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Professor Efthymios Pavlidis

Senior Lecturer

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  1. Chapter
  2. Published

    The econometrics of exchange rates

    Pavlidis, E., Paya, I. & Peel, D., 2009, The Handbook of Econometrics Vol. 2: Applied econometrics . Mills, T. C. & Patterson, K. (eds.). London: Palgrave, p. 1025-1083 59 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  3. Published

    Computational intelligence algorithms for risk-adjusted trading strategies.

    Pavlidis, N., Pavlidis, E., Epitropakis, M., Plagianakos, V. & Vrahatis, M., 01/2008, IEEE Congress on Evolutionary Computation CEC 2007. Singapore: IEEE, p. 540-547 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  4. Published

    Testing significance of variables in regression analysis when there is non-normality or heteroskedasticity. The wild bootstrap and the generalized lambda distribution

    Paya, I., Pavlidis, E. & Peel, D., 2008, Advances in Doctoral Research in Management Vol. 2. Singapore: World Scientific Publishing

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  5. Journal article
  6. 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

  7. Forthcoming

    exuber: Recursive Right-Tailed Unit Root Testing with R

    Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 14/12/2021, (Accepted/In press) In: Journal of Statistical Software.

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

  8. 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

  9. 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

  10. 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

  11. Published

    Modeling Changes in U.S. Monetary Policy with a Time-Varying Nonlinear Taylor Rule

    Nguyen, A., Pavlidis, E. & Peel, D. A., 12/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 5, 16 p., 20170092.

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

  12. Published

    A nonlinear analysis of the real exchange rate-consumption relationship

    Pavlidis, E., Paya, I. & Peel, D. A., 10/2018, In: Macroeconomic Dynamics. 22, 7, p. 1825-1843 19 p.

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

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