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Psaradakis, Zacharias and Sola, M. and Spagnolo, N. and Yunis, P. (2025) Predictive accuracy of impulse responses estimated using local projections and vector autoregressions. Studies in Nonlinear Dynamics & Econometrics , ISSN 1081-1826. (In Press)

Psaradakis, Zacharias and Rapetti, F. and Sola, M. and Yunis, P. (2025) The role of consumer sentiment in the stock market: a multivariate dynamic mixture model with threshold effects. Oxford Bulletin of Economics and Statistics , ISSN 0305-9049.

Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2025) On the robustness of mixture models in the presence of hidden Markov Regimes with covariate-dependent transition probabilities. Econometric Theory , ISSN 0266-4666. (In Press)

Caravello, T.E. and Psaradakis, Zacharias and Sola, M. (2023) Rational bubbles: too many to be true? Journal of Economic Dynamics and Control , ISSN 0165-1889.

Morita, Rubens and Psaradakis, Zacharias and Sola, M. and Yunis, P. (2023) On testing for bubbles during hyperinflations. Studies in Nonlinear Dynamics & Econometrics , ISSN 1081-1826.

Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2022) Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities. Econometrica 90 (4), pp. 1681-1710. ISSN 0012-9682.

Psaradakis, Zacharias and Sola, M. (2021) Markov-Switching Models with state-dependent time-varying transition probabilities. Econometrics and Statistics , ISSN 2452-3062.

Ravn, M.O. and Sola, M. and Psaradakis, Zacharias (2005) Markov switching causality and the money-output relationship. Journal of Applied Econometrics 20 (5), pp. 665-683. ISSN 0883-7252.

Spagnolo, F. and Psaradakis, Zacharias and Sola, M. (2005) Testing the unbiased forward exchange rate hypothesis using a Markov-switching model and instrumental variables. Journal of Applied Econometrics 20 (3), pp. 423-437. ISSN 0883-7252.

Psaradakis, Zacharias and Sola, M. and Spagnolo, F. (2004) On markov error-correction models, with an application to stock prices and dividends. Journal of Applied Econometrics 19 (1), pp. 69-88. ISSN 0883-7252.

Karanasos, M. and Psaradakis, Zacharias and Sola, M. (2004) On the autocorrelation properties of long-memory GARCH processes. Journal of Time Series Analysis 25 (2), pp. 265-281. ISSN 0143-9782.

Psaradakis, Zacharias and Sola, M. (2003) On detrending and cyclical asymmetry. Journal of Applied Econometrics 18 (3), pp. 271-289. ISSN 0883-7252.

Gabriel, V.J. and Sola, M. and Psaradakis, Zacharias (2002) A simple method of testing for cointegration subject to multiple regime changes. Economics Letters 76 (2), pp. 213-221. ISSN 0165-1765.

Garratt, A. and Psaradakis, Zacharias and Sola, M. (2001) An empirical reassessment of target-zone nonlinearities. Journal of International Money and Finance 20 (4), pp. 533-548. ISSN 0261-5606.

Spagnolo, F. and Sola, M. and Psaradakis, Zacharias (2001) A simple procedure for detecting periodically collapsing rational bubbles. Economics Letters 72 (3), pp. 317-323. ISSN 0165-1765.

Smith, Ron P. and Sola, M. and Spagnolo, F. (2000) The prisoner's dilemma and regime-switching in the Greek-Turkish arms race. Journal of Peace Research 37 (6), pp. 737-750. ISSN 0022-3433.

Hall, S.G. and Sola, M. and Psaradakis, Zacharias (1999) Detecting periodically collapsing bubbles: a Markov-switching unit root test. Journal of Applied Econometrics 14 (2), pp. 141-154. ISSN 0883-7252.

Psaradakis, Zacharias and Sola, M. (1998) Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching. Journal of Econometrics 86 (2), pp. 369-386. ISSN 0304-4076.

Hall, S.G. and Psaradakis, Zacharias and Sola, M. (1997) Cointegration and changes in regime: the Japanese consumption function. Journal of Applied Econometrics 12 (2), pp. 151-168. ISSN 0883-7252.

Psaradakis, Zacharias and Sola, M. (1996) On the power of tests for superexogeneity and structural invariance. Journal of Econometrics 72 (1-2), pp. 151-175. ISSN 0304-4076.

Monograph

Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2016) Maximum likelihood estimation in possibly misspecified dynamic models with time-inhomogeneous Markov Regimes. Working Paper. Birkbeck College, University of London, London, UK.