Professor Ivan Paya

Head of Department, Professor

Professional Role

Head of Department of Economics

Selected Publications Show all 43 publications

Wealth fluctuations and investment in risky assets: the UK micro evidence on households asset allocation
Paya, I., Wang, P. 09/2016 In: Journal of Empirical Finance. 38, Part A, p. 221-235. 15 p.
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. 2016 In: Journal of Real Estate Finance and Economics.
Journal article

On the stability of the constant relative risk aversion (CRRA) under high degrees of uncertainty
Niguez, T., Paya, I., Peel, D., Perote, J. 05/2012 In: Economics Letters. 115, 2, p. 244-248. 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

Inflation dynamics in the US: global but not local mean reversion
Paya, I., Nobay, A., Peel, D. 2010 In: Journal of Money, Credit and Banking. 42, 1, p. 135-150. 16 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.

On the relationship between inflation persistence and temporal aggregation
Paya, I., Duarte, A., Holden, K. 2007 In: Journal of Money, Credit and Banking. 39, 6, p. 1521-1531. 11 p.
Journal article

A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994
Peel, D., Paya, I. 2006 In: Journal of Money, Credit and Banking. 38, 8, p. 1971-1990. 20 p.
Journal article

Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
Paya, I., Peel, D. 2006 In: Journal of Applied Econometrics. 21, 5, p. 655-668. 14 p.
Journal article