Zacharias Psaradakis

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Affiliations

• Birkbeck College / Department of Economics, Mathematics and Statistics
  • EDIRC entry
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Research profile

author of:

• A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities (RePEc:aoz:wpaper:234)
  by Demian Pouzo & Zacharias Psaradakis & Martin Sola
• Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities (RePEc:arx:papers:1612.04932)
  by Demian Pouzo & Zacharias Psaradakis & Martin Sola
• Multivariate Contemporaneous-Threshold Autoregressive Models (RePEc:aub:autbar:817.10)
  by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• State-Dependent Threshold STAR Models (RePEc:aub:autbar:818.10)
  by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes (RePEc:bbk:bbkcam:1910)
  by Yunus Aksoy & Rubens Morita & Zacharias Psaradakis
• A Distance Test of Normality for a Wide Class of Stationary Processes (RePEc:bbk:bbkefp:1513)
  by Zacharias Psaradakis & Marián Vávra
• Portmanteau Tests for Linearity of Stationary Time Series (RePEc:bbk:bbkefp:1514)
  by Zacharias Psaradakis & Marián Vávra
• Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities (RePEc:bbk:bbkefp:1702)
  by Zacharias Psaradakis & Martin Sola
• Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches (RePEc:bbk:bbkefp:1706)
  by Zacharias Psaradakis & Marián Vávra
• Bootstrap-Assisted Tests of Symmetry for Dependent Data (RePEc:bbk:bbkefp:1806)
  by Zacharias Psaradakis & Márian Vávra
• Testing for Unit Roots in Time Series with Nearly Deterministic Seasonal Variation (RePEc:bbk:bbkewp:9602)
  by Zacharias Psaradakis
• PcGive and PcFiml Version 7 [Review Article] (RePEc:bla:jecsur:v:7:y:1993:i:4:p:399-407)
  by Psaradakis, Zacharias
• Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors (RePEc:bla:jtsera:v:22:y:2001:i:5:p:577-594)
  by Zacharias Psaradakis
• On The Determination Of The Number Of Regimes In Markov‐Switching Autoregressive Models (RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252)
  by Zacharias Psaradakis & Nicola Spagnolo
• On the Autocorrelation Properties of Long‐Memory GARCH Processes (RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282)
  by Menelaos Karanasos & Zacharias Psaradakis & Martin Sola
• Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766)
  by Zacharias Psaradakis & Nicola Spagnolo
• Assessing Time‐Reversibility Under Minimal Assumptions (RePEc:bla:jtsera:v:29:y:2008:i:5:p:881-905)
  by Zacharias Psaradakis
• Selecting nonlinear time series models using information criteria (RePEc:bla:jtsera:v:30:y:2009:i:4:p:369-394)
  by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo & Nicola Spagnolo
• A Quantile-based Test for Symmetry of Weakly Dependent Processes (RePEc:bla:jtsera:v:36:y:2015:i:4:p:587-598)
  by Zacharias Psaradakis & Marián Vávra
• The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables (RePEc:bla:obuest:v:55:y:1993:i:2:p:215-36)
  by Psaradakis, Zacharias
• A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure (RePEc:bla:obuest:v:59:y:1997:i:1:p:29-42)
  by Driffill, John & Psaradakis, Zacharias & Sola, Martin
• State-Dependent Threshold Smooth Transition Autoregressive Models (RePEc:bla:obuest:v:75:y:2013:i:6:p:835-854)
  by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (RePEc:bpj:sndecm:v:10:y:2006:i:2:n:1)
  by Psaradakis Zacharias & Sola Martin & Spagnolo Fabio
• Contemporaneous-Threshold Smooth Transition GARCH Models (RePEc:bpj:sndecm:v:15:y:2011:i:2:n:1)
  by Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio
• On testing for bubbles during hyperinflations (RePEc:bpj:sndecm:v:28:y:2024:i:1:p:25-37:n:3)
  by Morita Rubens & Psaradakis Zacharias & Sola Martin & Yunis Patricio
• p-Value Adjustments for Multiple Tests for Nonlinearity (RePEc:bpj:sndecm:v:4:y:2000:i:3:n:1)
  by Psaradakis Zacharias
• Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2)
  by Psaradakis Zacharias & Spagnolo Nicola
• Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables (RePEc:bru:bruedp:03-15)
  by fabio spagnolod & Zacharias Psaradakis & Martin Sola
• Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables (RePEc:bru:bruppp:03-15)
  by fabio spagnolod & Zacharias Psaradakis & Martin Sola
• An Empirical Reassessment of Target-zone Nonlinearities (RePEc:cam:camdae:9825)
  by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
• The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes (RePEc:ces:ceswps:_8035)
  by Yunus Aksoy & Rubens Morita & Zacharias Psaradakis
• Markov Switching Causality and the Money-Output Relationship (RePEc:cpr:ceprdp:3803)
  by Ravn, Morten & Sola, Martin & Psaradakis, Zacharias
• An Analysis of Seasonality in the U.K. Equity Market (RePEc:ecj:econjl:v:105:y:1995:i:429:p:398-409)
  by Clare, Andrew D & Psaradakis, Zacharias & Thomas, Stephen H
• Markov level shifts and the unit-root hypothesis (RePEc:ect:emjrnl:v:4:y:2001:i:2:p:4)
  by Zacharias Psaradakis
• Rational bubbles: Too many to be true? (RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726)
  by Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin
• Switching error-correction models of house prices in the United Kingdom (RePEc:eee:ecmode:v:14:y:1997:i:4:p:517-527)
  by Hall, Stephen & Psaradakis, Zacharias & Sola, Martin
• Target zone credibility and economic fundamentals (RePEc:eee:ecmode:v:20:y:2003:i:4:p:791-807)
  by Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin
• On testing for nonlinearity in multivariate time series (RePEc:eee:ecolet:v:125:y:2014:i:1:p:1-4)
  by Psaradakis, Zacharias & Vávra, Marián
• A comparison of tests of linear hypotheses in cointegrated vector autoregressive models (RePEc:eee:ecolet:v:45:y:1994:i:2:p:137-144)
  by Psaradakis, Zacharias
• On bootstrap inference in cointegrating regressions (RePEc:eee:ecolet:v:72:y:2001:i:1:p:1-10)
  by Psaradakis, Zacharias
• A simple procedure for detecting periodically collapsing rational bubbles (RePEc:eee:ecolet:v:72:y:2001:i:3:p:317-323)
  by Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio
• A simple method of testing for cointegration subject to multiple regime changes (RePEc:eee:ecolet:v:76:y:2002:i:2:p:213-221)
  by Gabriel, Vasco J. & Psaradakis, Zacharias & Sola, Martin
• Multivariate contemporaneous-threshold autoregressive models (RePEc:eee:econom:v:160:y:2011:i:2:p:311-325)
  by Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio
• On the power of tests for superexogeneity and structural invariance (RePEc:eee:econom:v:72:y:1996:i:1-2:p:151-175)
  by Psaradakis, Zacharias & Sola, Martin
• Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching (RePEc:eee:econom:v:86:y:1998:i:2:p:369-386)
  by Psaradakis, Zacharias & Sola, Martin
• A distance test of normality for a wide class of stationary processes (RePEc:eee:ecosta:v:2:y:2017:i:c:p:50-60)
  by Psaradakis, Zacharias & Vávra, Marián
• Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities (RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63)
  by Psaradakis, Zacharias & Sola, Martin
• An empirical reassessment of target-zone nonlinearities (RePEc:eee:jimfin:v:20:y:2001:i:4:p:533-548)
  by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
• Bootstrap tests for unit roots in seasonal autoregressive models (RePEc:eee:stapro:v:50:y:2000:i:4:p:389-395)
  by Psaradakis, Zacharias
• On the asymptotic behaviour of unit-root tests in the presence of a Markov trend (RePEc:eee:stapro:v:57:y:2002:i:1:p:101-109)
  by Psaradakis, Zacharias
• A sieve bootstrap test for stationarity (RePEc:eee:stapro:v:62:y:2003:i:3:p:263-274)
  by Psaradakis, Zacharias
• Blockwise bootstrap testing for stationarity (RePEc:eee:stapro:v:76:y:2006:i:6:p:562-570)
  by Psaradakis, Zacharias
• Regression-Based Tests for Persistence in Conditional Variances (RePEc:exe:wpaper:9501)
  by Psaradakis, Z. & Tzavalis, E.
• Multivariate contemporaneous threshold autoregressive models (RePEc:fip:fedlwp:2007-019)
  by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables (RePEc:ijf:ijfiec:v:3:y:1998:i:4:p:321-25)
  by Driffill, John & Psaradakis, Zacharias & Sola, Martin
• Assessing the Credibility of a Target Zone: Evidence from EMS Countries (RePEc:ijf:ijfiec:v:5:y:2000:i:2:p:107-20)
  by Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin
• Cointegration and Changes in Regime: The Japanese Consumption Function (RePEc:jae:japmet:v:12:y:1997:i:2:p:151-68)
  by Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin
• Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test (RePEc:jae:japmet:v:14:y:1999:i:2:p:143-54)
  by Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin
• On detrending and cyclical asymmetry (RePEc:jae:japmet:v:18:y:2003:i:3:p:271-289)
  by Zacharias Psaradakis & Martin Sola
• On Markov error-correction models, with an application to stock prices and dividends (RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88)
  by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (RePEc:jae:japmet:v:20:y:2005:i:3:p:423-437)
  by Martin Sola & Zacharias Psaradakis & Fabio Spagnolo
• Markov switching causality and the money-output relationship (RePEc:jae:japmet:v:20:y:2005:i:5:p:665-683)
  by Morten O. Ravn & Zacharias Psaradakis & Martin Sola
• Forecast performance of nonlinear error-correction models with multiple regimes (RePEc:jof:jforec:v:24:y:2005:i:2:p:119-138)
  by Zacharias Psaradakis & Fabio Spagnolo
• A simple method for testing cointegration subject to regime changes (RePEc:nip:nipewp:15/2001)
  by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
• Residual-based tests for cointegration and multiple regime shifts (RePEc:nip:nipewp:7/2002)
  by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
• Sieve Bootstrap for Strongly Dependent Stationary Processes (RePEc:qmw:qmwecw:552)
  by George Kapetanios & Zacharias Psaradakis
• Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence (RePEc:qmw:qmwecw:587)
  by George Kapetanios & Zacharias Psaradakis
• On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models (RePEc:sce:scecf2:83)
  by Zacharias Psaradakis & Nicola Spagnolo
• On inference based on the one-sample sign statistic for long-range dependent data (RePEc:spr:compst:v:25:y:2010:i:2:p:329-340)
  by Zacharias Psaradakis
• Portmanteau Tests for Linearity of Stationary Time Series (RePEc:svk:wpaper:1037)
  by Zacharias Psaradakis & Marian Vavra
• Normality Tests for Dependent Data (RePEc:svk:wpaper:1053)
  by Zacharias Psaradakis & Marian Vavra
• Bootstrap Assisted Tests of Symmetry for Dependent Data (RePEc:svk:wpaper:1058)
  by Zacharias Psaradakis & Marian Vavra
• On Using Triples to Assess Symmetry Under Weak Dependence (RePEc:svk:wpaper:1075)
  by Zacharias Psaradakis & Marian Vavra
• Testing for unit roots in time series with nearly deterministic seasonal variation (RePEc:taf:emetrv:v:16:y:1997:i:4:p:421-439)
  by Zacharias Psaradakis
• Bootstrap-based evaluation of markov-switching time series models (RePEc:taf:emetrv:v:17:y:1998:i:3:p:275-288)
  by Zacharias Psaradakis
• On regression-based tests for persistence in logarithmic volatility models (RePEc:taf:emetrv:v:18:y:1999:i:4:p:441-448)
  by Zacharias Psaradakis & Elias Tzavalis
• Semiparametric Sieve-Type Generalized Least Squares Inference (RePEc:taf:emetrv:v:35:y:2016:i:6:p:951-985)
  by George Kapetanios & Zacharias Psaradakis
• Portmanteau tests for linearity of stationary time series (RePEc:taf:emetrv:v:38:y:2019:i:2:p:248-262)
  by Zacharias Psaradakis & Marián Vávra
• Using the Bootstrap to Test for Symmetry Under Unknown Dependence (RePEc:taf:jnlbes:v:34:y:2016:i:3:p:406-415)
  by Zacharias Psaradakis
• Using Triples to Assess Symmetry Under Weak Dependence (RePEc:taf:jnlbes:v:40:y:2022:i:4:p:1538-1551)
  by Zacharias Psaradakis & Marián Vávra
• On the power of tests for superexogeneity and structural invariance (RePEc:ude:wpaper:0993)
  by Z. Psaradakis & M. Solá
• On Detrending and Cyclical Asymmetry (RePEc:udt:wpecon:020)
  by Martin Sola & Zacharias Psaradakis
• On the autocorrelation properties of Long Memory Garch Processes (RePEc:udt:wpecon:025)
  by Martin Sola & M Karansos & Zacharias Psaradakis
• Multivariate Contemporaneous Threshold Autoregressive Models (RePEc:udt:wpecon:2009-03)
  by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• Contemporaneous-Threshold Smooth Transition GARCH Models (RePEc:udt:wpecon:2009-06)
  by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
• Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities (RePEc:udt:wpecon:2010-12)
  by Martín Solá & Zacharias Psaradakis & Fabio Spagnolo & Nicola Spagnolo
• Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes (RePEc:udt:wpecon:2016_04)
  by Demian Pouzo & Zacharias Psaradakis & Martin Sola
• Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities (RePEc:udt:wpecon:2017_01)
  by Martín Sola & Zacharias Psaradakis
• Rational Bubbles: Too Many to be True? (RePEc:udt:wpecon:2021_06)
  by Tomás Caravello & Zacharias Psaradakis & Martín Sola
• Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities (RePEc:udt:wpecon:2021_07)
  by Demian Pouzo & Zacharias Psaradakis & Martín Sola
• On Testing for Bubbles During Hyperinflations (RePEc:udt:wpecon:2022_02)
  by Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis
• A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities (RePEc:udt:wpecon:2023_01)
  by Demian Pouzo & Zacharias Psaradakis & Martín Sola
• Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (RePEc:wly:emetrp:v:90:y:2022:i:4:p:1681-1710)
  by Demian Pouzo & Zacharias Psaradakis & Martin Sola
• Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (RePEc:wly:japmet:v:20:y:2005:i:3:p:423-437)
  by Fabio Spagnolo & Zacharias Psaradakis & Martin Sola
• Cross-Sectional Aggregation and Persistence in Conditional Variance (RePEc:yor:yorken:00/09)
  by Menelaos Karanasos & Zacharias Psaradakis & Martin Sola