Professor Efthymios Pavlidis
ProfessorCurrent Teaching
ECON222 Intermediate Macroeconomics I
Web Links
Personal Webpage:
Research Overview
My main research interests are macroeconomics, international finance, and time series econometrics. I am involved in two projects on monitoring housing markets. The first project, which is in collaboration with the Globalization & Monetary Policy Institute of the Federal Reserve Bank of Dallas, is the . The second project is the of 51福利.
Qualifications
Fellow of the Higher Education Academy
PhD Supervision Interests
I am happy to supervise PhD students working in the area of applied time series econometrics. I have a particular interest on applications related to modelling speculative dynamics in financial markets, modelling and forecasting real estate prices, and testing parity conditions.
Selected Publications
Pavlidis, E. 18/10/2024 In: Journal of Time Series Analysis. 32 p.
Journal article
Yusupova, A., Pavlidis, N., Pavlidis, E. 31/10/2023 In: International Journal of Forecasting. 39, 4, p. 1925-1944. 20 p.
Journal article
Vasilopoulos, K., Pavlidis, E., Martínez-García, E. 22/08/2022 In: Journal of Statistical Software. 103, 10, p. 1-26. 26 p.
Journal article
Pavlidis, E., Vasilopoulos, K. 1/12/2020 In: Journal of International Money and Finance. 109, 21 p.
Journal article
Pavlidis, E., Paya, I., Peel, D.A. 1/08/2018 In: Journal of Money, Credit and Banking. 50, 5, p. 833-856. 24 p.
Journal article
Pavlidis, E., Paya, I., Peel, D.A. 28/11/2017 In: International Economic Review. 58, 4, p. 1191-1226. 36 p.
Journal article
Pavlidis, E., Paya, I., Peel, D.A. 10/2018 In: Macroeconomic Dynamics. 22, 7, p. 1825-1843. 19 p.
Journal article
Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A., Grossman, V. 11/2016 In: Journal of Real Estate Finance and Economics. 53, 4, p. 419-449. 31 p.
Journal article
Pavlidis, E., Paya, I., Peel, D. 07/2015 In: Economics Letters. 132, p. 13-17. 5 p.
Journal article
Pavlidis, E., Paya, I., Peel, D. 2011 In: Journal of International Money and Finance. 30, 6, p. 1157-1179. 23 p.
Journal article
Pavlidis, E., Paya, I., Peel, D. 2010 In: Studies in Nonlinear Dynamics and Econometrics. 14, 3, p. 1-38. 38 p.
Journal article
Pavlidis, E., Paya, I., Peel, D. 2009 In: The Handbook of Econometrics Vol. 2. London : Palgrave p. 1025-1083. 59 p. ISBN: 9781403917997.
Chapter
All Publications
01/09/2019 → 01/01/2020
Research
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Participation in workshop, seminar, course
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Membership of committee
Participation in conference -Mixed Audience
Participation in workshop, seminar, course
Membership of committee
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
Participation in conference -Mixed Audience
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Economics Research Group
- Macroeconomics and Financial Markets