| Detecting periodically collapsing bubbles: a Markov‐switching unit root test SG Hall, Z Psaradakis, M Sola Journal of Applied Econometrics 14 (2), 143-154, 1999 | 361 | 1999 |
| Asymmetric effects of monetary policy in the United States MO Ravn, M Sola Review-Federal Reserve Bank of Saint Louis 86, 41-58, 2004 | 267* | 2004 |
| On Markov error‐correction models, with an application to stock prices and dividends Z Psaradakis, M Sola, F Spagnolo Journal of Applied Econometrics 19 (1), 69-88, 2004 | 227 | 2004 |
| Intrinsic bubbles and regime-switching J Driffill, M Sola Journal of Monetary Economics 42 (2), 357-373, 1998 | 213 | 1998 |
| Speculative currency attacks and balance of payments crises K Blackburn, M Sola Journal of Economic Surveys 7 (2), 119-144, 1993 | 181 | 1993 |
| Testing the term structure of interest rates using a stationary vector autoregression with regime switching M Sola, J Driffill Journal of Economic Dynamics and Control 18 (3-4), 601-628, 1994 | 165 | 1994 |
| Markov switching causality and the money–output relationship Z Psaradakis, MO Ravn, M Sola Journal of Applied Econometrics 20 (5), 665-683, 2005 | 157 | 2005 |
| A test for volatility spillovers M Sola, F Spagnolo, N Spagnolo Economics Letters 76 (1), 77-84, 2002 | 124 | 2002 |
| Red signals: current account deficits and sustainability M Raybaudi, M Sola, F Spagnolo Economics Letters 84 (2), 217-223, 2004 | 98 | 2004 |
| Switching error-correction models of house prices in the United Kingdom S Hall, Z Psaradakis, M Sola Economic Modelling 14 (4), 517-527, 1997 | 96 | 1997 |
| Cointegration and changes in regime: the Japanese consumption function SG Hall, Z Psaradakis, M Sola Journal of Applied Econometrics 12 (2), 151-168, 1997 | 94 | 1997 |
| Rational bubbles during Poland's hyperinflation: implications and empirical evidence M Funke, S Hall, M Sola European Economic Review 38 (6), 1257-1276, 1994 | 88 | 1994 |
| Stylized facts and regime changes: Are prices procyclical? MO Ravn, M Sola Journal of Monetary Economics 36 (3), 497-526, 1995 | 83 | 1995 |
| Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching Z Psaradakis, M Sola Journal of Econometrics 86 (2), 369-386, 1998 | 76 | 1998 |
| On the Autocorrelation Properties of Long‐Memory GARCH Processes M Karanasos, Z Psaradakis, M Sola Journal of Time Series Analysis 25 (2), 265-282, 2004 | 69 | 2004 |
| The prisoner's dilemma and regime-switching in the Greek-Turkish arms race R Smith, M Sola, F Spagnolo Journal of Peace Research 37 (6), 737-750, 2000 | 67 | 2000 |
| On detrending and cyclical asymmetry Z Psaradakis, M Sola Journal of applied econometrics 18 (3), 271-289, 2003 | 64* | 2003 |
| Testing for collapsing bubbles: An endogenous switching ADF test S Hall, M Sola DISCUSSION PAPER-LONDON BUSINESS SCHOOL CENTRE FOR ECONOMIC FORECASTING, 1993 | 48 | 1993 |
| Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables F Spagnolo, Z Psaradakis, M Sola Journal of Applied Econometrics 20 (3), 423-437, 2005 | 45 | 2005 |
| Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model C Hevia, M Gonzalez‐Rozada, M Sola, F Spagnolo Journal of Applied Econometrics 30 (6), 987-1009, 2015 | 44 | 2015 |
Zacharias PsaradakisProfessor of Econometrics, Birkbeck, University of LondonVerifisert e-postadresse på bbk.ac.uk
