Efthymios Pavlidis

Lancaster University - Department of Economics

Lancaster LA1 4YX, LA1 4YX

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

408

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Monitoring Housing Markets for Episodes of Exuberance: An Application of the Phillips Et Al. (2012, 2013) GSADF Test on the Dallas Fed International House Price Database

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 165
Number of pages: 28 Posted: 14 Jan 2014
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 338 (124,641)
Citation 8

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House Prices; Unit-root Tests; Exuberance.

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

Globalization and Monetary Policy Institute Working Paper No. 325
Number of pages: 33 Posted: 07 Sep 2017 Last Revised: 29 Apr 2020
Lancaster University - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 36 (602,366)
Citation 1

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

Number of pages: 33 Posted: 16 Aug 2017
Lancaster University - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 33 (620,706)

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Aggregation, Mildly explosive time series, Right-tailed unit-root tests, Sup ADF (SADF) test, Generalized sup ADF (GSADF) test, House prices

3.

Testing for Speculative Bubbles Using Spot and Forward Prices

International Economic Review, Vol. 58, Issue 4, pp. 1191-1226, 2017
Number of pages: 36 Posted: 05 Dec 2017
Efthymios Pavlidis, Ivan Paya and David A. Peel
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School and Lancaster University - Lancaster University Management School
Downloads 1 (876,450)
Citation 2

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Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Journal of Real Estate Finance and Economics, Vol. 53, No. 4, 2016
Posted: 01 Oct 2016
Federal Reserve Bank of Dallas - Research Department, Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas

Abstract:

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House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model