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Markov switching causality and the money-output relationship
Psaradakis, Zacharias
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-684
Persistent link: https://www.econbiz.de/10006958640
Saved in:
2
An empirical reassessment of target-zone nonlinearities
Garratt, Anthony
;
Psaradakis, Zacharias
;
Sola, Martin
- In:
Journal of international money and finance
20
(
2001
)
4
,
pp. 533-548
Persistent link: https://www.econbiz.de/10006900892
Saved in:
3
Red signals: current account deficits and sustainability
Raybaudi, Marzia
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Economics letters
84
(
2004
)
2
,
pp. 217-224
Persistent link: https://www.econbiz.de/10006756353
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4
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias
;
Sola, Martin
- In:
Journal of econometrics
72
(
1996
)
1-2
,
pp. 151-176
Persistent link: https://www.econbiz.de/10006794100
Saved in:
5
Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin
;
Driffill, John
- In:
Journal of economic dynamics & control
18
(
1994
)
3-4
,
pp. 601-628
Persistent link: https://www.econbiz.de/10006804566
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6
Target zone credibility and economic fundamentals
Tronzano, Marco
;
Psaradakis, Zacharias
;
Sola, Martin
- In:
Economic modelling
20
(
2003
)
4
,
pp. 791-808
Persistent link: https://www.econbiz.de/10006255676
Saved in:
7
A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Economics letters
72
(
2001
)
3
,
pp. 317-324
Persistent link: https://www.econbiz.de/10006773793
Saved in:
8
REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK
DRIFFILL, JOHN
;
KENC, TURALAY
;
SOLA, MARTIN
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155223
Saved in:
9
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Dueker, Michael J.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 517-547
Persistent link: https://www.econbiz.de/10007859779
Saved in:
10
INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
;
Ackert, Lucy F.
; …
- In:
Macroeconomic dynamics
11
(
2007
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10007732327
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