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Martín Sola
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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
3571999
Asymmetric effects of monetary policy in the United States
MO Ravn, M Sola
Review-Federal Reserve Bank of Saint Louis 86, 41-58, 2004
268*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
2272004
Intrinsic bubbles and regime-switching
J Driffill, M Sola
Journal of Monetary Economics 42 (2), 357-373, 1998
2161998
Speculative currency attacks and balance of payments crises
K Blackburn, M Sola
Journal of Economic Surveys 7 (2), 119-144, 1993
1831993
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
1571994
Markov switching causality and the money–output relationship
Z Psaradakis, MO Ravn, M Sola
Journal of Applied Econometrics 20 (5), 665-683, 2005
1532005
A test for volatility spillovers
M Sola, F Spagnolo, N Spagnolo
Economics Letters 76 (1), 77-84, 2002
1232002
Switching error-correction models of house prices in the United Kingdom
S Hall, Z Psaradakis, M Sola
Economic Modelling 14 (4), 517-527, 1997
1031997
Red signals: current account deficits and sustainability
M Raybaudi, M Sola, F Spagnolo
Economics Letters 84 (2), 217-223, 2004
972004
Cointegration and changes in regime: the Japanese consumption function
SG Hall, Z Psaradakis, M Sola
Journal of Applied Econometrics 12 (2), 151-168, 1997
951997
Rational bubbles during Poland's hyperinflation: implications and empirical evidence
M Funke, S Hall, M Sola
European Economic Review 38 (6), 1257-1276, 1994
891994
Stylized facts and regime changes: Are prices procyclical?
MO Ravn, M Sola
Journal of Monetary Economics 36 (3), 497-526, 1995
821995
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
751998
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
682000
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
662004
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
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
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
442015
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Articles 1–20