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Efthymios Pavlidis supervises 4 postgraduate research students. If these students have produced research profiles, these are listed below:

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Professor Efthymios Pavlidis

Senior Lecturer

Efthymios Pavlidis

Lancaster University

The Management School



Office Hours:

Tuesday 16.00-17.00

Research overview

My main research interests are international macroeconomics, international finance, and time series econometrics. I am currently working on the measurement of market integration by applying Bayesian econometric methods on international price differences, the development of statistical tests for bubble detection in asset markets, and nonlinear modeling and forecasting of exchange rates.

PhD supervision

I am happy to supervise PhD students working in the area of applied time series econometrics. I have a particular interest on applications related to modelling speculative dynamics in financial markets, modelling and forecasting real estate prices, and testing parity conditions.

Current Teaching

Undergraduate: ECON222 (Intermediate Macroeconomics I), ECON223 (Intermediate Macroeconomics II), ECON320 (Applied Macroeconomics)


Professional Role

Member of the AQM NWSSDTP Committee

Web Links

Additional Information

I am also involved in two projects on monitoring housing markets for episodes of exuberance. The first project, which is in collaboration with the Globalization & Monetary Policy Institute of the Federal Reserve Bank of Dallas, deals with international markets http://www.dallasfed.org/institute/houseprice/ The second project is the UK Housing Observatory of Lancaster University.

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