Working Papers
- "On Regime Separation in Markov-Switching
Quantile Regressions" Gabriel Montes-Rojas (UBA and CONICET), Zacharias Psaradakis (University of London), Martín Sola (UTDT)
- "Rational Bubbles: Too Many to be True?" Tomás E. Caravello (MIT), Zacharias Psaradakis (University of London), Martín Sola (UTDT)
- "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities" Demian Pouzo (UC Berkeley), Transition Probabilities" Zacharias Psaradakis (University of London), Martín Sola (UTDT)
- "Risk Aversion and Changes in Regime" Tomás E. Caravello (MIT), Turalay Kenc, (INCEIF and CERF), Martín Sola (UTDT)
- “On Testing for Bubbles During Hyperinflations” with Rubens Morita, Zacharias Psaradakis and Patricio Yunis.
- "The Optimal Timing of the Introduction of New Products," with Marzia Raybaudi and Shasikanta Naindebam
- Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities, with Zacharias Psaradakis, Fabio Spagnolo and Nicola Spagnolo.
- A time-varying threshold STAR model of unemployment and the natural rate, with Michael J. Dueker and Michael T. Owyang
- Multivariate Markov switching with weighted regime determination: giving France more weight than Finland, with Michael J. Dueker .
