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 0 69 2 2 2 230
Adaptive Dynamic Model Averaging with an Application to House Price Forecasting 0 1 2 37 0 2 3 49
Bubbles and Crashes 0 0 4 23 0 1 12 36
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 0 0 1 153
Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices 0 0 0 58 0 0 0 88
Dynamic Estimation of Trade Costs from Real Exchange Rates 0 0 0 12 0 0 0 75
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 2 94 1 1 8 277
Episodes of exuberance in housing markets 0 0 0 43 0 1 1 152
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 0 0 2 67
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 2 72
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 1 2 5 123
Modeling changes in U.S. monetary policy 0 0 0 74 0 0 0 54
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 0 0 1 62
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 1 24 0 0 1 83
Speculative Bubbles in Segmented Markets 0 0 0 23 0 0 1 60
exuber: Recursive Right-Tailed Unit Root Testing with R 0 0 1 49 0 3 11 122
Total Working Papers 0 1 10 698 4 12 50 1,703

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 0 14 0 0 0 36
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices 1 1 5 17 1 1 9 69
Dynamic linear models with adaptive discounting 0 1 1 1 0 2 8 10
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 13 75 3 7 36 367
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 1 1 44
House prices, (un)affordability and systemic risk 0 0 0 5 0 0 0 16
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 0 0 2 48
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 0 18 0 0 2 78
Nonlinear dynamics in economics and finance and unit root testing 0 0 0 11 0 0 0 47
Real exchange rates and time-varying trade costs 0 0 0 42 0 1 1 172
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 0 0 1 140
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks 0 0 0 9 0 2 4 45
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 2 4 19 0 2 6 58
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 0 1 1 83
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach 0 0 0 3 0 1 1 18
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 1 14 0 2 6 57
Total Journal Articles 1 4 24 305 4 20 78 1,288

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 0 19
The Econometrics of Exchange Rates 0 0 0 0 0 0 2 11
Total Chapters 0 0 0 7 0 0 2 30

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Statistics updated 2025-05-12