switching error-correction models of house prices in the United Kingdom 0 1 6 206 0 4 22 448
Target zone credibility and economic fundamentals 0 0 0 40 0 0 16 141
Testing for unit roots in time series with nearly deterministic seasonal variation 0 0 0 13 0 0 8 77
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 0 0 9 221
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 3 15 538
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 2 11 17
The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables 0 0 0 0 0 0 11 299
Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 0 0 0 13 21
Using the Bootstrap to Test for Symmetry Under Unknown Dependence 0 0 0 4 0 0 6 27
p-Value Adjustments for Multiple Tests for Nonlinearity 0 0 2 61 0 1 12 302
Total Journal Articles 2 6 34 3,848 22 125 773 12,296

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Statistics updated 2026-09-10