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Prof Zacharias Psaradakis

Positions held:
  • Professor of Econometrics, 糖心logo入口 Business School
Email
  • Overview

    Overview

    Office hours

    By appointment - please email me to set up a meeting.

    Web profiles

    Administrative responsibilities

    • Admissions Tutor, PhD Economics and Finance
    • Ethics Lead

    Professional memberships

    • Member,

    • 贵别濒濒辞飞,听

    Honours and awards

    • Distinguished Author , November 2020
    • Elected Fellow International Association for Applied Econometrics, July 2025
    • Fellow , November 2019
    • Distinguished Author , November 2005

    ORCID

  • Research

    Research

    Research interests

    • Time-series econometrics
    • Bootstrap methods
    • Nonlinear models

    Research Centres and Institutes

    • Member,

    Research clusters and groups

  • Supervision and teaching

    Supervision and teaching

    Supervision

    Supervisions within 糖心logo入口:
    5

    I welcome enquiries from prospective Ph.D. students who are interested in undertaking research in any of my areas of research interest.

    My current Ph.D. students work on research topics relating to bootstrap inference under serial dependence, nonlinear regime-switching models, dynamic factor models, and machine learning methods.

    Doctoral alumni since 2013-14

    • PIOTR ZEGADLO
      Nature of supervision:
      Principal Supervisor
      Awarded:
      2018
    • KONSTANTINOS ADAMOPOULOS
      Nature of supervision:
      Principal Supervisor
      Awarded:
      2024
    • CHARISIOS GRIVAS
      Nature of supervision:
      Principal Supervisor,
      Title of thesis:
      Essays on Diagnostic Testing In Time Series Models
      Awarded:
      2023
    • KIM COPPIN
      Nature of supervision:
      Principal Supervisor
      Awarded:
      2023
    • RUBENS MORITA
      Nature of supervision:
      Principal Supervisor
      Title of thesis:
      Essays in Markov Switching Causality
      Awarded:
      2024

    Teaching

    Teaching modules

    • Econometrics
  • Publications

    Publications

    Article

    • Psaradakis, Zacharias and Sola, M. and Spagnolo, N. and Yunis, P. (2026) . Studies in Nonlinear Dynamics & Econometrics 30 (3), pp. 431-441. ISSN 1081-1826.
    • Psaradakis, Zacharias and Rapetti, F. and Sola, M. and Yunis, P. (2025) . Oxford Bulletin of Economics and Statistics ISSN 0305-9049.
    • Grivas, C. and Psaradakis, Zacharias (2025) . Journal of Time Series Analysis ISSN 0143-9782.
    • Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2025) . Econometric Theory 41 (5), pp. 1229-1243. ISSN 0266-4666.
    • Morita, Rubens and Psaradakis, Zacharias and Sola, M. and Yunis, P. (2023) . Studies in Nonlinear Dynamics & Econometrics ISSN 1081-1826.
    • Caravello, T.E. and Psaradakis, Zacharias and Sola, M. (2023) . Journal of Economic Dynamics and Control ISSN 0165-1889.
    • Psaradakis, Zacharias and V谩vra, Marian (2022) . Journal of Business and Economic Statistics 40 (4), pp. 1538-1551. ISSN 0735-0015.
    • Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2022) . Econometrica 90 (4), pp. 1681-1710. ISSN 0012-9682.
    • Psaradakis, Zacharias and Sola, M. (2021) . Econometrics and Statistics ISSN 2452-3062.
    • Psaradakis, Zacharias and V谩vra, M. (2020) . Communications in Statistics - Simulation and Computation 49 (2), pp. 283-304. ISSN 0361-0918.
    • Psaradakis, Zacharias and Vavra, Marian (2019) . Econometric Reviews 38 (2), pp. 248-262. ISSN 0747-4938.
    • Psaradakis, Zacharias and V谩vra, M. (2019) . Journal of Statistical Computation and Simulation 89 (7), pp. 1203-1226. ISSN 0094-9655.
    • Psaradakis, Zacharias and Vavra, Marian (2017) . Econometrics and Statistics 2, pp. 50-60. ISSN 2452-3062.
    • Psaradakis, Zacharias and Vavra, M. (2015) . Journal of Time Series Analysis 36 (4), pp. 587-598. ISSN 0143-9782.
    • Psaradakis, Zacharias (2015) . Journal of Business and Economic Statistics 34 (3), pp. 406-415. ISSN 0735-0015.
    • Psaradakis, Zacharias and Vavra, Marian (2014) . Economics Letters 125 (1), pp. 1-4. ISSN 0165-1765.
    • Kapetanios, G. and Psaradakis, Zacharias (2014) . Econometric Reviews 35 (6), pp. 951-985. ISSN 0747-4938.
    • Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2013) . Oxford Bulletin of Economics and Statistics 75 (6), pp. 835-854. ISSN 0305-9049.
    • Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) . Journal of Econometrics 160 (2), pp. 311-325. ISSN 0304-4076.
    • Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) . Studies in Nonlinear Dynamics & Econometrics 15 (2), ISSN 1081-1826.
    • Psaradakis, Zacharias (2010) . Computational Statistics 25 (2), pp. 329-340. ISSN 0943-4062.
    • Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. and Spagnolo, N. (2009) . Journal of Time Series Analysis 30 (4), pp. 369-394. ISSN 0143-9782.
    • Psaradakis, Zacharias (2008) . Journal of Time Series Analysis 29 (5), pp. 881-905. ISSN 0143-9782.
    • Psaradakis, Zacharias and Spagnolo, N. (2006) . Journal of Time Series Analysis 27 (5), pp. 753-766. ISSN 0143-9782.
    • Psaradakis, Zacharias (2006) . Statistics and Probability Letters 76 (6), pp. 562-570. ISSN 0167-7152.
    • Ravn, M.O. and Sola, M. and Psaradakis, Zacharias (2005) . Journal of Applied Econometrics 20 (5), pp. 665-683. ISSN 0883-7252.
    • Spagnolo, F. and Psaradakis, Zacharias and Sola, M. (2005) . Journal of Applied Econometrics 20 (3), pp. 423-437. ISSN 0883-7252.
    • Spagnolo, F. and Psaradakis, Zacharias (2005) . Journal of Forecasting 24 (2), pp. 119-138. ISSN 0277-6693.
    • Karanasos, M. and Psaradakis, Zacharias and Sola, M. (2004) . Journal of Time Series Analysis 25 (2), pp. 265-281. ISSN 0143-9782.
    • Psaradakis, Zacharias and Sola, M. and Spagnolo, F. (2004) . Journal of Applied Econometrics 19 (1), pp. 69-88. ISSN 0883-7252.
    • Psaradakis, Zacharias and Sola, M. (2003) . Journal of Applied Econometrics 18 (3), pp. 271-289. ISSN 0883-7252.
    • Psaradakis, Zacharias (2003) . Statistics and Probability Letters 62 (3), pp. 263-274. ISSN 0167-7152.
    • Psaradakis, Zacharias and Spagnolo, N. (2003) . Journal of Time Series Analysis 24, pp. 237-252. ISSN 0143-9782.
    • Psaradakis, Zacharias (2003) . Communications in Statistics - Simulation and Computation 32 (1), pp. 113-126. ISSN 0361-0918.
    • Psaradakis, Zacharias and Spagnolo, N. (2002) . Studies in Nonlinear Dynamics & Econometrics 6 (3), ISSN 1081-1826.
    • Gabriel, V.J. and Sola, M. and Psaradakis, Zacharias (2002) . Economics Letters 76 (2), pp. 213-221. ISSN 0165-1765.
    • Psaradakis, Zacharias (2002) . Statistics and Probability Letters 57 (1), pp. 101-109. ISSN 0167-7152.
    • Psaradakis, Zacharias (2001) . The Econometrics Journal 4 (2), pp. 226-242. ISSN 1368-4221.
    • Psaradakis, Zacharias (2001) . Journal of Time Series Analysis 22 (5), pp. 577-594. ISSN 0143-9782.
    • Garratt, A. and Psaradakis, Zacharias and Sola, M. (2001) . Journal of International Money and Finance 20 (4), pp. 533-548. ISSN 0261-5606.
    • Spagnolo, F. and Sola, M. and Psaradakis, Zacharias (2001) . Economics Letters 72 (3), pp. 317-323. ISSN 0165-1765.
    • Psaradakis, Zacharias (2001) . Economics Letters 72 (1), pp. 1-10. ISSN 0165-1765.
    • Psaradakis, Zacharias (2000) . Statistics and Probability Letters 50 (4), pp. 389-395. ISSN 0167-7152.
    • Psaradakis, Zacharias (2000) . Studies in Nonlinear Dynamics & Econometrics 4 (3), pp. 95-100. ISSN 1081-1826.
    • Psaradakis, Zacharias and Tzavalis, E. (1999) . Econometric Reviews 18 (4), pp. 441-448. ISSN 0747-4938.
    • Psaradakis, Zacharias (1999) . Econometric Reviews 18 (3), pp. 331-336. ISSN 0747-4938.
    • Hall, S.G. and Sola, M. and Psaradakis, Zacharias (1999) . Journal of Applied Econometrics 14 (2), pp. 141-154. ISSN 0883-7252.
    • Psaradakis, Zacharias (1998) . Econometric Reviews 17 (3), pp. 275-288. ISSN 0747-4938.
    • Psaradakis, Zacharias and Sola, M. (1998) . Journal of Econometrics 86 (2), pp. 369-386. ISSN 0304-4076.
    • Psaradakis, Zacharias (1997) . Econometric Reviews 16 (4), pp. 421-439. ISSN 0747-4938.
    • Hall, S.G. and Psaradakis, Zacharias and Sola, M. (1997) . Journal of Applied Econometrics 12 (2), pp. 151-168. ISSN 0883-7252.
    • Psaradakis, Zacharias and Sola, M. (1996) . Journal of Econometrics 72 (1-2), pp. 151-175. ISSN 0304-4076.
    • Clare, A. and Psaradakis, Zacharias and Thomas, S. (1995) . Economic Journal 105 (429), pp. 398-409. ISSN 0013-0133.

    Monograph

    • Aksoy, Yunus and Morita, Rubens and Psaradakis, Zacharias (2019) . London, UK: 糖心logo入口, University of London.
    • Psaradakis, Zacharias (2017) . London, UK: 糖心logo入口 College, University of London.
    • Pouzo, D. and Psaradakis, Zacharias and Sola, M. (2016) . London, UK: 糖心logo入口 College, University of London.
    • Psaradakis, Zacharias and Vavra, Marian (2015) . London, UK: 糖心logo入口 College, University of London.
    • Psaradakis, Zacharias and Vavra, Marian (2015) . London, UK: 糖心logo入口 College, University of London.