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Martín Solá
Martín Solá
Verified email at utdt.edu
Title
Cited by
Cited by
Year
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
3211999
Asymmetric effects of monetary policy in the United States
MO Ravn, M Sola
Review-Federal Reserve Bank of Saint Louis 86, 41-58, 2004
246*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
2052004
Intrinsic bubbles and regime-switching
J Driffill, M Sola
Journal of Monetary Economics 42 (2), 357-373, 1998
1931998
Speculative currency attacks and balance of payments crises
K Blackburn, M Sola
Journal of Economic Surveys 7 (2), 119-144, 1993
1771993
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
1611994
Markov switching causality and the money–output relationship
Z Psaradakis, MO Ravn, M Sola
Journal of Applied Econometrics 20 (5), 665-683, 2005
1232005
A test for volatility spillovers
M Sola, F Spagnolo, N Spagnolo
Economics Letters 76 (1), 77-84, 2002
1182002
Switching error-correction models of house prices in the United Kingdom
S Hall, Z Psaradakis, M Sola
Economic Modelling 14 (4), 517-527, 1997
931997
Cointegration and changes in regime: the Japanese consumption function
SG Hall, Z Psaradakis, M Sola
Journal of Applied Econometrics 12 (2), 151-168, 1997
871997
Red signals: current account deficits and sustainability
M Raybaudi, M Sola, F Spagnolo
Economics Letters 84 (2), 217-223, 2004
852004
Stylized facts and regime changes: Are prices procyclical?
MO Ravn, M Sola
Journal of Monetary Economics 36 (3), 497-526, 1995
821995
Rational bubbles during Poland's hyperinflation: implications and empirical evidence
M Funke, S Hall, M Sola
European Economic Review 38 (6), 1257-1276, 1994
821994
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
711998
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
642004
On detrending and cyclical asymmetry
Z Psaradakis, M Sola
Journal of Applied Econometrics 18 (3), 271-289, 2003
63*2003
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
632000
Testing for collapsing bubbles: An endogenous switching ADF test
S Hall, M Sola
DISCUSSION PAPER-LONDON BUSINESS SCHOOL CENTRE FOR ECONOMIC FORECASTING, 1993
481993
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
462005
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
J Driffill, Z Psaradakis, M Sola
Oxford Bulletin of Economics and Statistics 59 (1), 29-42, 1997
421997
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