Dr Efthymios Pavlidis

Lecturer

Current Teaching

Undergraduate: ECON222 (Macroeconomic Principles A), ECON223 (Macroeconomic Principles B), ECON227 (Applied Macroeconomics)

Postgraduate: AcF651 (Advanced Research Methods)

Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
Pavlidis, E., Paya, I., Peel, D. 02/2013 In: Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312. 16 p.
Journal article

Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, E., Paya, I., Peel, D., Siriopoulos, C. 2013 In: European Journal of Finance. 19, 6, p. 572-588. 17 p.
Journal article

A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation
Pavlidis, E., Paya, I., Peel, D. 7/09/2012 Lancaster : The Department of Economics, 26 p.
Working paper

Dynamic Estimation of Trade Costs from Real Exchange Rates
Pavlidis, E., Pavlidis, N. 2012 Lancaster : The Department of Economics
Working paper

Forecast evaluation of nonlinear models: the case of long-span real exchange rates
Pavlidis, E., Paya, I., Peel, D. 2012 In: Journal of Forecasting. 31, 7, p. 580-595. 16 p.
Journal article

Real Exchange Rates and Time-Varying Trade Costs
Pavlidis, E., Paya, I., Peel, D. 2011 In: Journal of International Money and Finance. 30, 6, p. 1157-1179. 23 p.
Journal article

Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, E., Paya, I., Peel, D. 2010 In: Studies in Nonlinear Dynamics and Econometrics. 14, 3, p. 1-38. 38 p.
Journal article

Further empirical evidence on the consumption-real exchange rate anomaly.
Pavlidis, E., Paya, I., Peel, D.A. 2010 Lancaster : Lancaster University, 22 p.
Working paper

Bubbles in House Prices and their Impact on Consumption: Evidence for the US
Pavlidis, E., Paya, I., Peel, D., Spiru, A.M. 2009 Lancaster University : The Department of Economics
Working paper

The econometrics of exchange rates
Pavlidis, E., Paya, I., Peel, D. 2009 In: The Handbook of Econometrics Vol. 2. London : Palgrave p. 1025-1083. 59 p. ISBN: 9781403917997.
Chapter

Computational intelligence algorithms for risk-adjusted trading strategies.
Pavlidis, N., Pavlidis, E., Epitropakis, M., Plagianakos, V., Vrahatis, M. 01/2008 In: IEEE Congress on Evolutionary Computation CEC 2007. Singapore : IEEE p. 540-547. 8 p. ISBN: 978-1-4244-1339-3.
Chapter

Testing significance of variables in regression analysis when there is non-normality or heteroskedasticity. The wild bootstrap and the generalized lambda distribution
Paya, I., Pavlidis, E., Peel, D. 2008 In: Advances in Doctoral Research in Management Vol. 2. Singapore : World Scientific Publishing ISBN: 9789812778659.
Chapter