Access Statistics for Efthymios G. Pavlidis

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 Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 0 69 0 1 3 231
Adaptive Dynamic Model Averaging with an Application to House Price Forecasting 0 0 1 37 2 2 5 52
Bubbles and Crashes 0 0 4 25 0 1 9 40
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 1 1 4 157
Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices 0 0 0 58 2 2 2 90
Dynamic Estimation of Trade Costs from Real Exchange Rates 0 0 0 12 0 0 0 75
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
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 0 1 5 71
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 0 72
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 0 0 6 124
Modeling changes in U.S. monetary policy 0 0 0 74 0 0 0 54
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
Speculative Bubbles in Segmented Markets 0 0 0 23 0 1 3 63
exuber: Recursive Right-Tailed Unit Root Testing with R 0 0 1 49 0 2 11 124
Total Working Papers 0 1 9 702 5 15 58 1,734

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
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices 1 1 3 19 1 3 9 74
Dynamic linear models with adaptive discounting 0 0 1 1 2 6 11 17
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 1 4 12 80 4 13 43 388
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 1 44
House prices, (un)affordability and systemic risk 0 0 0 5 2 2 2 18
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 0 1 2 49
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
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
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks 0 0 0 9 1 2 6 48
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 1 3 20 0 3 6 61
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 0 2 3 85
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach 0 0 0 3 0 0 1 18
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 1 2 15 0 1 5 59
Total Journal Articles 3 9 24 317 12 39 99 1,341

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 7 0 0 0 30

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Statistics updated 2025-10-06