Ivan Paya
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Lancaster University
→ Management School
→ Department of Economics
 website
 location: Lancaster, United Kingdom
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The process followed by PPP data. On the properties of linearity tests
by Ivan Paya & David Peel

A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLARSTERLING EXCHANGE RATE: 18711994
by Ivan Paya & David A. Peel

PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD
by Ivan Paya & Agustín Duarte & Ioannis A. Venetis

Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
by David A. Peel & Ivan Paya

On the relationship between nominal exchange rates and domestic and foreign prices
by Ivan Paya & David Peel

TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT
by Ivan Paya & David A. Peel

Term spread and real economic activity in Korea: was the crisis predictable?
by Ivan Paya & Kent Matthews

THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS
by Ivan Paya & David A. Peel

Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend
by Ivan Paya & David A. Peel

Estimates of US monetary policy rules with allowance for changes in the output gap
by D. A. Peel & I. Paya & I. Venetis

Reexamination of the predictability of economic activity using the yield spread: a nonlinear approach
by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.

On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA
by Sugata Ghosh & Iannis A. Mourmouras & Sarmistha Pal & Ivan Paya

NONLINEAR PPP UNDER THE GOLD STANDARD
by Ivan Paya & David A. Peel

Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
by Ioannis A. Venetis & David A. Peel & Ivan Paya

The long memory story of ex post real interest rates. Can it be supported?
by Ioannis A. Venetis & Agustin Duarte & Ivan Paya

THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED?
by Ivan Paya & Agustín Duarte & Ioannis A. Venetis

Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
by Ivan Paya & Ioannis A. Venetis & David A. Peel

ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING
by Ivan Paya & David A. Peel & Ioannis A. Venetis

On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
by Paya, Ivan & Peel, David A.

Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability.
by DUARTE, A. & VENETIS, I. & PAYÁ, I.

On the equilibrium value of the peseta
by I. Paya & A. Duarte & K. Holden

Deterministic impulse response in a nonlinear model. An analytical expression
by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.

Predicting real growth and the probability of recession in the Euro area using the yield spread
by Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan

The term spread and real economic activity in the US interwar period
by Paya, Ivan & Matthews, Kent & Peel, David

On the Relationship between Inflation Persistence and Temporal Aggregation
by IVAN PAYA & AGUSTIN DUARTE & KEN HOLDEN

Inflation Dynamics in the US A Nonlinear Perspective
by Bob Nobay & Ivan Paya & David A. Peel

Nonlinear Purchasing Power Parity under the Gold Standard
by Ivan Paya & David A. Peel

Linkages between Shanghai and Hong Kong stock indices
by Shenqiu Zhang & Ivan Paya & David Peel

Forecasting Monetary Rules in South Africa
by Ruthira Naraidoo & Ivan Paya

Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion
by BOB NOBAY & IVAN PAYA & DAVID A. PEEL

Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
by Pavlidis Efthymios G. & Paya Ivan & Peel David A.

The forward premium puzzle in the interwar period and deviations from covered interest parity
by Paya, Ivan & Peel, David A. & Spiru, Alina

Forecasting Monetary Policy Rules in South Africa
by Ruthira Naraidoo & Ivan Paya

Further empirical evidence of nonlinearity in the us monetary policy rule
by Jahyun Koo & Ivan Paya & David A. Peel

Real exchange rates and timevarying trade costs
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.

On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
by Ñíguez, TrinoManuel & Paya, Ivan & Peel, David & Perote, Javier

THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002
by Jahyun Koo & Ivan Paya & David A. Peel

Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel

The Bank of Korea's nonlinear monetary policy rule
by Jahyun Koo & Ivan Paya & David A. Peel

Forecasting monetary policy rules in South Africa
by Naraidoo, Ruthira & Paya, Ivan

The long memory story of real interest rates. Can it be supported?
by I. A. Venetis & A. Duarte & I. Paya

Linkages between Shanghai and Hong Kong stock indices
by S. Zhang & I. Paya & D. Peel

A new analysis of the determinants of the real dollarsterling exchange rate: 18711994
by I. Paya & D. Peel

On the stability of the CRRA utility under high degrees of uncertainty
by T. M. Niguez & I. Paya & D. Peel & J. Perote

Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear
by E. Pavlidis & I. Paya & D. Peel

On the relationship between Nominal Exchange Rates and domestic and foreign prices
by I. Paya & D. Peel

Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
by Pavlidis Efthymios G. & Paya Ivan & Peel David A.

On the relationship between inflation persistence and temporal aggregation
by I. Paya & A. Duarte & K. Holden

Higherorder moments in the theory of diversification and portfolio composition
by TrinoManuel Niguez & Ivan Paya & David Peel & Javier Perote

Real Exchange Rates and TimeVarying Trade Costs
by E. Pavlidis & I. Paya & D. Peel

Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
by E. Pavlidis & I. Paya & D. Peel

Nonlinear dynamics in economics and finance and unit root testing
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos

Forecasting Monetary Policy Rules in South Africa
by R. Naraidoo & I. Paya

Temporal aggregation of an ESTAR process
by I. Paya & D. Peel

Bubbles in House Prices and their Impact on Consumption: Evidence for the US
by Efthymios Pavlidis & I. Paya & D. Peel & A. M. Spiru

A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation
by Efthymios Pavlidis & Ivan Paya & David Peel

Estimating Argentina''s imports elasticities
by A. Duarte & J. L. NicoliniLlosa & I. Paya

ESTAR model with multiple fixed points. Testing and Estimation
by I. A. Venetis & I. Paya & D. Peel

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
by Pavlidis, Efthymios & Yusupova, Alisa & Paya, Ivan & Peel, David & MartinezGarcia, Enrique & Mack, Adrienne & Grossman, Valerie

Temporal Aggregation of Random Walk Processes and Implications for Asset Prices
by Yamin Ahmad & Ivan Paya

Inflation dynamics in the US  a nonlinear perspective
by Nobay, A. Robert & Paya, Ivan & Peel, David A.

Episodes of exuberance in housing markets
by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique MartinezGarcia & Adrienne Mack & Valerie Crossman

Further empirical evidence on the consumptionreal exchange rate anomaly.
by Efthymios Pavlidis & Ivan Paya & David Peel

Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets
by Ivan Paya & David A. Peel

Higherorder risk preferences, constant relative risk aversion and the optimal portfolio allocation.
by TrinoManuel Ñíguez & Ivan Paya & David Peel & Javier Perote

Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique MartínezGarcía & Adrienne Mack & Valerie Grossman

Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation
by Paya, Ivan & Wang, Peng

Pure higherorder effects in the portfolio choice model
by Ñíguez, TrinoManuel & Paya, Ivan & Peel, David

Exuberance in the U.K. Regional Housing Markets
by Efthymios Pavlidis & Ivan Paya & David Alan Peel & Alisa Yevgenyevna Yusupova

TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NONNORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION
by E. Pavlidis & I. Paya & D. A. Peel
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Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
by EFTHYMIOS G. PAVLIDIS & IVAN PAYA & DAVID A. PEEL

A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP
by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.

TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES
by Efthymios G. Pavlidis & Ivan Paya & David A. Peel

House Prices, (Un)Affordability and Systemic Risk
by Efthymios Pavlidis & Ivan Paya & Alex Skouralis

Flexible distribution functions, higherorder preferences and optimal portfolio allocation
by TrinoManuel Ñíguez & Ivan Paya & David Peel & Javier Perote