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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.
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.