Narrow search
Showing 1 - 10 of 12
Cover Image
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Cover Image
On detrending and cyclical asymmetry
Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 18 (2003) 3, pp. 271-289
Persistent link: https://www.econbiz.de/10001768134
Cover Image
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G. - In: Journal of applied econometrics 12 (1997) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
Cover Image
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Cover Image
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.; Ravn, Morten O.; Sola, Martin - In: Journal of applied econometrics 20 (2005) 5, pp. 665-683
Persistent link: https://www.econbiz.de/10003121629
Cover Image
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 20 (2005) 3, pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Cover Image
Cointegration and Changes in Regime: The Japanese Consumption Function
Hall, S.G.; Psaradakis, Z.; Sola, M. - In: Journal of applied econometrics 12 (1997) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10006998680
Cover Image
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test
Hall, S.G.; Psaradakis, Z.; Sola, M. - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10006989346
Cover Image
On Markov error-correction models, with an application to stock prices and dividends
Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10006965033
Cover Image
On detrending and cyclical asymmetry
Psaradakis, Zacharias; Sola, Martin - In: Journal of applied econometrics 18 (2003) 3, pp. 271-290
Persistent link: https://www.econbiz.de/10006968622