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Short-term growth effects of fiscal policy revisited : a Markov-switching approach
Arin, Kerim Peren; Spagnolo, Nicola - In: Economics letters 110 (2011) 3, pp. 278-281
Persistent link: https://www.econbiz.de/10009241461
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A note on the macroeconomic consequences of ethnic/racial tension
Arin, Kerim Peren; Koyuncu, Murat; Spagnolo, Nicola - In: Economics letters 155 (2017), pp. 100-103
Persistent link: https://www.econbiz.de/10011821625
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Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
Psaradakis, Zacharias; Spagnolo, Nicola - In: Studies in Nonlinear Dynamics & Econometrics 6 (2007) 3, pp. 1091-1091
This paper examines the relative performance of some popular nonlinearity tests when applied to time series generated by Markov switching autoregressive models. The nonlinearity tests considered include RESET-type tests, the Keenan test, the Tsay test, the McLeod--Li test, the BDS test, the...
Persistent link: https://www.econbiz.de/10004966108
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Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
Psaradakis, Zacharias; Spagnolo, Nicola - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 3, pp. 1091-1091
This paper examines the relative performance of some popular nonlinearity tests when applied to time series generated by Markov switching autoregressive models. The nonlinearity tests considered include RESET-type tests, the Keenan test, the Tsay test, the McLeod--Li test, the BDS test, the...
Persistent link: https://www.econbiz.de/10005579877
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Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.; Spagnolo, Nicola - 1999
Persistent link: https://www.econbiz.de/10001434242
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A test for volatility spillovers
Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics letters 76 (2002) 1, pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
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Evaluating currency crises : the case of the European Monetary System
Muratidēs, Kōstas (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729481
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Evaluating currency crises : the case of the European Monetary System
Muratidēs, Kōstas (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730400
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Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 6 (2002) 3
Persistent link: https://www.econbiz.de/10001790033
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Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola - In: Applied financial economics 14 (2004) 4, pp. 233-242
Persistent link: https://www.econbiz.de/10001939262