Zacharias Psaradakis

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 = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	2.69	2.02	0.67	0.00	5.38	85%
Last 10 Years	2.69	6.05	0.67	0.00	9.42	87%
All Time	2.69	11.10	5.21	4.88	23.88	95%

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