Dr Efthymios Pavlidis

Senior Lecturer

Current Teaching

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

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

The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach
Pavlidis, E., Tsionas, E. 21/07/2017 In: Studies in Nonlinear Dynamics and Econometrics.
Journal article

Exuberance in the U.K. Regional Housing Markets
Yusupova, A.Y., Pavlidis, E., Paya, I., Peel, D.A. 05/2017 Lancaster : Lancaster University, Department of Economics
Working paper

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

Modeling changes in U.S. monetary policy
Nguyen, A., Pavlidis, E., Peel, D.A. 09/2016 Lancaster : Lancaster University, Department of Economics
Working paper

Handbook of Economic Forecasting, Volume 2A, Graham Elliot, Allan Timmermann (Eds.) (2013)
Pavlidis, E. 07/2016 In: International Journal of Forecasting. 32, 3, 1 p.
Book/Film/Article review

A nonlinear analysis of the real exchange rate - consumption relationship
Pavlidis, E., Paya, I., Peel, D.A. 20/06/2016 In: Macroeconomic Dynamics.
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

Episodes of exuberance in housing markets: in search of the smoking gun
Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A., Crossman, V. 2014 Lancaster : Lancaster University, Department of Economics
Working paper

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

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

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

Society for Nonlinear Dynamics and Econometrics, 21st Annual Symposium
Participation in conference

Lancaster Economics Seminar
Participation in workshop, seminar, course

Catholic University of Milan
Participation in workshop, seminar, course

Royal Economic Society Annual Conference
Participation in conference

NWDTC PhD Conference
Participation in conference

Advanced Quantitative Methods Committee
Membership of peer review panel or committee

10/12/2010
Participation in conference

Lancaster Centre for Forecasting, March, 2011.
Participation in workshop, seminar, course

Economics Pathway Leader
Membership of peer review panel or committee

Royal Economic Society Annual Conference
Participation in conference

25th Annual Congress of the European Economic Association
Participation in conference

4th International conference on Computational and Financial Econometrics
Participation in conference

Scottish Economic Society Annual Conference 2009
Participation in conference

13th Annual International Conference on Macroeconomic Analysis and International Finance
Participation in conference

5th Conference on Growth and Business Cycles in Theory and Practice, Manchester
Participation in conference

64th European Meeting of the Econometric Society
Participation in conference

3rd International Conference on Computational and Financial Econometrics
Participation in conference

Simon Spavound

PhD (Integrated) student