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 1 14 512
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 1 70 1 1 11 242
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 0 0 7 58
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 1 2 13 194
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 0 1 12 169
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 32 1 1 22 240
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 0 95 1 3 33 314
Episodes of exuberance in housing markets 0 1 2 46 2 3 21 174
Estimating Argentina''s imports elasticities 0 0 2 47 0 1 13 135
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 2 2 17 88
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 0 0 6 81
Forecasting Monetary Rules in South Africa 0 0 0 40 0 1 14 161
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 11 83
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 0 1 13 66
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 55 1 3 31 234
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 3 5 19 106
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 0 0 10 134
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 0 1 20 189
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 0 1 11 38
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 0 0 16 93
Macroprudential Policy in the Euro Area 0 1 1 56 3 8 20 148
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 1 68 0 0 9 236
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 0 1 8 48
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 1 2 5 105
On the relationship between inflation persistence and temporal aggregation 0 0 0 14 0 2 16 65
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 1 2 18 86
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 0 0 14 567
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 0 1 13 77
Real-time house price model shows U.S. housing market firming 0 1 17 17 0 2 9 9
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 1 13 96
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 0 0 8 303
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 1 1 10 303
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 1 1 1 81 1 1 9 294
Taking the Global Housing Market’s Temperature: Is It Running a Fever (Again)? 0 0 1 1 0 0 2 2
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 0 53 0 0 13 139
Temporal aggregation of an ESTAR process 0 0 0 7 1 1 12 54
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 84 0 0 5 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 0 0 10 50
Total Working Papers 1 4 32 1,668 20 49 508 6,354
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 1 15 0 1 6 42
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 3 8 195
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 1 1 11 178
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 3 14 94 1 10 59 447
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 0 1 13 203
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 3 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 15 59
Forecasting monetary policy rules in South Africa 0 0 0 18 0 2 7 104
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 0 9 371
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 1 12 109
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 1 1 3 1 2 21 31
House prices, (un)affordability and systemic risk 0 0 0 5 0 0 20 38
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 0 1 6 18
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 1 9 163
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 0 2 9 128
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 1 8 13
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 0 20 0 1 7 87
Nonlinear dynamics in economics and finance and unit root testing 1 1 1 13 1 2 13 63
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 1 1 11 574
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 1 2 10 16
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 0 0 7 119
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 0 0 20 44
On the equilibrium value of the peseta 0 0 0 8 1 3 10 173
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 1 3 0 2 11 23
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 0 3 12 254
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 0 0 8 134
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 1 1 11 117
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 2 108 2 3 22 359
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 5 12
Pure higher-order effects in the portfolio choice model 0 0 0 6 1 2 14 40
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 1 117 0 2 14 336
Real exchange rates and time-varying trade costs 0 0 0 42 0 0 10 182
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 2 5 21 163
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 1 1 6 50
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 1 1 21 0 1 8 69
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 1 1 1 10 1 1 4 46
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 0 2 10 269
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 0 2 14 19
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 1 3 12 50
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 0 52 0 1 14 346
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 0 2 11 96
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 0 1 8 135
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 1 1 12 154
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 2 10 152
The term spread and real economic activity in the US inter-war period 0 0 0 47 0 1 17 187
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 1 1 3 18 3 4 18 77
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 0 0 2 19 3 5 18 98
Total Journal Articles 3 8 29 1,469 23 80 584 6,564
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 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 0 3 22
The Econometrics of Exchange Rates 0 0 0 0 1 2 16 27
Total Chapters 0 0 0 8 1 2 20 60

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Statistics updated 2026-10-11