Efthymios G. Pavlidis : Citation Profile


Are you Efthymios G. Pavlidis?

Lancaster University

6

H index

3

i10 index

75

Citations

RESEARCH PRODUCTION:

8

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 7
   Journals where Efthymios G. Pavlidis has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 5 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa542
   Updated: 2018-07-14    RAS profile: 2018-06-09    
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Relations with other researchers


Works with:

Peel, David (7)

Paya, Ivan (7)

Martínez García, Enrique (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Efthymios G. Pavlidis.

Is cited by:

GUPTA, RANGAN (14)

Miller, Stephen (6)

Balcilar, Mehmet (5)

Steenkamp, Daan (4)

Chang, Tsangyao (3)

Bettendorf, Timo (3)

Gomez-Gonzalez, Jose (3)

SAHIN, Afsin (2)

Musso, Alberto (2)

Pinchao-Rosero, Andres (2)

Stracca, Livio (2)

Cites to:

Taylor, Mark (21)

Peel, David (18)

Obstfeld, Maurice (14)

Taylor, Alan (13)

Phillips, Peter (11)

Yu, Jun (9)

Shiller, Robert (9)

Paya, Ivan (9)

Sinai, Todd (8)

Anderson, James (8)

Mayer, Christopher (8)

Main data


Where Efthymios G. Pavlidis has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics3

Working Papers Series with more than one paper published# docs
Working Papers / Lancaster University Management School, Economics Department9
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas2

Recent works citing Efthymios G. Pavlidis (2018 and 2017)


YearTitle of citing document
2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models. (2017). Pipień, Mateusz ; Mazur, Błażej ; Pipien, Mateusz Pawel ; Burda, Adrian Marek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:97-114.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2110.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

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2017Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Dröes, Martijn ; Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:548.

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2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets. (2017). Shi, Shuping. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:101-111.

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2017Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction. (2017). Yao, Can-Zhong ; Lin, Qing-Wen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:584-596.

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2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Escobari, Diego ; Mellado, Cristhian ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng . In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2017Do iron ore price bubbles occur?. (2017). Dumitrescupeculea, Adelina ; Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:340-346.

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2017Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2017). De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:324.

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2017Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models. (2017). Buncic, Daniel. In: Working Paper Series. RePEc:hhs:rbnkwp:0344.

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2018When Bubble Meets Bubble: Contagion in OECD Countries. (2018). Pinchao-Rosero, Andres ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9605-4.

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2018The Purchasing Power Parity Fallacy: Time to Reconsider the PPP Hypothesis. (2018). Eleftheriou, Maria ; Muller-Plantenberg, Nikolas A. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-017-9473-9.

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2017Explosiveness in G11 currencies. (2017). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/2.

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2017How bubbly is the New Zealand dollar?. (2017). Steenkamp, Daan. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2017/3.

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2017Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages. (2017). Escobari, Diego ; Mellado, Cristhian ; Garcia, Sergio . In: MPRA Paper. RePEc:pra:mprapa:81453.

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2017The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty. (2017). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:1-27.

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2017Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECBs Expanded Assets Purchase Program. (2017). Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170080.

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Works by Efthymios G. Pavlidis:


YearTitleTypeCited
2010Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics.
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article6
2009Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers.
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paper
2013Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics.
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article3
2018The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2015Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters.
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article1
2011Real exchange rates and time-varying trade costs In: Journal of International Money and Finance.
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article7
2009Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2015Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization and Monetary Policy Institute Working Paper.
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paper19
2016Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun.(2016) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 19
article
2017Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices In: Globalization and Monetary Policy Institute Working Paper.
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2016Modeling changes in U.S. monetary policy In: Working Papers.
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2017Exuberance in the U.K. Regional Housing Markets In: Working Papers.
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paper0
2012A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation In: Working Papers.
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paper13
2012Dynamic Estimation of Trade Costs from Real Exchange Rates In: Working Papers.
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paper0
2009Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear In: Working Papers.
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paper1
2009Bubbles in House Prices and their Impact on Consumption: Evidence for the US In: Working Papers.
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paper17
2014Episodes of exuberance in housing markets In: Working Papers.
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paper7
2013Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance.
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article0
2012Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates In: Journal of Forecasting.
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article1
2008TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NON-NORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION In: World Scientific Book Chapters.
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