Efthymios (Themis) Pavlidis
Efthymios (Themis) Pavlidis
Professor, Department of Economics, Lancaster University
Verified email at lancaster.ac.uk - Homepage
Title
Cited by
Cited by
Year
Episodes of exuberance in housing markets: in search of the smoking gun
E Pavlidis, A Yusupova, I Paya, D Peel, E Martínez-García, A Mack, ...
The Journal of Real Estate Finance and Economics 53 (4), 419-449, 2016
752016
Monitoring housing markets for episodes of exuberance: an application of the Phillips et al.(2012, 2013) GSADF test on the Dallas Fed International House Price Database
E Pavlidis, A Yusupova, I Paya, DA Peel, E Martínez-García, A Mack, ...
Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute …, 2013
282013
Bubbles in House Prices and their Impact on Consumption: Evidence for the US
E Pavlidis, I Paya, D Peel, AM Spiru
The Department of Economics, 2009
282009
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
EG Pavlidis, I Paya, DA Peel
Studies in Nonlinear Dynamics & Econometrics 14 (3), 2010
262010
A new test for rational speculative bubbles using forward exchange rates: The case of the interwar german hyperinflation
E Pavlidis, I Paya, D Peel
The Department of Economics Working Paper, 2012
222012
Testing for speculative bubbles using spot and forward prices
EG Pavlidis, I Paya, DA Peel
International Economic Review 58 (4), 1191-1226, 2017
192017
Real exchange rates and time-varying trade costs
EG Pavlidis, I Paya, DA Peel
Journal of International Money and Finance 30 (6), 1157-1179, 2011
172011
The econometrics of exchange rates
EG Pavlidis, I Paya, DA Peel
Palgrave Handbook of Econometrics, 1025-1083, 2009
122009
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation
EG Pavlidis, I Paya, DA Peel
Economics Letters 132, 13-17, 2015
102015
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices
E Pavlidis, E Martinez-Garcia, V Grossman
Economic Modelling 80, 87-102, 2019
92019
Using market expectations to test for speculative bubbles in the crude oil market
EG Pavlidis, I Paya, DA Peel
Journal of Money, Credit and Banking 50 (5), 833-856, 2018
92018
Computational intelligence algorithms for risk-adjusted trading strategies
NG Pavlidis, EG Pavlidis, MG Epitropakis, VP Plagianakos, MN Vrahatis
2007 IEEE Congress on Evolutionary Computation, 540-547, 2007
92007
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
EG Pavlidis, I Paya, DA Peel
Studies in Nonlinear Dynamics & Econometrics 17 (3), 297-312, 2013
62013
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
EG Pavlidis, I Paya, DA Peel
Journal of Forecasting 31 (7), 580-595, 2012
62012
Linearity testing in the presence of heteroskedasticity
E Pavlidis, I Paya, DA Peel
ESRC Seminar Series: Nonlinear Economics and Finance Research Community, 2007
42007
Exuberance in the UK Regional housing markets
A Yusupova, E Pavlidis, I Paya, D Peel
32016
The econometrics of exchange rates.
I Paya, E Pavlidis, D Peel
Palgrave, 2009
32009
Nonlinear dynamics in economics and finance and unit root testing
EG Pavlidis, I Paya, DA Peel, C Siriopoulos
The European Journal of Finance 19 (6), 572-588, 2013
22013
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
ADM Nguyen, EG Pavlidis, DA Peel
Studies in Nonlinear Dynamics & Econometrics 22 (5), 2018
12018
Exuberance in the UK regional housing markets
E Pavlidis, I Paya, DA Peel, AY Yusupova
Lancaster University, Department of Economics, 2017
12017
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