Zacharias Psaradakis

University of London — United Kingdom

Economics, Econometrics and Finance · Social Sciences

22h-index1.9kcitations103works0.32yr avg
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Research Topics

Monetary Policy and Economic Impact(57), Financial Risk and Volatility Modeling(47), Statistical Methods and Inference(26), Market Dynamics and Volatility(23), Complex Systems and Time Series Analysis(18)

Publications103 total

Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions
Studies in Nonlinear Dynamics and Econometrics·2025Open Access
Federal Reserve Chairs and Monetary Regimes
Oxford Bulletin of Economics and Statistics·2025· 1 citedOpen Access
ON THE ROBUSTNESS OF MIXTURE MODELS IN THE PRESENCE OF HIDDEN MARKOV REGIMES WITH COVARIATE-DEPENDENT TRANSITION PROBABILITIES
Econometric Theory·2025Open Access
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis·2025Open Access
The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model With Threshold Effects
Oxford Bulletin of Economics and Statistics·2025Open Access
Federal Reserve Chairs and Monetary Regimes
SSRN Electronic Journal·2025Open Access
Bias and Predictive Accuracy of Impulse Responses
SSRN Electronic Journal·2024· 1 citedOpen Access
Rational bubbles: Too many to be true?
Journal of Economic Dynamics and Control·2023· 5 cited
On testing for bubbles during hyperinflations
Studies in Nonlinear Dynamics and Econometrics·2023· 1 cited
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
Econometrica·2022· 13 cited
Using Triples to Assess Symmetry Under Weak Dependence
Journal of Business and Economic Statistics·2021
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities
Econometrics and Statistics·2021· 7 cited
Federal Reserve Chairs and Monetary Regimes
SSRN Electronic Journal·2020Open Access
Bootstrap-assisted tests of symmetry for dependent data
Journal of Statistical Computation and Simulation·2019· 6 cited
The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes
BIROn (Birkbeck, University of London)·2019Open Access
Normality tests for dependent data: large-sample and bootstrap approaches
Communications in Statistics - Simulation and Computation·2018· 27 cited
Bootstrap-Assisted Tests of Symmetry for Dependent Data
BIROn (Birkbeck, University of London)·2018
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities
RePEc: Research Papers in Economics·2017· 4 cited
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches
BIROn (Birkbeck, University of London)·2017
Normality Tests for Dependent Data
RePEc: Research Papers in Economics·2017· 1 cited
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Frequent Co-authors

Martín Solà(26), Fabio Spagnolo(10), Nicola Spagnolo(5), Stephen G. Hall(4), Marián Vávra(2), John Driffill(2), Michael J. Dueker(2), Marco Tronzano(2), George Kapetanios(2), Morten O. Ravn(1), Andrew Clare(1), Stephen Thomas(1), Vasco J. Gabriel(1), Demián Pouzo(1), Elias Tzavalis(1), Menelaos Karanasos(1), Anthony Garratt(1)