Access Statistics for Ivan Paya

Author contact details at EconPapers.

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 1 4 13 84 2 9 51 404
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 2 15 37 2 5 56 170
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 6 23 0 1 15 98
ESTAR model with multiple fixed points. Testing and Estimation 1 5 35 35 4 15 57 57
Estimating Argentina''s imports elasticities 0 3 13 43 9 24 115 408
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 2 31 31 31 7 13 13 13
Inflation Dynamics in the US -A Nonlinear Perspective 3 3 11 27 4 6 29 66
Linkages between Shanghai and Hong Kong stock indices 1 6 28 28 5 17 53 53
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 10 48 0 3 21 128
On the relationship between Nominal Exchange Rates and domestic and foreign prices 1 3 18 63 15 30 128 261
On the relationship between inflation persistence and temporal aggregation 1 1 2 34 1 5 14 63
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 3 10 28 111 8 20 78 306
Real Exchange Rates and Time-Varying Trade Costs 1 4 13 13 5 16 23 23
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 5 9 45 45 11 28 73 73
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 7 52 3 3 27 157
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 1 10 78 1 3 29 220
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 1 1 7 65 2 6 34 199
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 1 10 23 1 4 25 75
The long memory story of ex post real interest rates. Can it be supported? 1 1 7 72 2 4 32 379
The long memory story of real interest rates. Can it be supported? 0 0 3 29 1 5 24 81
Total Working Papers 21 85 312 941 83 217 897 3,234


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 2 17 0 0 6 110
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 4 7 16 112 41 102 366 2,229
Deterministic impulse response in a nonlinear model. An analytical expression 0 1 6 24 1 4 15 75
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 2 35 0 1 14 114
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 7 61 4 6 24 238
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 2 34 34
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 3 11 93 2 10 47 483
On the Relationship between Inflation Persistence and Temporal Aggregation 0 1 6 21 0 4 13 44
On the equilibrium value of the peseta 0 0 0 7 2 2 10 88
On the relationship between nominal exchange rates and domestic and foreign prices 0 1 4 52 0 1 14 182
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 5 27 0 0 15 83
Predicting real growth and the probability of recession in the Euro area using the yield spread 1 2 5 38 2 5 16 117
Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend 1 1 2 27 2 2 10 129
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 2 3 13 55 4 6 27 148
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 7 33 1 1 27 146
Term spread and real economic activity in Korea: was the crisis predictable? 1 1 9 31 6 13 58 201
The process followed by PPP data. On the properties of linearity tests 1 1 2 12 2 2 15 81
The term spread and real economic activity in the US inter-war period 0 3 6 24 0 3 8 88
Total Journal Articles 10 24 103 669 67 164 719 4,590


Statistics updated 2009-11-04