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 2 2 11 241
Adaptive Dynamic Model Averaging with an Application to House Price Forecasting 0 0 0 37 2 4 14 63
Bubbles and Crashes 1 1 3 26 3 5 16 52
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 4 5 14 167
Bubbling Up? 0 0 3 3 0 0 20 20
Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance 0 0 3 3 1 1 17 17
Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices 0 0 1 59 4 5 9 97
Drifting STAR: A Time-Varying Nonlinear Real Exchange Rate Analysis 0 0 0 0 1 2 3 3
Dynamic Estimation of Trade Costs from Real Exchange Rates 0 0 0 12 0 0 7 82
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 2 11 30 307
Episodes of exuberance in housing markets 0 0 2 45 3 6 18 170
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 1 2 17 84
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 0 10 82
House Prices, (Un)Affordability and Systemic Risk 0 0 0 51 1 4 11 134
Modeling changes in U.S. monetary policy 0 0 0 74 1 3 5 59
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 4 7 14 76
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 3 6 12 95
Speculative Bubbles in Segmented Markets 0 0 0 23 0 0 7 67
exuber: Recursive Right-Tailed Unit Root Testing with R 0 0 0 49 6 7 14 136
Total Working Papers 1 1 14 712 38 70 249 1,952

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 1 1 15 2 3 5 41
Bubbles and crashes: A tale of quantiles 0 0 0 0 2 2 5 5
Detecting periods of exuberance: A look at the role of aggregation with an application to house prices 0 0 2 19 5 10 26 95
Dynamic linear models with adaptive discounting 0 1 1 2 1 8 27 37
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 4 14 89 6 21 63 430
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 5 8 15 59
House prices, (un)affordability and systemic risk 0 0 0 5 5 8 22 38
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 1 2 6 54
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 2 2 8 86
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 4 6 14 61
Real exchange rates and time-varying trade costs 0 0 0 42 1 2 9 181
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 4 8 16 156
Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks 0 0 0 9 5 7 28 73
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 1 20 2 3 10 68
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 1 2 11 94
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach 0 0 0 3 3 4 6 24
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 3 17 2 4 15 72
Total Journal Articles 0 6 25 330 51 100 286 1,574

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 2 2 3 22
The Econometrics of Exchange Rates 0 0 0 0 3 5 13 24
Total Chapters 0 0 0 7 5 7 16 46

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Statistics updated 2026-05-06