Zacharias Psaradakis

Zacharias Psaradakis

Birkbeck University of London - London / United Kingdom
Economics & Econometrics / Economics
AD Scientific Index ID: 4329297
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person_outline Zacharias Psaradakis's MOST POPULAR ARTICLES
1-) Detecting periodically collapsing bubbles: a Markov‐switching unit root testSG Hall, Z Psaradakis, M SolaJournal of Applied Econometrics 14 (2), 143-154, 19993321999
2-) On Markov error‐correction models, with an application to stock prices and dividendsZ Psaradakis, M Sola, F SpagnoloJournal of Applied Econometrics 19 (1), 69-88, 20042152004
3-) On the determination of the number of regimes in Markov‐switching autoregressive modelsZ Psaradakis, N SpagnoloJournal of time series analysis 24 (2), 237-252, 20032002003
4-) Markov switching causality and the money–output relationshipZ Psaradakis, MO Ravn, M SolaJournal of Applied Econometrics 20 (5), 665-683, 20051532005
5-) Switching error-correction models of house prices in the United KingdomS Hall, Z Psaradakis, M SolaEconomic Modelling 14 (4), 517-527, 19971031997