Zacharias Psaradakis

Author

Birkbeck, University of London ORCID

Also Known As

Natalia Isachenkova, Psaradakis, Zacharias, ZACHARIAS PSARADAKIS, Zacharias Psaradakis

103

Publications

1.9K

Citations

H-Index

Concepts

All Affiliations

Birkbeck, University of London Universidad Torcuato Di Tella Brunel University of London London Business School Universidad de Londres

About

Zacharias Psaradakis is an author at Birkbeck, University of London specializing in business, statistics, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	18	25	1.2K
2	Engineering	13	15	749
3	Management	2	2	213
4	Accounting	1	1	55
5	Biostatistics	1	1	16

Zacharias Psaradakis

Publications

1.7K

Citations

H-Index

Page 1

	Year	Citations
Detecting periodically collapsing bubbles: a Markov-switching unit root test Stephen G. Hall, Zacharias Psaradakis, Martín Solà Journal of Applied Econometrics EngineeringEconomic FluctuationTime Series EconometricsFinancial MathematicsStochastic Simulation	1999	261
On Markov error‐correction models, with an application to stock prices and dividends Zacharias Psaradakis, Martín Solà, Fabio Spagnolo Journal of Applied Econometrics Empirical FinanceMec ModelMarkov Error‐correctionEconomic FluctuationTime Series Econometrics	2004	187
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS Zacharias Psaradakis, Nicola Spagnolo Journal of Time Series Analysis Arma RepresentationDynamic Economic ModelParameter IdentificationEngineeringHidden Markov Chain	2003	163
Markov switching causality and the money–output relationship Zacharias Psaradakis, Morten O. Ravn, Martín Solà Journal of Applied Econometrics Macroeconomic ForecastingEconomic FluctuationDynamic EconomicsTime Series EconometricsMonetary Policy	2005	134
Switching error-correction models of house prices in the United Kingdom Stephen G. Hall, Zacharias Psaradakis, Martín Solà Economic Modelling Econometric ModelEconomicsBusinessEconomic AnalysisEconometrics	1997	76
COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION Stephen G. Hall, Zacharias Psaradakis, Martín Solà Journal of Applied Econometrics East Asian StudiesJapanese Consumption FunctionEconomic FluctuationMonetary PolicyUnknown Transition Probabilities	1997	71
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching Zacharias Psaradakis, Nicola Spagnolo Journal of Time Series Analysis State EstimationStochastic SimulationStochastic Hybrid SystemEngineeringHidden Markov Model	2006	65
An Analysis of Seasonality in the U.K. Equity Market Andrew Clare, Zacharias Psaradakis, Stephen Thomas The Economic Journal Financial EconomicsAsset PricingMarket TrendFinancial Time Series AnalysisAccounting	1995	55
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching Zacharias Psaradakis, Martín Solà Journal of Econometrics Parameter EstimationEngineeringAutoregressive ModelsHidden Markov ModelMarkov Kernel	1998	51
Bootstrap Tests for an Autoregressive Unit Root in the Presence of Weakly Dependent Errors Zacharias Psaradakis Journal of Time Series Analysis EconomicsBootstrap TestsBootstrap ResamplingBacktestingSieve Bootstrap	2001	49

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