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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Zacharias Psaradakis A · Study

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Zacharias Psaradakis A

19 works· latest 2012· 5 institutionscluster: provisionalORCID 0000-0001-9417-4156

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Citations1,128

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Most cited in this library

Detecting periodically collapsing bubbles: a Markov-switching unit root test1999 · 251 citations
On Markov error‐correction models, with an application to stock prices and dividends2004 · 190 citations
Markov switching causality and the money–output relationship2005 · 135 citations
COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION1997 · 72 citations
An Analysis of Seasonality in the U.K. Equity Market1995 · 54 citations

Works

19 shown

State‐Dependent Threshold Smooth Transition Autoregressive Models*

Oxford Bulletin of Economics and Statistics·2012·4 authors

25citations

Multivariate contemporaneous-threshold autoregressive models

Journal of Econometrics·2010·4 authors

17citations

Markov switching causality and the money–output relationship

Journal of Applied Econometrics·2005·3 authors·Open access

135citations

Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

Journal of Applied Econometrics·2005·3 authors

40citations

On the Autocorrelation Properties of Long‐Memory GARCH Processes

Journal of Time Series Analysis·2004·3 authors·Open access

53citations

On Markov error‐correction models, with an application to stock prices and dividends

Journal of Applied Econometrics·2004·3 authors·Open access

190citations

On detrending and cyclical asymmetry

Journal of Applied Econometrics·2002·2 authors

40citations

A simple method of testing for cointegration subject to multiple regime changes

Economics Letters·2002·3 authors·Open access

22citations

Power Properties of Nonlinearity Tests for Time Series with Markov Regimes

Studies in Nonlinear Dynamics and Econometrics·2002·2 authors

23citations

Markov level shifts and the unit-root hypothesis

Econometrics Journal·2001·1 author

18citations

Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors

Journal of Time Series Analysis·2001·1 author

48citations

A simple procedure for detecting periodically collapsing rational bubbles

Economics Letters·2001·3 authors·Open access

27citations

Detecting periodically collapsing bubbles: a Markov-switching unit root test

Journal of Applied Econometrics·1999·3 authors

251citations

Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching

Journal of Econometrics·1998·2 authors

50citations

COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION

Journal of Applied Econometrics·1997·3 authors

72citations

A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure

Oxford Bulletin of Economics and Statistics·1997·3 authors

25citations

On the power of tests for superexogeneity and structural invariance

Journal of Econometrics·1996·2 authors

21citations

An Analysis of Seasonality in the U.K. Equity Market

The Economic Journal·1995·3 authors

54citations

THE DEMAND FOR MONEY IN GREECE: AN EXERCISE IN ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES

Oxford Bulletin of Economics and Statistics·1993·1 author

17citations