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 0 7 11 509
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 1 1 70 0 3 11 239
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 0 3 5 56
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 6 8 188
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 0 3 10 163
ESTAR model with multiple fixed points. Testing and Estimation 0 0 1 32 2 10 20 234
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 5 19 29 305
Episodes of exuberance in housing markets 0 1 2 45 2 7 15 167
Estimating Argentina''s imports elasticities 0 0 0 45 0 4 7 129
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 1 5 16 83
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 1 3 5 78
Forecasting Monetary Rules in South Africa 0 0 0 40 0 4 11 156
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 5 10 82
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 0 6 9 62
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 1 11 28 228
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 2 6 11 97
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 1 7 11 133
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 1 12 15 184
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 0 7 10 37
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 0 8 11 88
Macroprudential Policy in the Euro Area 0 0 1 55 0 3 18 138
NONLINEAR PPP UNDER THE GOLD STANDARD 0 1 1 68 0 3 7 233
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 2 4 7 45
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 0 3 3 103
On the relationship between inflation persistence and temporal aggregation 0 0 0 14 1 3 5 53
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 0 4 8 76
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 2 6 13 566
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 1 6 10 72
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 8 9 92
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 1 5 9 302
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 0 1 7 299
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 1 6 7 292
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 1 53 0 2 12 137
Temporal aggregation of an ESTAR process 0 0 0 7 1 4 9 51
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 84 0 2 6 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 0 2 8 48
Total Working Papers 0 3 14 1,644 25 198 391 6,186
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 0 3 3 39
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 1 6 191
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 6 8 174
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 2 5 14 89 8 24 60 424
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 1 7 7 197
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 5 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 8 10 54
Forecasting monetary policy rules in South Africa 0 0 0 18 0 1 3 100
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 1 4 7 368
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 3 10 105
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 5 8 19 25
House prices, (un)affordability and systemic risk 0 0 0 5 1 10 17 33
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 0 3 6 17
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 4 12 161
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 0 4 7 126
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 1 3 7 11
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 0 3 6 84
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 1 6 10 57
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 1 6 10 573
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 0 4 6 118
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 0 3 4 10
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 3 9 17 40
On the equilibrium value of the peseta 0 0 0 8 0 1 5 168
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 0 2 0 3 9 18
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 1 3 9 249
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 0 2 6 132
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 2 5 7 112
Predicting real growth and the probability of recession in the Euro area using the yield spread 0 2 3 108 3 11 17 352
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 4 4 11
Pure higher-order effects in the portfolio choice model 0 0 1 6 2 6 8 33
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 1 1 117 0 5 12 333
Real exchange rates and time-varying trade costs 0 0 0 42 0 5 8 180
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 1 5 12 152
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 1 2 2 46
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 1 20 1 2 8 66
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 1 2 43
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 1 3 6 265
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 2 9 11 16
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 1 5 9 46
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 1 52 1 4 9 340
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 1 4 10 93
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 0 3 4 130
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 2 4 10 148
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 3 6 148
The term spread and real economic activity in the US inter-war period 0 0 0 47 0 7 14 183
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 3 17 1 6 13 70
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 0 1 3 18 1 4 12 86
Total Journal Articles 2 10 32 1,457 43 227 453 6,348
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 1 20
The Econometrics of Exchange Rates 0 0 0 0 0 7 10 21
Total Chapters 0 0 0 8 0 7 12 52

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Statistics updated 2026-04-09