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Zacharias Psaradakis

Global rank #4200 95%

Institution: Birkbeck College

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.bbk.ac.uk/our-staff/profile/8007598/zacharias-psaradakis

First Publication: 1993

Most Recent: 2023

RePEc ID: pps8 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.67 1.01 0.67 0.00 5.36
Last 10 Years 0.67 3.02 0.67 0.00 9.38
All Time 0.67 5.53 5.19 0.00 23.80

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 21.20

Publications (20)

Year Article Journal Tier Authors
2023 Rational bubbles: Too many to be true? Journal of Economic Dynamics and Control B 3
2022 Using Triples to Assess Symmetry Under Weak Dependence Journal of Business & Economic Statistics A 2
2022 Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities Econometrica S 3
2016 Using the Bootstrap to Test for Symmetry Under Unknown Dependence Journal of Business & Economic Statistics A 1
2014 On testing for nonlinearity in multivariate time series Economics Letters C 2
2013 State-Dependent Threshold Smooth Transition Autoregressive Models Oxford Bulletin of Economics and Statistics B 4
2011 Multivariate contemporaneous-threshold autoregressive models Journal of Econometrics A 4
2005 Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables Journal of Applied Econometrics B 3
2003 Target zone credibility and economic fundamentals Economic Modeling C 3
2002 A simple method of testing for cointegration subject to multiple regime changes Economics Letters C 3
2001 An empirical reassessment of target-zone nonlinearities Journal of International Money and Finance B 3
2001 On bootstrap inference in cointegrating regressions Economics Letters C 1
2001 A simple procedure for detecting periodically collapsing rational bubbles Economics Letters C 3
1998 Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching Journal of Econometrics A 2
1997 A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure. Oxford Bulletin of Economics and Statistics B 3
1997 Switching error-correction models of house prices in the United Kingdom Economic Modeling C 3
1996 On the power of tests for superexogeneity and structural invariance Journal of Econometrics A 2
1994 A comparison of tests of linear hypotheses in cointegrated vector autoregressive models Economics Letters C 1
1993 PcGive and PcFiml Version 7 [Review Article]. Journal of Economic Surveys C 1
1993 The Demand for Money in Greece: An Exercise in Econometric Modelling with Cointegrated Variables. Oxford Bulletin of Economics and Statistics B 1