Professor Ivan Paya

Professor

Research Overview

My research interests lie in the areas of Applied Macroeconomics, Financial Economics, and Time Series Econometrics. I am currently working on new tests to detect rational bubbles in asset prices, the behaviour of house prices, the effect of higher-order moments on decision theory, the effects of temporal aggregation on time series models, and forecasting.

I am a team member of the UK Housing Observatory

Computational and Financial Econometrics (CFE) (External organisation)
Member of an organisation

Applied & Econometrics Workshop, Economics Department, University of Alicante
Invited talk

10th International Conference on Computational and Financial Econometrics
Participation in conference

The 9th International Conference on Computational and Financial Econometrics
Participation in conference

11th BMRC-DEMS Conference
Participation in conference

23rd Symposium of the Society for Nonlinear Dynamics and Econometrics
Participation in conference

10th BMRC-DEMS Conference
Participation in conference

22nd Symposium of the Society for Nonlinear Dynamics and Econometrics
Participation in conference

Seminar Economics at Cardiff Business School
Participation in workshop, seminar, course

17th Annual International Conference on Macroeconomic Analysis and International Finance
Participation in conference

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

20th Annual Symposium Society for Nonlinear Dynamics and Econometrics
Participation in conference

Workshop on Recent Developments in Econometric Analysis
Participation in workshop, seminar, course

The Society for Nonlinear Dynamics and Econometrics (External organisation)
Member of an organisation

Applied Economics (Journal)
Editorial activity

Applied Financial Economics (Journal)
Editorial activity

18th Annual Symposium, Society for Nonlinear Dynamics and Econometrics
Participation in conference

17th Annual Symposium, Society for Nonlinear Dynamics and Econometrics
Participation in conference

University of Sussex (External organisation)
Membership of committee

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