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Efthymios G. Pavlidis

Personal Details

First Name:Efthymios
Middle Name:G.
Last Name:Pavlidis
Suffix:
RePEc Short-ID:ppa542
[This author has chosen not to make the email address public]
https://sites.google.com/site/etpavlidis/

Affiliation

Department of Economics
Management School
Lancaster University

Lancaster, United Kingdom
http://www.lancaster.ac.uk/lums/our-departments/economics/
RePEc:edi:delanuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Efthymios Pavlidis, 2024. "Bubbles and Crashes," Working Papers 404203101, Lancaster University Management School, Economics Department.
  2. Enrique Martínez García & Efthymios Pavlidis & Kostas Vasilopoulos, 2020. "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers 383, Federal Reserve Bank of Dallas, revised 19 Oct 2021.
  3. Alisa Yusupova & Nicos G. Pavlidis & Efthymios G. Pavlidis, 2019. "Adaptive Dynamic Model Averaging with an Application to House Price Forecasting," Papers 1912.04661, arXiv.org.
  4. Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019. "Speculative Bubbles in Segmented Markets," Working Papers 268640661, Lancaster University Management School, Economics Department.
  5. Efthymios Pavlidis & Ivan Paya & Alex Skouralis, 2019. "House Prices, (Un)Affordability and Systemic Risk," Working Papers 266072868, Lancaster University Management School, Economics Department.
  6. Valerie Grossman & Enrique Martínez García & Efthymios Pavlidis, 2017. "Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices," Globalization Institute Working Papers 325, Federal Reserve Bank of Dallas.
  7. Efthymios Pavlidis & Ivan Paya & David Alan Peel & Alisa Yevgenyevna Yusupova, 2017. "Exuberance in the U.K. Regional Housing Markets," Working Papers 168117137, Lancaster University Management School, Economics Department.
  8. Anh Nguyen & Efthymios Pavlidis & David Alan Peel, 2016. "Modeling changes in U.S. monetary policy," Working Papers 127876159, Lancaster University Management School, Economics Department.
  9. Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martinez-Garcia & Adrienne Mack & Valerie Crossman, 2014. "Episodes of exuberance in housing markets," Working Papers 64908732, Lancaster University Management School, Economics Department.
  10. Valerie Grossman & Adrienne Mack & Enrique Martínez García & Efthymios Pavlidis & Ivan Paya & David Peel & Alisa Yusupova, 2013. "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," Globalization Institute Working Papers 165, Federal Reserve Bank of Dallas.
  11. Efthymios Pavlidis & Ivan Paya & David Peel, 2012. "A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation," Working Papers 18599597, Lancaster University Management School, Economics Department.
  12. Efthymios Pavlidis & Nicos Pavlidis, 2012. "Dynamic Estimation of Trade Costs from Real Exchange Rates," Working Papers 21883757, Lancaster University Management School, Economics Department.
  13. E Pavlidis & I Paya & D Peel, 2009. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers 599040, Lancaster University Management School, Economics Department.
  14. Efthymios Pavlidis & I Paya & D Peel & A M Spiru, 2009. "Bubbles in House Prices and their Impact on Consumption: Evidence for the US," Working Papers 601552, Lancaster University Management School, Economics Department.
  15. E Pavlidis & I Paya & D Peel, 2009. "Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear," Working Papers 601190, Lancaster University Management School, Economics Department.
  16. E Pavlidis & I Paya & D Peel, 2009. "Real Exchange Rates and Time-Varying Trade Costs," Working Papers 600537, Lancaster University Management School, Economics Department.

Articles

  1. Yusupova, Alisa & Pavlidis, Nicos G. & Pavlidis, Efthymios G., 2023. "Dynamic linear models with adaptive discounting," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1925-1944.
  2. Efthymios Pavlidis & Ivan Paya & Alexandros Skouralis, 2021. "House prices, (un)affordability and systemic risk," New Zealand Economic Papers, Taylor & Francis Journals, vol. 55(1), pages 105-123, January.
  3. Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020. "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
  4. Pavlidis, Efthymios & Martínez-García, Enrique & Grossman, Valerie, 2019. "Detecting periods of exuberance: A look at the role of aggregation with an application to house prices," Economic Modelling, Elsevier, vol. 80(C), pages 87-102.
  5. Pavlidis Efthymios G. & Tsionas Mike, 2018. "The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-8, April.
  6. Efthymios G. Pavlidis & Ivan Paya & David A. Peel, 2018. "Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 833-856, August.
  7. Nguyen Anh D. M. & Pavlidis Efthymios G. & Peel David A., 2018. "Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-17, December.
  8. Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A., 2018. "A Nonlinear Analysis Of The Real Exchange Rate–Consumption Relationship," Macroeconomic Dynamics, Cambridge University Press, vol. 22(7), pages 1825-1843, October.
  9. Efthymios G. Pavlidis & Ivan Paya & David A. Peel, 2017. "Testing For Speculative Bubbles Using Spot And Forward Prices," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 58(4), pages 1191-1226, November.
  10. Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman, 2016. "Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 419-449, November.
  11. Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A., 2015. "Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation," Economics Letters, Elsevier, vol. 132(C), pages 13-17.
  12. Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos, 2013. "Nonlinear dynamics in economics and finance and unit root testing," The European Journal of Finance, Taylor & Francis Journals, vol. 19(6), pages 572-588, July.
  13. Pavlidis Efthymios G. & Paya Ivan & Peel David A., 2013. "Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 297-312, May.
  14. Efthymios G. Pavlidis & Ivan Paya & David A. Peel, 2012. "Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(7), pages 580-595, November.
  15. Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A., 2011. "Real exchange rates and time-varying trade costs," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 1157-1179, October.
  16. Pavlidis Efthymios G & Paya Ivan & Peel David A, 2010. "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-40, May.

Chapters

  1. Efthymios G. Pavlidis & Ivan Paya & David A. Peel, 2009. "The Econometrics of Exchange Rates," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 22, pages 1025-1083, Palgrave Macmillan.
  2. E. Pavlidis & I. Paya & D. A. Peel, 2008. "Testing Significance Of Variables In Regression Analysis When There Is Non-Normality Or Heteroskedasticity.: The Wild Bootstrap And The Generalised Lambda Distribution," World Scientific Book Chapters, in: Luiz Moutinho & Kun-Huang Huarng (ed.), Advances In Doctoral Research In Management, chapter 8, pages 151-174, World Scientific Publishing Co. Pte. Ltd..

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (7) 2014-02-02 2014-09-25 2017-05-07 2017-09-03 2019-06-17 2020-01-13 2024-02-19. Author is listed
  2. NEP-ECM: Econometrics (3) 2017-09-03 2020-01-13 2024-02-19
  3. NEP-ETS: Econometric Time Series (3) 2017-09-03 2020-06-15 2024-02-19
  4. NEP-ORE: Operations Research (3) 2016-09-25 2019-07-22 2020-06-15
  5. NEP-MAC: Macroeconomics (2) 2016-09-25 2019-06-17
  6. NEP-BAN: Banking (1) 2019-06-17
  7. NEP-CBA: Central Banking (1) 2016-09-25
  8. NEP-EUR: Microeconomic European Issues (1) 2017-05-07
  9. NEP-FMK: Financial Markets (1) 2019-07-22
  10. NEP-FOR: Forecasting (1) 2020-01-13
  11. NEP-GEO: Economic Geography (1) 2017-05-07
  12. NEP-MON: Monetary Economics (1) 2016-09-25
  13. NEP-RMG: Risk Management (1) 2019-06-17

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