| Episodes of exuberance in housing markets: in search of the smoking gun E Pavlidis, A Yusupova, I Paya, D Peel, E Martínez-García, A Mack, ... The Journal of Real Estate Finance and Economics 53, 419-449, 2016 | 148 | 2016 |
| Predicting real growth and the probability of recession in the Euro area using the yield spread A Duarte, IA Venetis, I Paya International Journal of Forecasting 21 (2), 261-277, 2005 | 109 | 2005 |
| Further evidence on PPP adjustment speeds: the case of effective real exchange rates and the EMS I Paya, IA Venetis, DA Peel Oxford Bulletin of Economics and Statistics 65 (4), 421-437, 2003 | 80 | 2003 |
| Testing for speculative bubbles using spot and forward prices EG Pavlidis, I Paya, DA Peel International Economic Review 58 (4), 1191-1226, 2017 | 76* | 2017 |
| Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach IA Venetis, I Paya, DA Peel International Review of Economics & Finance 12 (2), 187-206, 2003 | 74 | 2003 |
| Forecasting monetary policy rules in South Africa R Naraidoo, I Paya International Journal of forecasting 28 (2), 446-455, 2012 | 47 | 2012 |
| Linkages between Shanghai and Hong Kong stock indices S Zhang, I Paya, D Peel Applied Financial Economics 19 (23), 1847-1857, 2009 | 35 | 2009 |
| On the relationship between inflation persistence and temporal aggregation I Paya, A Duarte, K Holden Journal of Money, Credit and Banking 39 (6), 1521-1531, 2007 | 35 | 2007 |
| Inflation dynamics in the US: global but not local mean reversion B Nobay, I Paya, DA Peel Journal of Money, Credit and Banking 42 (1), 135-150, 2010 | 32 | 2010 |
| Using market expectations to test for speculative bubbles in the crude oil market EG Pavlidis, I Paya, DA Peel Journal of Money, Credit and Banking 50 (5), 833-856, 2018 | 31 | 2018 |
| Monitoring housing markets for episodes of exuberance: an application of the Phillips et al.(2012, 2013) GSADF test on the Dallas Fed International House Price Database E Pavlidis, A Yusupova, I Paya, DA Peel, E Martínez-García, A Mack, ... Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute …, 2013 | 31 | 2013 |
| Nonlinear purchasing power parity under the gold standard I Paya, DA Peel Southern Economic Journal 71 (2), 302-313, 2004 | 31* | 2004 |
| A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 I Paya, DA Peel Journal of Money, Credit and Banking, 1971-1990, 2006 | 30 | 2006 |
| Bubbles in House Prices and their Impact on Consumption: Evidence for the US E Pavlidis, I Paya, D Peel, A Spiru Lancaster University Management School Working Paper, 2009 | 29 | 2009 |
| Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form EG Pavlidis, I Paya, DA Peel Studies in Nonlinear Dynamics & Econometrics 14 (3), 2010 | 26 | 2010 |
| Flexible distribution functions, higher-order preferences and optimal portfolio allocation TM Ñíguez, I Paya, D Peel, J Perote Quantitative Finance 19 (4), 699-703, 2019 | 24* | 2019 |
| Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment I Paya, DA Peel Journal of Applied Econometrics 21 (5), 655-668, 2006 | 22* | 2006 |
| Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation EG Pavlidis, I Paya, DA Peel Economics Letters 132, 13-17, 2015 | 19 | 2015 |
| On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty TM Ñíguez, I Paya, D Peel, J Perote Economics Letters 115 (2), 244-248, 2012 | 18 | 2012 |
| Real exchange rates and time-varying trade costs EG Pavlidis, I Paya, DA Peel Journal of International Money and Finance 30 (6), 1157-1179, 2011 | 18 | 2011 |
Efthymios (Themis) PavlidisDepartment of Economics, Lancaster UniversityEmail verificata su lancaster.ac.uk
