Access Statistics for Ivan Paya

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 0 0 0 100 0 0 0 498
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 0 69 0 1 3 231
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 0 0 0 51
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 0 4 181
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 1 1 4 157
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 0 2 8 218
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 1 2 95 0 2 6 281
Episodes of exuberance in housing markets 0 0 1 44 0 0 2 153
Estimating Argentina''s imports elasticities 0 0 2 45 0 0 5 122
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 0 1 5 71
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 1 2 2 75
Forecasting Monetary Rules in South Africa 0 0 0 40 0 1 2 147
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 0 72
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 0 0 2 53
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 0 1 4 203
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 0 21 0 0 1 87
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 0 0 6 124
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 0 0 1 169
Inflation dynamics in the US - a nonlinear perspective 0 0 1 4 0 0 1 27
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 0 0 3 77
Macroprudential Policy in the Euro Area 0 0 3 55 2 7 18 128
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 0 67 0 1 2 227
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 0 1 4 40
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 0 0 0 100
On the relationship between inflation persistence and temporal aggregation 0 0 0 14 0 0 1 49
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 10 0 0 3 68
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 1 205 0 0 4 553
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 0 2 2 64
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 0 0 83
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 0 2 4 295
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 0 95 0 0 2 293
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 0 0 0 285
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 1 1 1 53 1 1 1 126
Temporal aggregation of an ESTAR process 0 0 0 7 0 0 0 42
The long memory story of ex post real interest rates. Can it be supported? 0 0 0 83 0 0 3 456
The long memory story of real interest rates. Can it be supported? 0 0 0 6 0 0 1 40
Total Working Papers 1 2 14 1,636 5 25 104 5,846
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP 0 0 0 14 0 0 0 36
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 0 2 187
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 1 2 167
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 1 4 12 80 4 13 43 388
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 0 0 0 190
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 1 2 18
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 1 44
Forecasting monetary policy rules in South Africa 0 0 0 18 0 0 0 97
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 0 1 362
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 2 2 97
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 1 1 6 10
House prices, (un)affordability and systemic risk 0 0 0 5 2 2 2 18
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 0 1 1 12
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 3 5 154
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 0 0 0 119
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 1 1 5
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 1 2 20 0 1 4 80
Nonlinear dynamics in economics and finance and unit root testing 1 1 1 12 1 3 3 50
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 0 0 0 563
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 0 0 2 6
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 0 0 0 112
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 0 7 1 1 3 24
On the equilibrium value of the peseta 0 0 0 8 0 0 0 163
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 0 2 0 1 8 12
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 1 2 2 242
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 0 0 1 126
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 3 106
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 4 106 1 1 8 337
Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend 0 0 0 1 0 0 0 7
Pure higher-order effects in the portfolio choice model 0 1 1 6 0 1 1 26
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 0 116 0 0 3 322
Real exchange rates and time-varying trade costs 0 0 0 42 0 0 1 172
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 1 2 2 142
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 0 0 0 44
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 1 3 20 0 3 6 61
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 1 2 42
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 0 0 0 5
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 0 0 1 259
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 1 1 4 38
Term spread and real economic activity in Korea: was the crisis predictable? 1 1 1 52 1 1 3 332
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 0 2 3 85
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 0 1 1 127
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 1 4 5 142
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 0 0 142
The term spread and real economic activity in the US inter-war period 0 0 0 47 0 1 2 170
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 1 2 15 0 1 5 59
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 1 2 3 17 3 5 11 80
Total Journal Articles 4 12 29 1,440 18 57 152 5,980
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction 0 0 0 1 0 0 0 10
TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NON-NORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION 0 0 0 7 0 0 0 19
The Econometrics of Exchange Rates 0 0 0 0 0 0 0 11
Total Chapters 0 0 0 8 0 0 0 40

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