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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
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ESTAR model with multiple fixed points : testing and estimation
Venetis, Ioannis A. (contributor); Payá, Ivan (contributor) - 2009
Persistent link: https://www.econbiz.de/10003817115
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Ex ante real returns in foreward market speculation in the inter-war period : evidence and prediction
Payá, Ivan; Peel, David - In: New trends in macroeconomics : with 38 tables, (pp. 127-145). 2005
Persistent link: https://www.econbiz.de/10003022239
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Do real exchange rates "mean revert" to productivity? A nonliner approach
Venetis, I. A.; Payá, Ivan; Peel, David - 2005
Persistent link: https://www.econbiz.de/10002884308
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Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206
Persistent link: https://www.econbiz.de/10001778669
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Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - In: The journal of real estate finance and economics 53 (2016) 4, pp. 419-449
Persistent link: https://www.econbiz.de/10011717531
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A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
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Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - 2014
Persistent link: https://www.econbiz.de/10012171436
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Forecasting market crashes : does density specification matter?
Brio, Esther B. del; Perote, Javier - In: Applied econometrics and international development 8 (2008) 1, pp. 53-58
Persistent link: https://www.econbiz.de/10008660207
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Testing densities with financial data : an empirical comparison of the Edgeworth-Sargan density to the student's t
Mauleón Torres, Ignacio; Perote, Javier - In: The European journal of finance 6 (2000) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10001519395