Narrow search
Showing 1 - 10 of 56
Cover Image
Real exchange rates and time-varying trade costs'
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - 2009
Persistent link: https://www.econbiz.de/10003852992
Cover Image
Forecasting the real exchange rate using a long span of data : a rematch ; linear vs. nonlinear
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - 2009
Persistent link: https://www.econbiz.de/10003879555
Cover Image
Bubbles in house prices and their impact on consumption : evidence for the US
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - 2009
Persistent link: https://www.econbiz.de/10003879562
Cover Image
Real exchange rates and time-varying trade costs
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of international money and finance 30 (2011) 6, pp. 1157-1179
Persistent link: https://www.econbiz.de/10009373951
Cover Image
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Economics letters 132 (2015), pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Cover Image
Forecast evaluation of nonlinear models : the case of long-span real exchange rates
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Journal of forecasting 31 (2012) 7, pp. 580-595
Persistent link: https://www.econbiz.de/10009722656
Cover Image
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David; … - In: The European journal of finance 19 (2013) 5/6, pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Cover Image
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10009515145
Cover Image
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, Efthymios G. (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003817102
Cover Image
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10009740330