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Professor Efthymios Pavlidis

Senior Lecturer

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  1. 2024
  2. Forthcoming

    Bubbles and Crashes: A Tale of Quantiles

    Pavlidis, E., 18/10/2024, (Accepted/In press) In: Journal of Time Series Analysis. 32 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    Bubbles and Crashes: A Tale of Quantiles

    Pavlidis, E., 18/01/2024, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  4. 2023
  5. Published

    Dynamic linear models with adaptive discounting

    Yusupova, A., Pavlidis, N. & Pavlidis, E., 31/10/2023, In: International Journal of Forecasting. 39, 4, p. 1925-1944 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. 2022
  7. Published

    exuber: Recursive Right-Tailed Unit Root Testing with R

    Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 22/08/2022, In: Journal of Statistical Software. 103, 10, p. 1-26 26 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. 2021
  9. Published

    House Prices, (Un)Affordability and Systemic Risk

    Pavlidis, E., Paya, I. & Skouralis, A., 31/03/2021, In: New Zealand Economic Papers. 55, 1, p. 105-123 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. 2020
  11. Published

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 1/12/2020, In: Journal of International Money and Finance. 109, 21 p., 102222.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    exuber: Recursive Right-Tailed Unit Root Testing with R

    Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 13/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  13. 2019
  14. Published

    Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

    Pavlidis, E., Martínez-García, E. & Grossman, V., 1/08/2019, In: Economic Modelling. 80, p. 87-102 16 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 1/07/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  16. Published

    House Prices, (Un)Affordability and Systemic Risk

    Pavlidis, E., Paya, I. & Skouralis, A., 1/06/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

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