Ivan Paya
Names
Identifer
Contact
Affiliations
-
Universidad de Alicante
/ Facultad de Ciencias Económicas y Empresariales
/ Departamento de Fundamentos del Análisis Económico (weight: 50%)
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Lancaster University
/ Management School
/ Department of Economics (weight: 50%)
Research profile
author of:
- Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation (RePEc:bde:wpaper:1520)
by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote - The Decisions Of The Shadow Monetary Policy Committee And Monetary Policy Committee Since 2002 (RePEc:bla:ecaffa:v:32:y:2012:i:2:p:91-93)
by Jahyun Koo & Ivan Paya & David A. Peel - On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA (RePEc:bla:manchs:v:71:y:2003:i:3:p:242-264)
by Sugata Ghosh & Iannis A. Mourmouras & Sarmistha Pal & Ivan Paya - Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend (RePEc:bla:manchs:v:71:y:2003:i:s1:p:39-53)
by Ivan Paya & David A. Peel - Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS (RePEc:bla:obuest:v:65:y:2003:i:4:p:421-437)
by Ivan Paya & Ioannis A. Venetis & David A. Peel - 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. - Temporal aggregation of random walk processes and implications for economic analysis (RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4)
by Ahmad Yamin S & Paya Ivan - 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. - Further empirical evidence of nonlinearity in the us monetary policy rule (RePEc:ebl:ecbull:eb-10-00329)
by Jahyun Koo & Ivan Paya & David A. Peel - The forward premium puzzle in the interwar period and deviations from covered interest parity (RePEc:eee:ecolet:v:108:y:2010:i:1:p:55-57)
by Paya, Ivan & Peel, David A. & Spiru, Alina - On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (RePEc:eee:ecolet:v:115:y:2012:i:2:p:244-248)
by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David & Perote, Javier - 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. - On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (RePEc:eee:ecolet:v:90:y:2006:i:2:p:272-277)
by Paya, Ivan & Peel, David A. - Deterministic impulse response in a nonlinear model. An analytical expression (RePEc:eee:ecolet:v:95:y:2007:i:3:p:315-319)
by Venetis, Ioannis A. & Paya, Ivan & Peel, David A. - Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation (RePEc:eee:empfin:v:38:y:2016:i:pa:p:221-235)
by Paya, Ivan & Wang, Peng - Pure higher-order effects in the portfolio choice model (RePEc:eee:finlet:v:19:y:2016:i:c:p:255-260)
by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David - Predicting real growth and the probability of recession in the Euro area using the yield spread (RePEc:eee:intfor:v:21:y:2005:i:2:p:261-277)
by Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan - Forecasting monetary policy rules in South Africa (RePEc:eee:intfor:v:28:y:2012:i:2:p:446-455)
by Naraidoo, Ruthira & Paya, Ivan - On the contribution of the Markowitz model of utility to explain risky choice in experimental research (RePEc:eee:jeborg:v:182:y:2021:i:c:p:527-543)
by Georgalos, Konstantinos & Paya, Ivan & Peel, David A. - 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. - The term spread and real economic activity in the US inter-war period (RePEc:eee:jmacro:v:27:y:2005:i:2:p:331-343)
by Paya, Ivan & Matthews, Kent & Peel, David - Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach (RePEc:eee:reveco:v:12:y:2003:i:2:p:187-206)
by Venetis, Ioannis A. & Paya, Ivan & Peel, David A. - Inflation dynamics in the US - a nonlinear perspective (RePEc:ehl:lserod:24499)
by Nobay, A. Robert & 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 Martínez García & Efthymios Pavlidis & Ivan Paya & David Peel & Alisa Yusupova - Inflation Dynamics in the US -A Nonlinear Perspective (RePEc:fmg:fmgdps:dp601)
by Bob Nobay & Ivan Paya & David A. Peel - Nonlinear Ppp Under The Gold Standard (RePEc:ivi:wpasad:2004-24)
by Ivan Paya & David A. Peel - Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment (RePEc:ivi:wpasad:2004-25)
by Ivan Paya & David A. Peel - Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread (RePEc:ivi:wpasad:2004-31)
by Ivan Paya & Agustín Duarte & Ioannis A. Venetis - Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting (RePEc:ivi:wpasad:2004-41)
by Ivan Paya & David A. Peel & Ioannis A. Venetis - The Long Memory Story Of Real Interest Rates. Can It Be Supported? (RePEc:ivi:wpasad:2005-01)
by Ivan Paya & Agustín Duarte & Ioannis A. Venetis - A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994 (RePEc:ivi:wpasad:2005-16)
by Ivan Paya & David A. Peel - The Process Followed By Ppp Data. On The Properties Of Linearity Tests (RePEc:ivi:wpasad:2005-23)
by Ivan Paya & David A. Peel - Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment (RePEc:jae:japmet:v:21:y:2006:i:5:p:655-668)
by David A. Peel & Ivan Paya - Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting (RePEc:jof:jforec:v:23:y:2004:i:5:p:373-384)
by Ioannis A. Venetis & David A. Peel & Ivan Paya - Higher order risk attitudes: new model insights and heterogeneity of preferences (RePEc:kap:expeco:v:26:y:2023:i:1:d:10.1007_s10683-022-09784-5)
by Konstantinos Georgalos & Ivan Paya & David Peel - 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 - On the predictions of cumulative prospect theory for third and fourth order risk preferences (RePEc:kap:theord:v:95:y:2023:i:2:d:10.1007_s11238-022-09920-w)
by Ivan Paya & David A. Peel & Konstantinos Georgalos - Exuberance in the U.K. Regional Housing Markets (RePEc:lan:wpaper:168117137)
by Efthymios Pavlidis & Ivan Paya & David Alan Peel & Alisa Yevgenyevna Yusupova - Higher-order moments in the theory of diversification and portfolio composition (RePEc:lan:wpaper:18297128)
by Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote - 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 - House Prices, (Un)Affordability and Systemic Risk (RePEc:lan:wpaper:266072868)
by Efthymios Pavlidis & Ivan Paya & Alex Skouralis - On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences (RePEc:lan:wpaper:293574809)
by Ivan Paya & David Peel & Konstantinos Georgalos - Macroprudential Policy in the Euro Area (RePEc:lan:wpaper:307121127)
by Alvaro Fernandez-Gallardo & Ivan Paya - Further empirical evidence on the consumption-real exchange rate anomaly (RePEc:lan:wpaper:447022)
by Efthymios Pavlidis & Ivan Paya & David Peel - Temporal aggregation of an ESTAR process (RePEc:lan:wpaper:565938)
by I Paya & D Peel - A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 (RePEc:lan:wpaper:565953)
by I Paya & D Peel - On the relationship between Nominal Exchange Rates and domestic and foreign prices (RePEc:lan:wpaper:577409)
by I Paya & D Peel - On the relationship between inflation persistence and temporal aggregation (RePEc:lan:wpaper:578936)
by I Paya & A Duarte & K Holden - The long memory story of real interest rates. Can it be supported? (RePEc:lan:wpaper:578952)
by I A Venetis & A Duarte & I Paya - Estimating Argentina''s imports elasticities (RePEc:lan:wpaper:583372)
by A Duarte & J L Nicolini-Llosa & I Paya - 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 - ESTAR model with multiple fixed points. Testing and Estimation (RePEc:lan:wpaper:599093)
by I A Venetis & I Paya & D Peel - Linkages between Shanghai and Hong Kong stock indices (RePEc:lan:wpaper:599248)
by S Zhang & 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 - Forecasting Monetary Policy Rules in South Africa (RePEc:lan:wpaper:611194)
by R Naraidoo & I Paya - On the stability of the CRRA utility under high degrees of uncertainty (RePEc:lan:wpaper:615773)
by T M Niguez & I Paya & D Peel & J Perote - 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 - Unknown item RePEc:lrk:eeaart:22_1_8 (article)
- On the Relationship between Inflation Persistence and Temporal Aggregation (RePEc:mcb:jmoncb:v:39:y:2007:i:6:p:1521-1531)
by Ivan Paya & Agustin Duarte & Ken Holden - Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion (RePEc:mcb:jmoncb:v:42:y:2010:i:1:p:135-150)
by Bob Nobay & Ivan Paya & David A. Peel - The Econometrics of Exchange Rates (RePEc:pal:palchp:978-0-230-24440-5_22)
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel - Forecasting Monetary Rules in South Africa (RePEc:pre:wpaper:201007)
by Ruthira Naraidoo & Ivan Paya - Who benefits from being self-employed in urban Ghana? (RePEc:rza:wpaper:189)
by Adeola Oyenubi - Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction (RePEc:spr:sprchp:978-3-540-28556-4_7)
by Ivan Paya & David A. Peel - Estimates of US monetary policy rules with allowance for changes in the output gap (RePEc:taf:apeclt:v:11:y:2004:i:10:p:601-605)
by D. A. Peel & I. Paya & I. Venetis - Term spread and real economic activity in Korea: was the crisis predictable? (RePEc:taf:apeclt:v:11:y:2004:i:13:p:797-801)
by Ivan Paya & Kent Matthews - The Bank of Korea's nonlinear monetary policy rule (RePEc:taf:apeclt:v:19:y:2012:i:12:p:1193-1202)
by Jahyun Koo & Ivan Paya & David A. Peel - Unknown item RePEc:taf:apfiec:v:13:y:2003:i:5:p:317-335 (article)
- Unknown item RePEc:taf:apfiec:v:17:y:2007:i:2:p:105-117 (article)
- Unknown item RePEc:taf:apfiec:v:19:y:2009:i:23:p:1847-1857 (article)
- The process followed by PPP data. On the properties of linearity tests (RePEc:taf:applec:v:37:y:2005:i:21:p:2515-2522)
by Ivan Paya & David 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 - Flexible distribution functions, higher-order preferences and optimal portfolio allocation (RePEc:taf:quantf:v:19:y:2019:i:4:p:699-703)
by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote - Temporal Aggregation of Random Walk Processes and Implications for Asset Prices (RePEc:uww:wpaper:14-01)
by Yamin Ahmad & Ivan Paya - 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 - Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment (RePEc:wly:japmet:v:21:y:2006:i:5:p:655-668)
by 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 - Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets (RePEc:wly:jfutmk:v:31:y:2011:i:2:p:192-203)
by Ivan Paya & David A. Peel - On the Relationship between Inflation Persistence and Temporal Aggregation (RePEc:wly:jmoncb:v:39:y:2007:i:6:p:1521-1531)
by Ivan Paya & Agustin Duarte & Ken Holden - Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion (RePEc:wly:jmoncb:v:42:y:2010:i:1:p:135-150)
by Bob Nobay & 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 - Nonlinear Purchasing Power Parity under the Gold Standard (RePEc:wly:soecon:v:71:y:2004:i:2:p:302-313)
by Ivan Paya & David A. Peel - The long memory story of ex post real interest rates. Can it be supported? (RePEc:wpa:wuwpem:0404004)
by Ioannis A. Venetis & Agustin Duarte & Ivan Paya - 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