Concepedia

Zacharias Psaradakis

ZP

39

Publications

1.7K

Citations

22

H-Index

1993

Active since

Affiliations

Birkbeck, University of London(Current)

Universidad Torcuato Di Tella

Brunel University of London

London Business School

Universidad de Londres

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

Top concepts

StatisticsBusinessEconometricsEconomicsFinanceEngineeringTime Series EconometricsMacroeconomicsEconomic AnalysisFinancial Economics

Publications per year

1993–2022

39

Publications

39

Detecting periodically collapsing bubbles: a Markov-switching unit root test

Stephen G. Hall, Zacharias Psaradakis, Martín Solà · Journal of Applied Econometrics · 1999 · 261 citations

Engineering, Economic Fluctuation, Time Series Econometrics +19

On Markov error‐correction models, with an application to stock prices and dividends

Zacharias Psaradakis, Martín Solà, Fabio Spagnolo · Journal of Applied Econometrics · 2004 · 187 citations

Empirical Finance, Mec Model, Markov Error‐correction +18

ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS

Zacharias Psaradakis, Nicola Spagnolo · Journal of Time Series Analysis · 2003 · 163 citations

Arma Representation, Dynamic Economic Model, Parameter Identification +12

Markov switching causality and the money–output relationship

Zacharias Psaradakis, Morten O. Ravn, Martín Solà · Journal of Applied Econometrics · 2005 · 134 citations

Macroeconomic Forecasting, Economic Fluctuation, Dynamic Economics +16

Switching error-correction models of house prices in the United Kingdom

Stephen G. Hall, Zacharias Psaradakis, Martín Solà · Economic Modelling · 1997 · 76 citations

Econometric Model, Economics, Business +6

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