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Citation: Psaradakis, Zacharias et al., On Markov error-correction models, with an application to stock prices and dividends, Journal of applied econometrics , 19(1), 2004, pp. 69-88

Authors: Psaradakis, Zacharias Sola, Martin

Citation: Psaradakis, Zacharias et Sola, Martin, On detrending and cyclical asymmetry, Journal of applied econometrics , 18(3), 2003, pp. 271-289

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Citation: Spagnolo, Fabio et al., Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables, Journal of applied econometrics , 20(3), 2005, pp. 423-437

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Citation: Psaradakis, Zacharias et al., Markov switching causality and the money-output relationship, Journal of applied econometrics , 20(5), 2005, pp. 665-683

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Citation: Hevia, Constantino et al., Risk premia and seasonality in commodity futures, Journal of applied econometrics , 33(6), 2018, pp. 853-873

Authors: Hevia, Constantino Gonzalez-Rozada, Martin Sola, Martin Spagnolo, Fabio

Citation: Hevia, Constantino et al., Estmating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model, Journal of applied econometrics , 30(6), 2015, pp. 987-1009