Items where Author is "Paya, I"

Paya, I and Nobay, A and Peel, D (2010) Inflation dynamics in the US: global but not local mean reversion. Journal of Money, Credit and Banking, 42 (1). pp. 135-150. ISSN 0022-2879

Pavlidis, Efthymios and Paya, I and Peel, D (2010) Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form. Studies in Nonlinear Dynamics and Econometrics, 14 (3). pp. 1-38. ISSN 1558-3708

Paya, I and Peel, D and Spiru, A M (2010) The forward premium puzzle in the interwar period and deviations from covered interest parity. Economics Letters, 108 (1). pp. 55-57. ISSN 0165-1765

Pavlidis, Efthymios and Paya, I and Peel, D and Spiru, A M (2009) Bubbles in House Prices and their Impact on Consumption: Evidence for the US. Working Paper. The Department of Economics, Lancaster University.

Venetis, I A and Paya, I and Peel, D (2009) ESTAR model with multiple fixed points. Testing and Estimation. Working Paper. The Department of Economics, Lancaster University.

Paya, I and Zhang, S and Peel, D (2009) Linkages between Shanghai and Hong Kong stock indices. Applied Financial Economics, 19 (23). pp. 1847-1857. ISSN 0960-3107

Pavlidis, Efthymios and Paya, I and Peel, D (2009) The econometrics of exchange rates. In: The Handbook of Econometrics Vol. 2 : Applied econometrics. Palgrave, London, pp. 1025-1083. ISBN 9781403917997

Paya, I and Pavlidis, Efthymios and Peel, D (2008) Testing significance of variables in regression analysis when there is non-normality or heteroskedasticity. The wild bootstrap and the generalized lambda distribution. In: Advances in Doctoral Research in Management Vol. 2 :. World Scientific Publishing, Singapore. ISBN 9789812778659

Venetis, I A and Paya, I and Peel, D (2007) Deterministic impulse response in a nonlinear model: an analytical expression. Economics Letters, 95 (3). pp. 315-319. ISSN 0165-1765

Paya, I and Duarte, A and Holden, K (2007) On the relationship between inflation persistence and temporal aggregation. Journal of Money, Credit and Banking, 39 (6). pp. 1521-1531. ISSN 0022-2879

Paya, I and Peel, D A (2007) On the relationship between nominal exchange rates and domestic and foreign prices. Applied Financial Economics, 17 (2). 105 - 117. ISSN 0960-3107

Paya, I and Peel, D (2006) On the speed of adjustment in ESTAR models when allowance is made for bias in estimation. Economics Letters, 90 (2). pp. 272-277. ISSN 0165-1765

Paya, I and Peel, D (2006) Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment. Journal of Applied Econometrics, 21 (5). pp. 655-668. ISSN 0883-7252

Venetis, I A and Duarte, A and Paya, I (2006) The long memory story of real interest rates. Can it be supported? Working Paper. The Department of Economics, Lancaster University.

Peel, D and Paya, I (2006) A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994. Journal of Money, Credit and Banking, 38 (8). pp. 1971-1990. ISSN 0022-2879

Paya, I and Peel, D (2005) Ex ante real returns in forward market speculation in the interwar period: evidence and prediction. In: New Trends in Macroeconomics :. Springer, Berlin, pp. 125-146. ISBN 3-540-21448-8

Duarte, A and Venetis, I A and Paya, I (2005) Predicting real growth and the probability of recession in the Euro-area using the yield spread. International Journal of Forecasting, 21 (2). pp. 261-277.

Paya, I and Peel, D and Law, D and Peirson, J (2005) Testing for market efficiency in gambling markets: some observations and new statistical tests based on a bootstrap method. In: Information Efficiency in Financial and Betting Markets :. Cambridge University Press, Cambridge, pp. 346-365. ISBN 0521816033

Paya, I and Peel, D (2005) The process followed by PPP data: on the properties of linearity tests. Applied Economics, 37 (21). pp. 2515-2522. ISSN 0003-6846

Paya, I and Matthews, K and Peel, D (2005) The term spread and real economic activity in the US inter-war period. Journal of Macroeconomics, 27 (2). pp. 331-343. ISSN 0164-0704

Matthews, K and Peel, D and Paya, I (2004) Alan Walters and the demand for money: an empirical retrospective. In: Money Matters. Essays in Honour of Sir Alan Walters :. Edward Elgar, Cheltenham. ISBN 1-84376-443-1

Paya, I and Peel, D (2004) Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. Journal of Forecasting, 23 (5). pp. 373-384. ISSN 0277-6693

Peel, D and Paya, I (2004) Nonlinear purchasing power parity under the gold standard. Southern Economic Journal, 71 (2). pp. 302-313. ISSN 0038-4038

Mourmouras, I A and Gosh, S and Pal, S and Paya, I (2003) On public investment, the real exchange and growth: some empirical evidence from the UK and the US. Manchester School, 71 (3). pp. 242-264. ISSN 1463-6786

Duarte, A and Holden, K and Paya, I (2003) On the equilibrium value of the Peseta. Applied Financial Economics, 13 (5). pp. 317-335. ISSN 0960-3107

Peel, D and Paya, I (2003) PPP adjustment speeds in high frequency data when equilibrium real exchange rates is proxied by a time trend. Manchester School, 71. pp. 39-53. ISSN 1463-6786

Venetis, I A and Paya, I and Peel, D A (2003) Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach. International Review of Economics and Finance, 12 (2). pp. 187-206. ISSN 1059-0560