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 98 1 2 13 492
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 1 6 63 0 1 17 197
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 1 5 1 1 8 46
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 1 1 34 0 2 4 174
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 2 4 60 2 4 17 137
ESTAR model with multiple fixed points. Testing and Estimation 0 0 1 22 1 5 28 127
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 1 3 8 76 1 6 21 208
Episodes of exuberance in housing markets 0 1 2 43 2 3 14 123
Estimating Argentina''s imports elasticities 0 2 5 38 1 4 16 94
Exuberance in the U.K. Regional Housing Markets 1 1 3 38 3 3 10 47
Forecasting Monetary Policy Rules in South Africa 0 0 0 49 1 1 8 125
Forecasting Monetary Policy Rules in South Africa 0 0 0 13 0 2 12 62
Forecasting Monetary Rules in South Africa 0 0 0 40 0 0 7 138
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 1 14 1 1 6 60
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 1 10 2 4 10 40
Higher-order moments in the theory of diversification and portfolio composition 0 0 2 49 1 1 13 174
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 0 18 1 2 11 71
House Prices, (Un)Affordability and Systemic Risk 0 4 11 39 2 6 40 58
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 2 2 8 164
Inflation dynamics in the US - a nonlinear perspective 0 0 0 2 1 1 3 23
Linkages between Shanghai and Hong Kong stock indices 0 0 0 17 0 0 7 67
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 0 66 1 2 4 219
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 15 0 1 7 91
On the relationship between inflation persistence and temporal aggregation 0 0 0 13 2 3 8 40
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 9 2 3 5 54
PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD 0 1 2 198 1 2 11 530
Real Exchange Rates and Time-Varying Trade Costs 0 0 1 12 1 1 10 49
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 23 3 3 10 76
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 1 1 7 283
THE LONG MEMORY STORY OF REAL INTEREST RATES. CAN IT BE SUPPORTED? 1 1 1 95 1 1 5 285
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 1 1 3 278
Temporal Aggregation of Random Walk Processes and Implications for Asset Prices 0 0 2 47 4 5 15 104
Temporal aggregation of an ESTAR process 0 0 0 6 1 1 5 37
The long memory story of ex post real interest rates. Can it be supported? 0 0 1 82 1 3 9 444
The long memory story of real interest rates. Can it be supported? 0 0 0 6 1 1 7 33
Total Working Papers 3 17 53 1,502 43 79 379 5,150


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 5 7 2 4 13 25
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 3 3 27 0 4 13 180
Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability 0 0 1 129 0 7 15 2,683
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 54 0 0 3 160
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 3 33 1 7 25 203
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 56 0 1 2 182
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 1 1 2 2 8
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 0 43
Forecasting monetary policy rules in South Africa 0 1 1 18 1 4 14 84
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 91 0 1 2 353
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 0 8 89
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 0 3 142
Linkages between Shanghai and Hong Kong stock indices 0 0 2 31 0 0 3 117
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 0 6 97
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 1 2 17 0 1 6 72
Nonlinear dynamics in economics and finance and unit root testing 0 0 0 11 0 0 3 44
On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA 0 0 0 115 0 1 3 555
On the Relationship between Inflation Persistence and Temporal Aggregation 0 0 0 43 0 0 0 105
On the equilibrium value of the peseta 0 0 0 8 0 0 2 156
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 1 59 0 0 2 233
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 37 0 1 2 122
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 7 89
Predicting real growth and the probability of recession in the Euro area using the yield spread 1 2 4 94 1 3 17 293
Pure higher-order effects in the portfolio choice model 0 0 1 5 1 2 7 21
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 2 108 1 5 14 295
Real exchange rates and time-varying trade costs 0 0 2 42 0 0 8 164
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 43 0 0 3 131
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 1 4 11 20
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 1 3 4 1 3 13 21
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 1 4 39
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 0 0 1 255
Term spread and real economic activity in Korea: was the crisis predictable? 0 0 0 49 0 1 2 323
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 1 16 0 0 3 71
The Bank of Korea's nonlinear monetary policy rule 0 0 0 33 1 2 4 113
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 48 2 3 10 129
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 0 3 138
The term spread and real economic activity in the US inter-war period 0 0 1 47 1 2 6 163
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 1 3 7 0 1 8 21
Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation 0 1 2 10 0 1 9 51
Total Journal Articles 2 11 37 1,410 14 61 257 7,990
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
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 1 0 0 6 7
Total Chapters 0 0 0 1 0 0 6 7


Statistics updated 2020-09-04