Access Statistics for Martin Sola

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 Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 8 1 4 9 20
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities 0 0 0 48 2 9 16 30
A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small 0 0 0 0 2 2 8 482
A Structural Model of Credit Risk with Counter-Cyclical Risk Premia 0 0 0 0 4 6 8 381
A Test for Volatility Spillovers 0 0 0 55 2 4 7 166
A Test for Volatility Spillovers 0 0 0 63 1 1 10 188
A Time-Varying Threshold STAR Model with Applications 0 0 0 119 2 3 17 324
A Time-Varying Threshold STAR Model with Applications 0 0 1 21 0 3 16 35
A simple method for testing cointegration subject to regime changes 0 0 1 168 1 8 14 440
AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s 0 0 0 31 3 3 8 130
AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s 0 0 0 30 1 2 4 175
An Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 111 4 4 8 259
An Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 0 0 2 9 204
An Empirical Reassessment of Target-zone Nonlinearities 0 0 0 0 1 2 8 667
Asymmetric effects of monetary policy in the US: Positive vs. negative or big vs. small? 0 0 1 380 2 6 10 2,001
Big swings in the data and perceived changes in the risk premia 0 0 16 19 0 2 35 42
Bond Risk Premia and the ”Return Forecasting Factor” 0 0 2 53 0 0 16 159
Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals 0 1 3 57 3 11 23 128
Bond risk premia and restrictions on risk prices 0 0 1 27 2 6 17 70
Bond risk premia, priced regime shifts, and macroeconomic fundamentals 0 1 2 17 3 10 22 57
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 2 8 17 216
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 65 3 9 14 302
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 3 4 9 1,300
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 0 5 13 239
Cross-Sectional Aggregation and Persistence in Conditional Variance 0 0 0 195 2 5 7 830
Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison 0 0 7 8 2 4 21 23
Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model 0 1 1 278 3 7 14 515
Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model 0 0 3 110 3 10 31 271
Markov Switching Causality and the Money-Output Relationship 0 0 0 226 2 6 18 654
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 0 58 5 7 14 215
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 1 1 2 81 4 6 18 153
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 0 51 4 6 15 117
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities 0 0 3 18 1 12 30 62
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes 0 0 0 18 1 7 10 52
Merton-style option pricing under regime switching 0 0 0 40 2 8 12 765
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 2 4 13 190
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 2 4 12 204
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland 0 0 0 107 1 2 15 263
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 3 15 192
On Detrending and Cyclical Asymmetry 0 0 1 180 1 6 21 920
On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 339 0 4 10 758
On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 49 2 5 13 188
On Regime Separation in Markov-Switching Quantile Regressions 1 4 13 46 4 19 54 94
On Testing for Bubbles During Hyperinflations 0 0 0 73 2 5 10 101
On The Optimal Timing of Introduction of New Products 0 0 1 124 2 2 9 613
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities 0 0 0 12 1 6 25 64
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities 0 0 7 7 0 7 25 25
On the autocorrelation properties of Long Memory Garch Processes 0 0 1 237 3 5 17 684
On the power of tests for superexogeneity and structural invariance 0 0 0 1 1 3 7 169
Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions 0 0 6 22 2 8 25 61
Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence 0 0 0 9 1 2 6 348
Rational Bubbles: Too Many to be True? 0 0 0 80 3 7 23 133
Rational Bubbles: Too Many to be True? 0 0 1 4 2 5 22 46
Rational bubbles during Polland’s hiperinflation: implications and empirical evidence 0 0 0 1 1 1 8 913
Real Options with Priced Regime-Switching Risk 0 0 0 200 2 6 9 411
Red Signals: Trade Deficits and the Current Account 0 0 0 66 1 2 6 170
Red Signals: Trade Deficits and the Current Account 0 0 0 95 2 2 5 243
Residual-based tests for cointegration and multiple regime shifts 0 0 0 258 6 7 12 508
Risk Aversion and Changes in Regime 0 0 0 27 0 1 7 32
Risk Aversion and Changes in Regime 0 0 0 19 1 8 19 48
Risk Premia and Seasonality in Commodity Futures 0 0 0 38 3 5 22 137
Risk Premia and Seasonality in Commodity Futures 0 0 0 56 3 7 15 180
Risk premia and seasonality in commodity futures 1 1 2 47 2 9 21 146
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 2 2 3 124 4 9 17 283
Sovereign Defaults: Information, Investment and Credit 0 0 0 87 1 5 16 249
State-Dependent Threshold STAR Models 0 0 0 99 1 3 9 235
Structural breaks and GARCH modelling 0 0 0 1 0 1 3 426
Target Zones for Exchange Rates and Policy Changes 0 0 0 23 0 0 2 109
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 131 3 5 16 424
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables 0 0 0 261 1 4 10 880
The Euro exchange rate efficiency and risk premium:an ecm model 0 0 0 101 1 7 15 423
The Euro exchange rate efficiency and risk premium:an ecm model 0 0 0 78 1 4 5 323
The Optimal Timing of the Introduction of New Products 0 0 0 103 2 7 21 250
The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects 0 0 4 36 1 3 34 102
Toward a “new” inflation-targeting framework: the case of Uruguay 0 0 0 0 2 9 18 18
Towards a "New" Inflation Targeting Framework: The Case of Uruguay 0 0 0 5 1 3 7 32
Towards a “New” Inflation Targeting Framework: The Case of Uruguay 0 0 0 99 2 3 6 416
Towards a “New” Inflation Targeting Framework: The Case of Uruguay 0 0 0 3 0 1 7 37
Total Working Papers 5 11 82 6,393 142 401 1,140 23,720
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure 0 0 0 0 0 6 10 102
A simple method of testing for cointegration subject to multiple regime changes 0 0 1 62 0 3 13 161
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 3 5 11 174
A test for volatility spillovers 0 0 0 69 3 6 13 184
A time-varying threshold STAR model with applications 0 1 2 3 0 3 10 13
An empirical reassessment of target-zone nonlinearities 0 0 0 12 0 1 8 76
Assessing the Credibility of a Target Zone: Evidence from EMS Countries 0 0 1 40 1 1 9 190
Asymmetric effects of monetary policy in the United States 0 0 5 331 0 10 36 1,031
Bond Risk Premia and Restrictions on Risk Prices 0 0 0 9 1 2 6 38
Bond risk premia and the return forecasting factor 0 0 0 14 3 5 15 78
Cointegration and Changes in Regime: The Japanese Consumption Function 0 0 0 275 0 3 15 732
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 2 6 15 270
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 1 3 19 246
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 0 0 4 393 1 5 27 875
Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 0 0 1 53 0 1 8 881
Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model 0 0 2 29 4 4 21 117
Exponential smoothing and spurious correlation: a note 0 0 0 59 0 2 5 259
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching 0 0 1 78 2 4 10 232
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 8 19 502
Intrinsic bubbles and regime-switching 0 0 3 260 3 3 15 540
Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle 0 0 1 137 1 4 14 392
Market Fundamentals versus Speculative Bubbles: A New Test Applied to the German Hyperinflation 0 0 0 252 1 4 16 801
Markov switching causality and the money-output relationship 1 1 3 353 2 5 16 886
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities 0 0 1 8 2 14 29 47
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities 0 0 1 7 3 6 24 58
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 3 6 13 248
OPTIMAL INVESTMENT IN INTERRELATED PROJECTS 0 0 1 5 1 3 7 16
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 3 10 30 887
On detrending and cyclical asymmetry 0 0 0 109 1 1 6 626
On testing for bubbles during hyperinflations 1 1 2 5 3 7 19 28
On the Autocorrelation Properties of Long‐Memory GARCH Processes 0 0 0 46 1 3 10 147
On the power of tests for superexogeneity and structural invariance 0 0 0 16 1 3 10 92
On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching? 1 1 6 8 4 12 30 40
Predicting Markov volatility switches using monetary policy variables 0 0 0 54 1 3 7 121
REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK 0 0 0 6 1 2 9 42
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence 0 0 0 152 0 0 6 485
Rational bubbles: Too many to be true? 0 0 1 5 0 1 21 38
Red signals: current account deficits and sustainability 0 0 0 79 1 2 8 195
Risk premia and seasonality in commodity futures 2 2 3 44 6 11 25 197
Selecting nonlinear time series models using information criteria 0 0 2 91 3 6 12 209
Speculative Currency Attacks and Balance of Payments Crises 0 0 0 0 2 5 13 844
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 4 6 14 107
Stylized facts and regime changes: Are prices procyclical? 0 0 1 133 2 4 12 373
Switching error-correction models of house prices in the United Kingdom 1 3 5 205 2 6 19 442
Target zone credibility and economic fundamentals 0 0 0 40 5 9 17 141
Target zones for exchange rates and policy changes 0 0 1 23 3 5 13 116
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables 0 0 0 44 0 1 8 218
Testing the term structure of interest rates using a stationary vector autoregression with regime switching 1 2 2 267 1 3 15 603
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 3 12 535
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 1 1 10 15
The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing 0 0 0 40 2 8 18 193
The Prisoner's Dilemma and Regime-Switching in the Greek-Turkish Arms Race 0 0 0 12 3 7 11 44
The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model With Threshold Effects 0 0 0 0 5 6 14 14
Toward a “New” Inflation-Targeting Framework: The Case of Uruguay 0 0 0 14 1 3 8 105
When volatility turns, recessions follow 0 0 0 0 2 2 2 2
Total Journal Articles 7 11 52 4,839 98 253 783 16,008

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06