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 4 4 502
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 0 69 5 5 8 236
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 1 2 2 53
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 1 1 5 182
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 1 3 7 160
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 3 6 12 224
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 2 95 0 5 11 286
Episodes of exuberance in housing markets 0 0 1 44 1 7 9 160
Estimating Argentina''s imports elasticities 0 0 2 45 2 3 7 125
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 1 7 11 78
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 0 0 2 75
Forecasting Monetary Rules in South Africa 0 0 0 40 5 5 7 152
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 4 5 5 77
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 1 3 4 56
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 10 14 18 217
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 1 1 22 2 4 5 91
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 1 2 6 126
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 1 3 4 172
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 3 3 3 30
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 2 3 5 80
Macroprudential Policy in the Euro Area 0 0 1 55 4 7 17 135
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 0 67 2 3 5 230
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 0 1 4 41
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 0 0 0 100
On the relationship between inflation persistence and temporal aggregation 0 0 0 14 0 1 2 50
On the stability of the CRRA utility under high degrees of uncertainty 1 1 1 11 2 4 5 72
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 2 7 9 560
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 1 2 4 66
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 1 1 84
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 2 2 6 297
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 1 1 96 3 5 7 298
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 1 1 1 286
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 1 53 5 9 10 135
Temporal aggregation of an ESTAR process 0 0 0 7 2 5 5 47
The long memory story of ex post real interest rates. Can it be supported? 1 1 1 84 2 3 5 459
The long memory story of real interest rates. Can it be supported? 0 1 1 7 3 6 7 46
Total Working Papers 2 5 15 1,641 74 142 223 5,988
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 0 0 0 36
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 3 5 190
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 1 3 168
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 2 4 10 84 5 12 45 400
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 0 0 0 190
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 1 3 5 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 1 2 3 46
Forecasting monetary policy rules in South Africa 0 0 0 18 2 2 2 99
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 2 2 3 364
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 2 5 7 102
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 3 7 12 17
House prices, (un)affordability and systemic risk 0 0 0 5 2 5 7 23
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 1 2 3 14
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 2 3 8 157
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 0 3 3 122
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 2 3 4 8
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 0 1 5 81
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 0 1 4 51
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 3 4 4 567
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 1 1 2 7
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 1 2 2 114
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 1 1 8 2 7 9 31
On the equilibrium value of the peseta 0 0 0 8 3 4 4 167
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 0 2 1 3 8 15
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 1 4 6 246
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 3 4 4 130
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 1 4 107
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 0 1 106 2 4 7 341
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 0 7
Pure higher-order effects in the portfolio choice model 0 0 1 6 1 1 2 27
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 0 116 5 6 8 328
Real exchange rates and time-varying trade costs 0 0 0 42 0 3 4 175
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 2 5 7 147
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 0 0 0 44
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 3 20 3 3 8 64
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 0 2 42
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 2 3 3 262
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 0 2 2 7
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 1 3 5 41
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 1 52 2 4 7 336
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 2 4 7 89
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 0 0 1 127
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 1 2 7 144
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 1 3 3 145
The term spread and real economic activity in the US inter-war period 0 0 0 47 4 6 7 176
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 1 2 4 17 1 5 10 64
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 0 0 2 17 0 2 11 82
Total Journal Articles 3 7 26 1,447 65 141 263 6,121
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 1 1 1 20
The Econometrics of Exchange Rates 0 0 0 0 1 3 3 14
Total Chapters 0 0 0 8 2 5 5 45

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09