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Switching error-correction models of house prices in the United Kingdom. (1997). Sola, Martin ; Psaradakis, Zacharias ; Hall, Stephen.
In: Economic Modelling.
RePEc:eee:ecmode:v:14:y:1997:i:4:p:517-527.

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  3. Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut.
    In: Scandinavian Journal of Economics.
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  4. Borrowing constraints and housing price expectations in the euro area. (2018). Mayordomo, Sergio ; Ampudia Fraile, Miguel.
    In: Economic Modelling.
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  5. Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2017). Psaradakis, Zacharias ; Sola, Martin.
    In: Department of Economics Working Papers.
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  6. Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2017). Sola, Martin ; Psaradakis, Zacharias.
    In: Department of Economics Working Papers.
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  7. Macroeconomic Drivers of Singapore Private Residential Prices: A Markov-Switching Approach. (2017). Jian, Jason Wei ; Rangel, Gary John.
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  8. Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis.
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  9. Assessing the sustainability of Irish residential property prices: 1980Q1-2016Q2. (2016). Kennedy, Gerard ; Woods, Maria ; O'Brien, Eoin.
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  10. Modelling the Australian Dollar. (2015). Smith, Penelope ; Wright, Michelle ; Potter, Christopher ; Cockerell, Lynne ; Hambur, Jonathan.
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  11. Asset prices regime-switching and the role of inflation targeting monetary policy. (2015). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis.
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  17. Risk and Structural Instability in US House Prices. (2013). Morley, Bruce ; Karoglou, Michail ; Thomas, Dennis.
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  18. House price dynamics and their reaction to macroeconomic changes. (2013). Brooks, Chris ; Ward, Charles W. R., ; Nneji, Ogonna .
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  19. Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model. (2013). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo -Kengne, Beatrice D. ; Aye, Goodness C..
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  20. House price cycles in Europe. (2013). Fontana, Alessandro ; Corradin, Stefano .
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  21. Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo -Kengne, Beatrice D. ; Aye, Goodness C..
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  22. What do we know about real exchange rate nonlinearities?. (2012). Sibbertsen, Philipp ; Menkhoff, Lukas ; Kruse, Robinson ; Frömmel, Michael ; Frommel, Michael.
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  23. IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; Simo -Kengne, Beatrice D. ; Aye, Goodness C..
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  24. Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; simo -Kengne, Beatrice D ; Aye, Goodness C.
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  25. Risk-return relationships and asymmetric adjustment in the UK housing market. (2011). Morley, Bruce ; Thomas, Dennis .
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  26. Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries. (2011). Vizek, Maruška ; Posedel, Petra.
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  27. Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities. (2010). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
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  50. Bootstrap-based evaluation of markov-switching time series models. (1998). Psaradakis, Zacharias.
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  51. Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching. (1998). Sola, Martin ; Psaradakis, Zacharias.
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