Published papers

A distance test of normality for a wide class of stationary processes, with Z. Psaradakis

Econometrics and Statistics

Generalized portmanteau tests for linearity of stationary time series, with Z. Psaradakis

Econometric Reviews

A quantile-based test for symmetry of weakly dependent processes, with Z. Psaradakis

Journal of Time Series Analysis, 2015, 36

Empirical evidence of joint nonlinearity in EA and US economic variables using two modified multivariate nonlinearity tests

Applied Economics Letters, 2015, 14

On testing for nonlinearity in multivariate time series, with Z. Psaradakis

Economics Letters, 2014, 125

Working papers

Testing the validity of assumptions of UC-ARIMA models for trend-cycle decompositions

NBS Working Paper, 2016

Short-term forecasting of real GDP using monthly data

NBS Working Paper, 2015

On a bootstrap-based Diebold-Mariano test for forecast evaluations

NBS Working Paper, 2015

On testing for linear and nonlinear DSGE models

NBS Working Paper, 2013

A Note on the Finite Sample Properties of the CLS Method of TAR Models

Power properties of non-linearity tests

Birkbeck Working Paper in Economics and Finance, 2012

HUBERT: a DSGE model of the Czech economy

Ministry of Finance Working Paper, 2009