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Psaradakis, Zacharias
Sola, Martin
Spagnolo, Fabio
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:
Spagnolo, Fabio
Psaradakis, Zacharias
Sola, Martin
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
Authors:
Psaradakis, Zacharias
Ravn, Morten O.
Sola, Martin
Citation: Psaradakis, Zacharias et al., Markov switching causality and the money-output relationship, Journal of applied econometrics , 20(5), 2005, pp. 665-683
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