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 5 7 9 507
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 1 1 1 70 3 8 11 239
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 3 4 5 56
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 5 6 9 187
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 2 3 9 162
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 6 11 18 230
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 10 14 20 296
Episodes of exuberance in housing markets 1 1 2 45 4 6 13 164
Estimating Argentina''s imports elasticities 0 0 2 45 4 6 11 129
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 4 6 15 82
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 1 1 3 76
Forecasting Monetary Rules in South Africa 0 0 0 40 3 8 10 155
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 5 9 10 82
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 3 5 6 59
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 8 21 25 225
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 1 1 22 3 7 8 94
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 4 6 9 130
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 6 9 9 178
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 6 9 9 36
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 8 11 13 88
Macroprudential Policy in the Euro Area 0 0 1 55 3 10 20 138
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 0 67 2 5 6 232
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 1 2 5 42
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 3 3 3 103
On the relationship between inflation persistence and temporal aggregation 0 0 0 14 2 2 4 52
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 11 3 7 7 75
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 3 9 12 563
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 3 5 7 69
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 5 6 6 89
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 4 6 10 301
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 1 1 96 1 5 8 299
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 3 4 4 289
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 1 53 1 7 11 136
Temporal aggregation of an ESTAR process 0 0 0 7 3 8 8 50
The long memory story of ex post real interest rates. Can it be supported? 0 1 1 84 2 5 7 461
The long memory story of real interest rates. Can it be supported? 0 1 1 7 2 8 9 48
Total Working Papers 2 7 16 1,643 134 249 349 6,122
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 2 2 2 38
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 1 2 6 191
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 4 4 6 172
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 1 4 10 85 9 18 49 409
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 6 6 6 196
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 2 5 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 5 7 8 51
Forecasting monetary policy rules in South Africa 0 0 0 18 1 3 3 100
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 2 4 5 366
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 3 7 10 105
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 2 7 14 19
House prices, (un)affordability and systemic risk 0 0 0 5 7 10 14 30
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 2 4 5 16
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 4 7 12 161
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 2 4 5 124
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 2 4 6 10
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 3 4 6 84
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 4 5 8 55
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 2 5 6 569
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 2 3 3 9
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 3 5 5 117
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 5 10 14 36
On the equilibrium value of the peseta 0 0 0 8 1 4 5 168
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 0 2 2 4 9 17
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 2 5 8 248
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 2 5 6 132
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 3 3 6 110
Predicting real growth and the probability of recession in the Euro area using the yield spread 1 1 2 107 6 9 13 347
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 2 2 2 9
Pure higher-order effects in the portfolio choice model 0 0 1 6 4 5 6 31
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 1 1 1 117 4 10 12 332
Real exchange rates and time-varying trade costs 0 0 0 42 4 7 8 179
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 1 3 8 148
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 1 1 1 45
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 3 20 1 4 9 65
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 1 1 3 43
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 2 5 5 264
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 7 9 9 14
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 3 6 8 44
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 1 52 3 7 9 339
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 3 6 10 92
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 3 3 4 130
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 2 4 9 146
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 2 4 5 147
The term spread and real economic activity in the US inter-war period 0 0 0 47 5 9 12 181
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 1 3 17 4 6 13 68
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 1 1 3 18 3 3 12 85
Total Journal Articles 4 8 28 1,451 142 248 390 6,263
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 1 1 11
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 1 1 20
The Econometrics of Exchange Rates 0 0 0 0 5 7 8 19
Total Chapters 0 0 0 8 5 9 10 50

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Statistics updated 2026-02-12