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 5 5 8 236
Adaptive Dynamic Model Averaging with an Application to House Price Forecasting 0 0 1 37 2 5 10 57
Bubbles and Crashes 0 0 2 25 5 7 13 47
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 1 3 7 160
Bubbling Up? 1 1 3 3 3 4 16 16
Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance 1 1 3 3 4 8 14 14
Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices 0 1 1 59 0 1 3 91
Dynamic Estimation of Trade Costs from Real Exchange Rates 0 0 0 12 0 3 3 78
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 2 95 0 5 11 286
Episodes of exuberance in housing markets 0 0 1 44 1 7 9 160
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 1 7 11 78
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 4 5 5 77
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 1 2 6 126
Modeling changes in U.S. monetary policy 0 0 0 74 1 2 2 56
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 1 2 4 66
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 1 1 84
Speculative Bubbles in Segmented Markets 0 0 0 23 2 3 6 66
exuber: Recursive Right-Tailed Unit Root Testing with R 0 0 0 49 2 4 9 128
Total Working Papers 2 3 13 709 33 74 138 1,826

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
Bubbles and crashes: A tale of quantiles 0 0 0 0 0 0 1 1
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices 0 0 3 19 2 3 9 77
Dynamic linear models with adaptive discounting 0 0 1 1 0 10 19 27
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 2 4 10 84 5 12 45 400
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 1 2 3 46
House prices, (un)affordability and systemic risk 0 0 0 5 2 5 7 23
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 1 1 3 50
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 0 1 5 81
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 0 1 4 51
Real exchange rates and time-varying trade costs 0 0 0 42 0 3 4 175
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 2 5 7 147
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks 0 0 0 9 8 11 17 59
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 3 20 3 3 8 64
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 2 4 7 89
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach 0 0 0 3 0 0 1 18
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 1 2 4 17 1 5 10 64
Total Journal Articles 3 6 24 323 27 66 150 1,408

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 1 1 1 20
The Econometrics of Exchange Rates 0 0 0 0 1 3 3 14
Total Chapters 0 0 0 7 2 4 4 34

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09