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Ivan Paya supervises 2 postgraduate research students. If these students have produced research profiles, these are listed below:

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Professor Ivan Paya

Professor

Ivan Paya

Lancaster University

The Management School

LA1 4YX

Lancaster

Tel: +44 1524 593504

Office Hours:

Wednesday 10.00-11.00

Research overview

My research interests lie in the areas of Applied Macroeconomics, Financial Economics, and Time Series Econometrics. I am currently working on new tests to detect rational bubbles in asset prices, the behaviour of house prices, the effect of higher-order moments on decision theory, the effects of temporal aggregation on time series models, and forecasting.

I am a team member of the UK Housing Observatory

PhD supervision

I will be happy to supervise PhD students working on the areas of speculative bubbles in asset prices, the effects of temporal aggregation on time series models, and the effect of higher-order moments on portfolio choice.

Research Interests

Professional Role

Current Teaching

Web Links

Personal Website: https://ivanpaya.weebly.com

UK Housing Observatory: www.lancaster.ac.uk/lums/housing

Research Grants

Co-Investigator, “Econometric Models: theoretical issues and applications in Microeconometrics and Financial Econometrics”, Ministry of Education and Science, Spain, SEJ2008-05721/ECON. Period 2008-2011, 105,000 euros.
Co-Investigator, “Econometric Models. Theory and Applications in Economics and Finance”, Ministry of Education and Science, Spain, SEJ2005-02829/ECON. Period: 2005-2008, 102,000 euros.

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