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 1 1 11 242
Adaptive Dynamic Model Averaging with an Application to House Price Forecasting 0 0 0 37 0 0 12 64
Bubble thought: What beliefs can reveal about housing market risks 0 0 3 3 1 3 5 5
Bubbles and Crashes 0 0 1 26 0 0 13 53
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 0 1 12 169
Bubbling Up? 0 0 2 4 1 2 12 24
Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance 0 0 2 4 2 3 17 23
Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices 0 0 1 59 1 1 8 98
Drifting STAR: A Time-Varying Nonlinear Real Exchange Rate Analysis 0 0 0 0 3 6 11 11
Dynamic Estimation of Trade Costs from Real Exchange Rates 0 0 0 12 0 0 8 83
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 0 95 1 3 33 314
Episodes of exuberance in housing markets 0 1 2 46 2 3 21 174
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 2 2 17 88
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 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 1 6 60
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 0 1 13 77
Real-time house price model shows U.S. housing market firming 0 1 17 17 0 2 9 9
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 1 13 96
Speculative Bubbles in Segmented Markets 0 0 0 23 0 0 5 68
Taking the Global Housing Market’s Temperature: Is It Running a Fever (Again)? 0 0 1 1 0 0 2 2
U.S. housing: Unaffordable to buy, but wealth-building to own 0 0 6 6 0 1 7 7
exuber: Recursive Right-Tailed Unit Root Testing with R 0 0 1 50 1 2 15 139
Total Working Papers 0 2 37 743 15 33 271 2,023

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 0 1 6 42
Bubbles and crashes: A tale of quantiles 0 1 1 1 0 2 9 10
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices 0 0 0 19 0 2 25 99
Dynamic linear models with adaptive discounting 0 0 1 2 1 3 27 44
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 3 14 94 1 10 59 447
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 20 38
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 0 0 8 57
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 0 20 0 1 7 87
Nonlinear dynamics in economics and finance and unit root testing 1 1 1 13 1 2 13 63
Real exchange rates and time-varying trade costs 0 0 0 42 0 0 10 182
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 2 5 21 163
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks 0 0 0 9 1 2 27 75
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 1 1 21 0 1 8 69
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 0 2 11 96
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach 0 0 0 3 1 2 8 26
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 1 1 3 18 3 4 18 77
Total Journal Articles 2 7 22 339 10 37 292 1,634

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 1 2 16 27
Total Chapters 0 0 0 7 1 2 19 49

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Statistics updated 2026-10-11