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 0 0 0 100 1 3 12 510
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 1 70 2 2 11 241
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 1 1 6 57
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 3 4 11 191
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 4 5 14 167
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 32 4 8 23 238
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 2 11 30 307
Episodes of exuberance in housing markets 0 0 2 45 3 6 18 170
Estimating Argentina''s imports elasticities 0 0 0 45 2 2 9 131
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 1 2 17 84
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 3 5 8 81
Forecasting Monetary Rules in South Africa 0 0 0 40 2 3 12 158
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 10 82
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 3 6 12 65
Higher-order moments in the theory of diversification and portfolio composition 1 1 2 55 2 5 29 230
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 3 6 14 100
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 1 4 11 134
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 3 9 18 187
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 0 1 10 37
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 3 3 14 91
Macroprudential Policy in the Euro Area 0 0 1 55 2 2 20 140
NONLINEAR PPP UNDER THE GOLD STANDARD 0 1 1 68 3 4 10 236
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 2 5 8 47
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 0 0 3 103
On the relationship between inflation persistence and temporal aggregation 0 0 0 14 9 10 14 62
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 8 9 16 84
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 1 4 14 567
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 4 7 14 76
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 3 6 12 95
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 0 1 9 302
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 3 3 10 302
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 0 3 7 292
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 1 53 2 3 14 139
Temporal aggregation of an ESTAR process 0 0 0 7 2 3 11 53
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 84 0 0 6 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 2 2 10 50
Total Working Papers 1 2 14 1,645 84 148 467 6,270
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 1 1 15 2 3 5 41
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 1 1 7 192
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 2 4 10 176
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 4 14 89 6 21 63 430
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 4 5 11 201
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 4 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 5 8 15 59
Forecasting monetary policy rules in South Africa 0 0 0 18 1 1 4 101
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 1 3 8 369
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 3 3 13 108
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 4 10 23 29
House prices, (un)affordability and systemic risk 0 0 0 5 5 8 22 38
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 0 1 6 17
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 0 12 161
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 0 2 7 126
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 1 2 8 12
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 2 2 8 86
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 4 6 14 61
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 0 4 10 573
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 1 2 7 119
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 3 4 7 13
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 3 7 20 43
On the equilibrium value of the peseta 0 0 0 8 2 2 7 170
On the predictions of cumulative prospect theory for third and fourth order risk preferences 1 1 1 3 2 3 10 20
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 1 2 10 250
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 2 2 8 134
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 4 6 10 116
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 1 3 108 4 9 21 356
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 1 3 5 12
Pure higher-order effects in the portfolio choice model 0 0 1 6 5 7 13 38
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 1 117 0 1 12 333
Real exchange rates and time-varying trade costs 0 0 0 42 1 2 9 181
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 4 8 16 156
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 3 4 5 49
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 1 20 2 3 10 68
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 2 2 4 45
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 2 3 8 267
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 1 3 12 17
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 1 3 10 47
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 1 52 5 6 14 345
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 1 2 11 94
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 3 3 7 133
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 5 7 15 153
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 1 2 7 149
The term spread and real economic activity in the US inter-war period 0 0 0 47 2 4 16 185
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 3 17 2 4 15 72
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 1 1 4 19 5 6 17 91
Total Journal Articles 2 8 34 1,459 109 194 556 6,457
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 2 2 3 22
The Econometrics of Exchange Rates 0 0 0 0 3 5 13 24
Total Chapters 0 0 0 8 5 7 17 57

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Statistics updated 2026-05-06