Access Statistics for Efthymios G. Pavlidis

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 Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 1 70 0 0 11 241
Adaptive Dynamic Model Averaging with an Application to House Price Forecasting 0 0 0 37 0 1 14 64
Bubble thought: What beliefs can reveal about housing market risks 0 3 3 3 2 4 4 4
Bubbles and Crashes 0 0 1 26 0 1 13 53
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 0 1 12 168
Bubbling Up? 0 1 3 4 0 2 18 22
Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance 0 1 2 4 0 3 15 20
Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices 0 0 1 59 0 0 9 97
Drifting STAR: A Time-Varying Nonlinear Real Exchange Rate Analysis 0 0 0 0 3 5 8 8
Dynamic Estimation of Trade Costs from Real Exchange Rates 0 0 0 12 0 1 8 83
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 1 5 33 312
Episodes of exuberance in housing markets 1 1 2 46 1 2 19 172
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 0 2 15 86
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 1 11 83
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 0 0 10 134
Modeling changes in U.S. monetary policy 0 0 0 74 0 0 5 59
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 0 0 14 76
Real-time house price model shows U.S. housing market firming 1 17 17 17 1 8 8 8
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 0 12 95
Speculative Bubbles in Segmented Markets 0 0 0 23 0 1 6 68
Taking the Global Housing Market’s Temperature: Is It Running a Fever (Again)? 0 1 1 1 0 2 2 2
U.S. housing: Unaffordable to buy, but wealth-building to own 0 6 6 6 0 6 6 6
exuber: Recursive Right-Tailed Unit Root Testing with R 0 1 1 50 0 1 15 137
Total Working Papers 2 31 39 743 8 46 268 1,998

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 1 15 1 1 6 42
Bubbles and crashes: A tale of quantiles 0 0 0 0 1 4 9 9
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices 0 0 1 19 1 3 26 98
Dynamic linear models with adaptive discounting 0 0 1 2 2 6 32 43
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 3 5 16 94 6 13 64 443
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 15 59
House prices, (un)affordability and systemic risk 0 0 0 5 0 0 22 38
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 0 3 9 57
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 1 20 0 0 7 86
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 1 1 14 62
Real exchange rates and time-varying trade costs 0 0 0 42 0 1 10 182
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 1 3 19 159
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks 0 0 0 9 1 1 28 74
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 1 1 2 21 1 1 9 69
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 1 1 10 95
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach 0 0 0 3 0 0 6 24
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 2 17 1 2 15 74
Total Journal Articles 4 6 25 336 17 40 301 1,614

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 7 0 0 3 22
The Econometrics of Exchange Rates 0 0 0 0 0 1 14 25
Total Chapters 0 0 0 7 0 1 17 47

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Statistics updated 2026-08-07