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Information about:
Ivan Paya

Personal Details | Affiliation | Works
This is information that was supplied by Ivan Paya in registering through RePEc. If you are Ivan Paya , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Ivan
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Last Name: Paya
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RePEc Short-ID: ppa363

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Bob Nobay & Ivan Paya & David A. Peel, 2007. "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers dp601, Financial Markets Group. [Downloadable!] (restricted)

  2. Ivan Paya & A Duarte & José Luis Nicolini-Llosa, 2007. "Estimating Argentina''s imports elasticities," Working Papers 004670, Lancaster University Management School, Economics Department. [Downloadable!]

  3. Ivan Paya & K Holden & A Duarte, 2006. "On the relationship between inflation persistence and temporal aggregation," Working Papers 004340, Lancaster University Management School, Economics Department. [Downloadable!]
    Published as:

  4. David Peel & Ivan Paya, 2006. "On the relationship between Nominal Exchange Rates and domestic and foreign prices," Working Papers 004215, Lancaster University Management School, Economics Department. [Downloadable!]
    Published as:

  5. Ivan Paya & Ioannis A. Venetis & A Duarte, 2006. "The long memory story of real interest rates. Can it be supported?," Working Papers 004341, Lancaster University Management School, Economics Department. [Downloadable!]
    Other versions:

  6. Ivan Paya & David A. Peel, 2005. "A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994," Working Papers. Serie AD 2005-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Other versions:

  7. Ivan Paya & David A. Peel, 2005. "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD 2005-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Published as:

  8. Ioannis A. Venetis & Agustin Duarte & Ivan Paya, 2004. "The long memory story of ex post real interest rates. Can it be supported?," Econometrics 0404004, EconWPA. [Downloadable!]

  9. Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2004. "Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread," Working Papers. Serie AD 2004-31, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Published as:

  10. Ivan Paya & David A. Peel & Ioannis A. Venetis, 2004. "Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting," Working Papers. Serie AD 2004-41, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Published as:

  11. Ivan Paya & David A. Peel, 2004. "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD 2004-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Other versions:
    Published as:

  12. Ivan Paya & David A. Peel, 2004. "Nonlinear Ppp Under The Gold Standard," Working Papers. Serie AD 2004-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

Articles

  1. Ivan Paya & Agustin Duarte & Ken Holden, 2007. "On the Relationship between Inflation Persistence and Temporal Aggregation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(6), pages 1521-1531, 09. [Downloadable!] (restricted)
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  2. Venetis, Ioannis A. & Paya, Ivan & Peel, David A., 2007. "Deterministic impulse response in a nonlinear model. An analytical expression," Economics Letters, Elsevier, vol. 95(3), pages 315-319, June. [Downloadable!] (restricted)

  3. Ivan Paya & David A. Peel, 2007. "On the relationship between nominal exchange rates and domestic and foreign prices," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 105-117, January. [Downloadable!] (restricted)
    Other versions:

  4. Paya, Ivan & Peel, David A., 2006. "On the speed of adjustment in ESTAR models when allowance is made for bias in estimation," Economics Letters, Elsevier, vol. 90(2), pages 272-277, February. [Downloadable!] (restricted)

  5. David A. Peel & Ivan Paya, 2006. "Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(5), pages 655-668. [Downloadable!]
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  6. Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan, 2005. "Predicting real growth and the probability of recession in the Euro area using the yield spread," International Journal of Forecasting, Elsevier, vol. 21(2), pages 261-277. [Downloadable!] (restricted)
    Other versions:

  7. Ivan Paya & David A. Peel, 2005. "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor and Francis Journals, vol. 37(21), pages 2515-2522, December. [Downloadable!] (restricted)
    Other versions:

  8. Paya, Ivan & Matthews, Kent & Peel, David, 2005. "The term spread and real economic activity in the US inter-war period," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 331-343, June. [Downloadable!] (restricted)

  9. D. A. Peel & I. Paya & I. Venetis, 2004. "Estimates of US monetary policy rules with allowance for changes in the output gap," Applied Economics Letters, Taylor and Francis Journals, vol. 11(10), pages 601-605, August. [Downloadable!] (restricted)

  10. Duarte, A. & Venetis, I. & Payá, I., 2004. "Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability," Estudios de Economía Aplicada, Revista Estudios de Economía Aplicada, vol. 22, pages 21, Abril. [Downloadable!] (restricted)

  11. Ivan Paya & Kent Matthews, 2004. "Term spread and real economic activity in Korea: was the crisis predictable?," Applied Economics Letters, Taylor and Francis Journals, vol. 11(13), pages 797-801, October. [Downloadable!] (restricted)

  12. Ioannis A. Venetis & David A. Peel & Ivan Paya, 2004. "Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 373-384. [Downloadable!]
    Other versions:

  13. Venetis, Ioannis A. & Paya, Ivan & Peel, David A., 2003. "Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach," International Review of Economics & Finance, Elsevier, vol. 12(2), pages 187-206. [Downloadable!] (restricted)

  14. Ivan Paya & Ioannis A. Venetis & David A. Peel, 2003. "Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 421-437, 09. [Downloadable!] (restricted)

  15. Sugata Ghosh & Iannis A. Mourmouras & Sarmistha Pal & Ivan Paya, 2003. "On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA," Manchester School, University of Manchester, vol. 71(3), pages 242-264, 06. [Downloadable!] (restricted)

  16. Ivan Paya & David A. Peel, 2003. "Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend," Manchester School, University of Manchester, vol. 71(Supplemen), pages 39-53, 09. [Downloadable!] (restricted)

  17. I. Paya & A. Duarte & K. Holden, 2003. "On the equilibrium value of the peseta," Applied Financial Economics, Taylor and Francis Journals, vol. 13(5), pages 317-335, January. [Downloadable!] (restricted)

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-02-17
  2. NEP-ECM: Econometrics (1) 2006-02-05
  3. NEP-EEC: European Economics (1) 2006-02-19
  4. NEP-ETS: Econometric Time Series (5) 2004-05-02 2006-02-05 2006-02-05 2006-02-19 2007-02-17 Author is listed
  5. NEP-FMK: Financial Markets (3) 2006-02-05 2006-02-19 2006-02-19 Author is listed
  6. NEP-FOR: Forecasting (2) 2006-02-19 2006-02-19
  7. NEP-HIS: Business, Economic & Financial History (1) 2006-02-19
  8. NEP-IFN: International Finance (5) 2006-02-05 2006-02-05 2006-02-19 2006-02-19 2007-02-17 Author is listed
  9. NEP-MAC: Macroeconomics (4) 2006-02-05 2006-02-19 2007-02-17 2007-02-17 Author is listed
  10. NEP-MON: Monetary Economics (2) 2004-05-02 2007-02-17
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This page was last updated on 2008-9-6.

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