Efthymios G. Pavlidis : Citation Profile

Lancaster University

9

H index

9

i10 index

257

Citations

RESEARCH PRODUCTION:

17

Articles

18

Papers

2

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 15
   Journals where Efthymios G. Pavlidis has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 10 (3.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa542
   Updated: 2026-02-21    RAS profile: 2025-11-12    
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Relations with other researchers

Works with:

Martínez García, Enrique (3)

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 (18)

Shi, Shuping (9)

Phillips, Peter (7)

Whitehouse, Emily (6)

Miller, Stephen (6)

DIEBOLT, Claude (6)

Chikhi, Mohammed (6)

Chang, Tsangyao (5)

Balcilar, Mehmet (5)

Gomez-Gonzalez, Jose (5)

Panagiotidis, Theodore (5)

Cites to:

Kilian, Lutz (36)

Taylor, Mark (31)

Phillips, Peter (28)

Peel, David (27)

Obstfeld, Maurice (25)

Yu, Jun (23)

Taylor, Alan (19)

Rogoff, Kenneth (17)

Paya, Ivan (13)

Pesaran, Mohammad (13)

Shi, Shuping (13)

Main data

Where Efthymios G. Pavlidis has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics4
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Lancaster University Management School, Economics Department13
Globalization Institute Working Papers / Federal Reserve Bank of Dallas3

Recent works citing Efthymios G. Pavlidis (2025 and 2024)

YearTitle of citing document
2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

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2025Testing for bubbles in the Brazilian commercial real estate market. (2025). Maldonado, Wilfredo ; Mira, Enrico C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00017.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2025Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295.

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2025Let’s switch again! Testing for speculative oil price bubbles based on rotated market expectations. (2025). Kruse-Becher, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003794.

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2024Price exuberance episodes in private real estate. (2024). Urga, Giovanni ; Tsolacos, Sotiris ; Cincinelli, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000858.

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2025Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2025Real-time monitoring procedures for early detection of bubbles. (2025). Whitehouse, Emily ; Harvey, D I ; Leybourne, S J. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1260-1277.

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2025Subjective expectations and house prices. (2025). Eriksen, Jonas N ; Bro, Jeppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002917.

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2025Market mechanisms for energy transition: Fossil energy price shocks and irrational renewable energy financing. (2025). Lin, Boqiang ; Wang, Siquan ; Du, Anna Min. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002389.

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2025The quantile connectedness of the international housing market. (2025). Wang, Xichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000014.

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2024Mutual fund flow-driven trading and the mispricing of cross-listed stocks. (2024). Rakowski, David ; Nguyen, Anh Tuan ; Diltz, David J. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000537.

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2024Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731.

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2025Exploring Macroeconomic Determinants of Housing Bubbles: New Evidence from Dynamic Panel Probit Models. (2025). Chiang, Shu-Hen ; Chen, Chien-Fu. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:53:y:2025:i:1:d:10.1007_s11293-025-09820-8.

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2024Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. (2024). Escobari, Diego ; Shahedur, MD ; Damianov, Damian S. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09925-w.

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2025In Der Welle Des Preises Mitschwimmen: A Multichannel View of the Weimar Hyperinflation. (2025). Sbarile, Andrea. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-025-09796-7.

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2025The British Fiscal Morass and why the October Budget Made it Worse. (2025). Mortimer-Lee, Paul. In: National Institute of Economic and Social Research (NIESR) Policy Papers. RePEc:nsr:niesrp:43.

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2024Financial and Macroeconomic Uncertainties and Real Estate Markets. (2024). Uribe, Jorge ; Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:1:d:10.1057_s41302-023-00263-0.

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2025Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets. (2025). Huang, Meichi. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01366-6.

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2025Spatial analysis of speculation in the US housing market. (2025). Mamkhezri, Jamal ; Amani, Ramin ; Manochehri, Salaheddin. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00439-4.

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2025Examining exchange rate bubbles in Pakistan: application of sequential ADF tests. (2025). Jawad, Muhammad ; Nazir, Sidra ; Islam, Md Saiful. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:9:d:10.1007_s43546-025-00896-7.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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2024EU ETS Market Expectations and Rational Bubbles. (2024). Kruse-Becher, Robinson ; Wegener, Christoph ; Klein, Tony. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302359.

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Works by Efthymios G. Pavlidis:

YearTitleTypeCited
2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting In: Papers.
[Full Text][Citation analysis]		paper3
2025Bubbles and crashes: A tale of quantiles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2010Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article16
2009Specifying 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
2013Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2018The 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]		article0
2018Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2018A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2019Detecting periods of exuberance: A look at the role of aggregation with an application to house prices In: Economic Modelling.
[Full Text][Citation analysis]		article13
2017Detecting 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: 13		paper
2015Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters.
[Full Text][Citation analysis]		article4
2023Dynamic linear models with adaptive discounting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2020Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
2011Real exchange rates and time-varying trade costs In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article10
2009Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2013Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper81
2016Episodes 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: 81		article
2021exuber: Recursive Right-Tailed Unit Root Testing with R In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper2
2025Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Modeling changes in U.S. monetary policy In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Exuberance in the U.K. Regional Housing Markets In: Working Papers.
[Full Text][Citation analysis]		paper4
2012A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation In: Working Papers.
[Full Text][Citation analysis]		paper21
2012Dynamic Estimation of Trade Costs from Real Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2019House Prices, (Un)Affordability and Systemic Risk In: Working Papers.
[Full Text][Citation analysis]		paper2
2021House prices, (un)affordability and systemic risk.(2021) In: New Zealand Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2019Speculative Bubbles in Segmented Markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Bubbles and Crashes In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Bubbling Up? In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear In: Working Papers.
[Full Text][Citation analysis]		paper1
2009Bubbles in House Prices and their Impact on Consumption: Evidence for the US In: Working Papers.
[Full Text][Citation analysis]		paper18
2014Episodes of exuberance in housing markets In: Working Papers.
[Full Text][Citation analysis]		paper14
2009The Econometrics of Exchange Rates In: Palgrave Macmillan Books.
[Citation analysis]		chapter3
2013Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2017TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES In: International Economic Review.
[Full Text][Citation analysis]		article18
2012Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates In: Journal of Forecasting.
[Citation analysis]		article5
2018Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article27
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.
[Full Text][Citation analysis]		chapter0

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