9
H index
8
i10 index
219
Citations
Efthymios G. Pavlidis : Citation Profile
Lancaster University | RESEARCH PRODUCTION: 16 Articles 15 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2008 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Efthymios G. Pavlidis. | Is cited by:
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Main data
Where Efthymios G. Pavlidis has published?
| Journals with more than one article published | # docs |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 4 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Lancaster University Management School, Economics Department | 11 |
| Globalization Institute Working Papers / Federal Reserve Bank of Dallas | 3 |
Recent works citing Efthymios G. Pavlidis (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726. Full description at Econpapers || Download paper |
| 2023 | Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438. Full description at Econpapers || Download paper |
| 2023 | Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399. Full description at Econpapers || Download paper |
| 2023 | Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate. (2023). Ran, Alexandra-Mdlina ; Chang, Hsu-Ling ; Qin, Meng ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000892. Full description at Econpapers || Download paper |
| 2023 | Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101. Full description at Econpapers || Download paper |
| 2023 | Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers || Download paper |
| 2023 | An Investigation on Real Estate Market Dynamics and Bubble Formation Modeling. (2023). Cristina, Rogojan Luana ; Elena, Croicu Andreea ; Andreea, Iancu Laura. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:17:y:2023:i:1:p:1603-1616:n:30. Full description at Econpapers || Download paper |
| 2023 | Household consumption and exchange rate extreme dynamics: Multiple asymmetric threshold non?linear autoregressive distributed lag model perspective. (2023). Effiom, Lionel ; Chang, Bisharat Hussain ; Uche, Emmanuel. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3437-3450. Full description at Econpapers || Download paper |
Works by Efthymios G. Pavlidis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Adaptive Dynamic Model Averaging with an Application to House Price Forecasting In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2009 | Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2018 | The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Detecting periods of exuberance: A look at the role of aggregation with an application to house prices In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2017 | Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices.(2017) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2015 | Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2023 | Dynamic linear models with adaptive discounting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2020 | Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
| 2011 | Real exchange rates and time-varying trade costs In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
| 2009 | Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 66 |
| 2016 | Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun.(2016) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
| 2021 | exuber: Recursive Right-Tailed Unit Root Testing with R In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Modeling changes in U.S. monetary policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Exuberance in the U.K. Regional Housing Markets In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2012 | Dynamic Estimation of Trade Costs from Real Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | House Prices, (Un)Affordability and Systemic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | House prices, (un)affordability and systemic risk.(2021) In: New Zealand Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Speculative Bubbles in Segmented Markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Bubbles in House Prices and their Impact on Consumption: Evidence for the US In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Episodes of exuberance in housing markets In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2009 | The Econometrics of Exchange Rates In: Palgrave Macmillan Books. [Citation analysis] | chapter | 3 |
| 2013 | Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2017 | TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES In: International Economic Review. [Full Text][Citation analysis] | article | 13 |
| 2012 | Forecast Evaluation of Nonlinear Models: The Case of Long?Span Real Exchange Rates In: Journal of Forecasting. [Citation analysis] | article | 5 |
| 2018 | Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 24 |
| 2008 | TESTING 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. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team