| Episodes of exuberance in housing markets: in search of the smoking gun E Pavlidis, A Yusupova, I Paya, D Peel, E Martínez-García, A Mack, ... The Journal of Real Estate Finance and Economics 53, 419-449, 2016 | 178* | 2016 |
| Testing for speculative bubbles using spot and forward prices EG Pavlidis, I Paya, DA Peel International Economic Review 58 (4), 1191-1226, 2017 | 76* | 2017 |
| Using market expectations to test for speculative bubbles in the crude oil market EG Pavlidis, I Paya, DA Peel Journal of Money, Credit and Banking 50 (5), 833-856, 2018 | 31 | 2018 |
| Bubbles in House Prices and their Impact on Consumption: Evidence for the US E Pavlidis, I Paya, D Peel, A Spiru Lancaster University Management School Working Paper, 2009 | 29 | 2009 |
| exuber: Recursive right-tailed unit root testing with R K Vasilopoulos, E Pavlidis, E Martínez-García Journal of Statistical Software 103, 1-26, 2022 | 28* | 2022 |
| Detecting periods of exuberance: A look at the role of aggregation with an application to house prices E Pavlidis, E Martinez-Garcia, V Grossman Economic Modelling 80, 87-102, 2019 | 28 | 2019 |
| Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form EG Pavlidis, I Paya, DA Peel Studies in Nonlinear Dynamics & Econometrics 14 (3), 2010 | 26 | 2010 |
| Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation EG Pavlidis, I Paya, DA Peel Economics Letters 132, 13-17, 2015 | 19 | 2015 |
| Real exchange rates and time-varying trade costs EG Pavlidis, I Paya, DA Peel Journal of International Money and Finance 30 (6), 1157-1179, 2011 | 18 | 2011 |
| The econometrics of exchange rates EG Pavlidis, I Paya, DA Peel Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics, 1025-1083, 2009 | 15* | 2009 |
| Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study EG Pavlidis, I Paya, DA Peel Studies in Nonlinear Dynamics and Econometrics 17 (3), 297-312, 2013 | 10 | 2013 |
| Computational intelligence algorithms for risk-adjusted trading strategies NG Pavlidis, EG Pavlidis, MG Epitropakis, VP Plagianakos, MN Vrahatis 2007 IEEE Congress on Evolutionary Computation, 540-547, 2007 | 10 | 2007 |
| House prices,(un) affordability and systemic risk E Pavlidis, I Paya, A Skouralis New Zealand Economic Papers 55 (1), 105-123, 2021 | 8 | 2021 |
| Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks EG Pavlidis, K Vasilopoulos Journal of International Money and Finance 109, 102222, 2020 | 8 | 2020 |
| Exuberance in the UK Regional housing markets A Yusupova, E Pavlidis, I Paya, D Peel Lancaster University Management School, 2017 | 8 | 2017 |
| Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates EG Pavlidis, I Paya, DA Peel Journal of Forecasting 31 (7), 580-595, 2012 | 8 | 2012 |
| Dynamic linear models with adaptive discounting A Yusupova, NG Pavlidis, EG Pavlidis International Journal of Forecasting 39 (4), 1925-1944, 2023 | 7* | 2023 |
| UK housing price uncertainty index (HPU) A Yusupova, EG Pavlidis, I Paya, DA Peel UK Housing Observatory, Department of Economics, Lancaster University …, 2020 | 7 | 2020 |
| Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule ADM Nguyen, EG Pavlidis, DA Peel Studies in Nonlinear Dynamics & Econometrics 22 (5), 20170092, 2018 | 6* | 2018 |
| Linearity testing in the presence of heteroskedasticity E Pavlidis, I Paya, DA Peel ESRC Seminar Series: Nonlinear Economics and Finance Research Community, 2007 | 4 | 2007 |
Ivan PayaEconomics Department, Lancaster University; Dept. Fundamentos Análisis Econ, Universidad AlicanteVerified email at lancaster.ac.uk
