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 2 8 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 8 11 239
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 0 4 5 56
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 1 7 9 188
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 1 4 10 163
ESTAR model with multiple fixed points. Testing and Estimation 0 0 2 32 2 11 20 232
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 4 14 24 300
Episodes of exuberance in housing markets 0 1 2 45 1 6 13 165
Estimating Argentina''s imports elasticities 0 0 1 45 0 6 8 129
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 0 5 15 82
Forecasting Monetary Policy Rules in South Africa 0 0 0 15 1 2 4 77
Forecasting Monetary Rules in South Africa 0 0 0 40 1 9 11 156
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 9 10 82
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 3 7 9 62
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 2 20 27 227
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 1 6 9 95
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 2 7 11 132
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 5 12 14 183
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 1 10 10 37
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 0 10 12 88
Macroprudential Policy in the Euro Area 0 0 1 55 0 7 20 138
NONLINEAR PPP UNDER THE GOLD STANDARD 1 1 1 68 1 5 7 233
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 1 2 5 43
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 0 2 4 52
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 11 1 6 8 76
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 0 0 205 1 6 12 564
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 2 6 9 71
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 3 8 9 92
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 0 6 9 301
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 0 0 1 96 0 4 8 299
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 2 6 6 291
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 1 53 1 7 12 137
Temporal aggregation of an ESTAR process 0 0 0 7 0 5 8 50
The long memory story of ex post real interest rates. Can it be supported? 0 1 1 84 0 4 7 461
The long memory story of real interest rates. Can it be supported? 0 0 1 7 0 5 9 48
Total Working Papers 1 5 16 1,644 39 247 379 6,161
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 1 1 1 15 1 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 2 6 8 174
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 2 5 12 87 7 21 54 416
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 0 6 6 196
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 1 5 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 3 9 10 54
Forecasting monetary policy rules in South Africa 0 0 0 18 0 3 3 100
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 1 5 6 367
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 5 10 105
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 1 6 14 20
House prices, (un)affordability and systemic risk 0 0 0 5 2 11 16 32
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 1 4 6 17
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 6 12 161
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 2 4 7 126
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 4 6 10
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 5 9 56
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 3 8 9 572
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 1 5 6 118
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 0 1 4 4 10
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 1 8 15 37
On the equilibrium value of the peseta 0 0 0 8 0 4 5 168
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 0 2 1 4 9 18
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 0 3 8 248
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 0 5 6 132
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 3 5 110
Predicting real growth and the probability of recession in the Euro area using the yield spread 1 2 3 108 2 10 14 349
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 4 4 11
Pure higher-order effects in the portfolio choice model 0 0 1 6 0 5 6 31
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 1 1 117 1 10 12 333
Real exchange rates and time-varying trade costs 0 0 0 42 1 5 8 180
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 3 6 11 151
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 0 1 1 45
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 1 20 0 4 7 65
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 1 3 43
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 0 4 5 264
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 0 7 9 14
Temporal aggregation of random walk processes and implications for economic analysis 0 0 0 8 1 5 8 45
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 1 52 0 5 9 339
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 0 5 9 92
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 0 3 8 146
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 1 4 6 148
The term spread and real economic activity in the US inter-war period 0 0 0 47 2 11 14 183
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 1 3 17 1 6 13 69
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 0 1 3 18 0 3 12 85
Total Journal Articles 4 11 30 1,455 42 249 417 6,305
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 1 1 20
The Econometrics of Exchange Rates 0 0 0 0 2 8 10 21
Total Chapters 0 0 0 8 2 9 12 52

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Statistics updated 2026-03-04