Dr Efthymios Pavlidis

Senior Lecturer

Current Teaching

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

Postgraduate: MNGT580 Competition in Global Markets

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 speculative bubbles using spot and forward prices
Pavlidis, E., Paya, I., Peel, D.A. 6/06/2016 In: International Economic Review.
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. 18/09/2015 In: Journal of Real Estate Finance and Economics.
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