Dr Efthymios Pavlidis

Senior Lecturer

Current Teaching

Undergraduate: ECON222 (Intermediate Macroeconomics I), ECON223 (Intermediate Macroeconomics II), ECON320 (Applied Macroeconomics)

Selected Publications Show all 22 publications

Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
Pavlidis, E., Paya, I., Peel, D.A. 08/2018 In: Journal of Money, Credit and Banking. 50, 5, p. 833-856. 24 p.
Journal article

Testing for speculative bubbles using spot and forward prices
Pavlidis, E., Paya, I., Peel, D.A. 28/11/2017 In: International Economic Review. 58, 4, p. 1191-1226. 36 p.
Journal article

A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, E., Paya, I., Peel, D.A. 10/2018 In: Macroeconomic Dynamics. 22, 7, p. 1825-1843. 19 p.
Journal article

Episodes of exuberance in housing markets: in search of the smoking gun
Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A., Grossman, V. 11/2016 In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449. 31 p.
Journal article

Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation
Pavlidis, E., Paya, I., Peel, D. 07/2015 In: Economics Letters. 132, p. 13-17. 5 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

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

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, Macroeconomics and Financial Markets

Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy, Macroeconomics and Financial Markets

  • Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
  • Economics Research Group
  • Macroeconomics and Financial Markets