Efthymios G. Pavlidis
Names
| first: |
Efthymios |
| middle: |
G. |
| last: |
Pavlidis |
Identifer
Contact
Affiliations
-
Lancaster University
/ Management School
/ Department of Economics
Research profile
author of:
- Adaptive Dynamic Model Averaging with an Application to House Price Forecasting (RePEc:arx:papers:1912.04661)
by Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis - Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (RePEc:bpj:sndecm:v:14:y:2010:i:3:n:3)
by Pavlidis Efthymios G & Paya Ivan & Peel David A - Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:297-312:n:6)
by Pavlidis Efthymios G. & Paya Ivan & Peel David A. - The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach (RePEc:bpj:sndecm:v:22:y:2018:i:2:p:8:n:2)
by Pavlidis Efthymios G. & Tsionas Mike - Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (RePEc:bpj:sndecm:v:22:y:2018:i:5:p:17:n:6)
by Nguyen Anh D. M. & Pavlidis Efthymios G. & Peel David A. - A Nonlinear Analysis Of The Real Exchange Rate–Consumption Relationship (RePEc:cup:macdyn:v:22:y:2018:i:07:p:1825-1843_00)
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A. - Detecting periods of exuberance: A look at the role of aggregation with an application to house prices (RePEc:eee:ecmode:v:80:y:2019:i:c:p:87-102)
by Pavlidis, Efthymios & Martínez-García, Enrique & Grossman, Valerie - Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation (RePEc:eee:ecolet:v:132:y:2015:i:c:p:13-17)
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A. - Dynamic linear models with adaptive discounting (RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944)
by Yusupova, Alisa & Pavlidis, Nicos G. & Pavlidis, Efthymios G. - Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks (RePEc:eee:jimfin:v:109:y:2020:i:c:s0261560620301789)
by Pavlidis, Efthymios G. & Vasilopoulos, Kostas - Real exchange rates and time-varying trade costs (RePEc:eee:jimfin:v:30:y:2011:i:6:p:1157-1179)
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A. - Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (RePEc:fip:feddgw:165)
by Valerie Grossman & Adrienne Mack & Enrique Martinez-Garcia & Efthymios Pavlidis & Ivan Paya & David Peel & Alisa Yusupova - Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices (RePEc:fip:feddgw:325)
by Valerie Grossman & Enrique Martinez-Garcia & Efthymios Pavlidis - exuber: Recursive Right-Tailed Unit Root Testing with R (RePEc:fip:feddgw:87964)
by Enrique Martinez-Garcia & Efthymios Pavlidis & Kostas Vasilopoulos - Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (RePEc:kap:jrefec:v:53:y:2016:i:4:d:10.1007_s11146-015-9531-2)
by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman - Modeling changes in U.S. monetary policy (RePEc:lan:wpaper:127876159)
by Anh Nguyen & Efthymios Pavlidis & David Alan Peel - Exuberance in the U.K. Regional Housing Markets (RePEc:lan:wpaper:168117137)
by Efthymios Pavlidis & Ivan Paya & David Alan Peel & Alisa Yevgenyevna Yusupova - A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation (RePEc:lan:wpaper:18599597)
by Efthymios Pavlidis & Ivan Paya & David Peel - Dynamic Estimation of Trade Costs from Real Exchange Rates (RePEc:lan:wpaper:21883757)
by Efthymios Pavlidis & Nicos Pavlidis - House Prices, (Un)Affordability and Systemic Risk (RePEc:lan:wpaper:266072868)
by Efthymios Pavlidis & Ivan Paya & Alex Skouralis - Speculative Bubbles in Segmented Markets (RePEc:lan:wpaper:268640661)
by Efthymios Pavlidis & Konstantinos Vasilopoulos - Bubbles and Crashes (RePEc:lan:wpaper:404203101)
by Efthymios Pavlidis - Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (RePEc:lan:wpaper:599040)
by E Pavlidis & I Paya & D Peel - Real Exchange Rates and Time-Varying Trade Costs (RePEc:lan:wpaper:600537)
by E Pavlidis & I Paya & D Peel - Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear (RePEc:lan:wpaper:601190)
by E Pavlidis & I Paya & D Peel - Bubbles in House Prices and their Impact on Consumption: Evidence for the US (RePEc:lan:wpaper:601552)
by Efthymios Pavlidis & I Paya & D Peel & A M Spiru - Episodes of exuberance in housing markets (RePEc:lan:wpaper:64908732)
by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martinez-Garcia & Adrienne Mack & Valerie Crossman - The Econometrics of Exchange Rates (RePEc:pal:palchp:978-0-230-24440-5_22)
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel - Nonlinear dynamics in economics and finance and unit root testing (RePEc:taf:eurjfi:v:19:y:2013:i:6:p:572-588)
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos - House prices, (un)affordability and systemic risk (RePEc:taf:nzecpp:v:55:y:2021:i:1:p:105-123)
by Efthymios Pavlidis & Ivan Paya & Alexandros Skouralis - Testing For Speculative Bubbles Using Spot And Forward Prices (RePEc:wly:iecrev:v:58:y:2017:i:4:p:1191-1226)
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel - Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates (RePEc:wly:jforec:v:31:y:2012:i:7:p:580-595)
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel - Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market (RePEc:wly:jmoncb:v:50:y:2018:i:5:p:833-856)
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel - Testing Significance Of Variables In Regression Analysis When There Is Non-Normality Or Heteroskedasticity.: The Wild Bootstrap And The Generalised Lambda Distribution (RePEc:wsi:wschap:9789812778666_0008)
by E. Pavlidis & I. Paya & D. A. Peel