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Department of EconomicsDepartment of Economics
Department of Economics
Economics, Economía, Fundamentos, Análisis, Económico
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Iván Payá Sastre

Professor
Ph.D. Cardiff University
email: ivanpaya@ua.es
Office: 14
Ext.: 3226


web
Publications

On the contribution of the Markowitz model of utility to explain risky choice in experimental research

Georgalos, K., Paya, I., & D. Peel
Journal of Economic Behavior and Organization – 2021

Temporal aggregation of random walk processes and implications for economic analysis

Ahmad, Y., & I. Paya
Studies in Nonlinear Dynamics and Econometrics – 2020

Flexible Distribution Functions, Higher Order Preferences and Optimal Portfolio Allocations

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Quantitative Finance – 2019

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis E., Paya I. and D. Peel
Macroeconomic Dynamics, – 2018

Using market expectations to test for speculative bubbles in the crude oil market

Pavlidis E., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2018

Testing for speculative bubbles using spot and forward prices

Pavlidis E., Paya I. and D. Peel
International Economic Review – 2017

Episodes of exuberance in housing markets: in search of the smoking gun”

Pavlidis E., Yusupova A., Paya I., Peel D., Martinez-Garcia E. and V. Grossman
Journal of Real Estate Finance and Economics – 2016

Pure higher-order effects in the portfolio choice model

Ñiguez T.M., Paya, I. and D. Peel.
Finance Research Letters – 2016

Wealth fluctuations and investment in risky assets: The UK micro evidence on household asset allocation

Paya I. and P. Wang
Journal of Empirical Finance – 2016

Testing for linear and nonlinear Granger causality in the real exchange rate – consumption relation

Pavlidis E., Paya I. and D. Peel
Economics Letters – 2015

Nonlinear causality tests and multivariate conditional heteroskedasticity: A simulation study

Pavlidis E., Paya I. and D. Peel
Studies in Nonlinear Dynamics and Econometrics – 2013

Nonlinear dynamics in economics and finance and unit root testing

Pavlidis E., Paya I., Peel D. and C. Siriopoulos
European
Journal of Finance
– 2013

Forecast evaluation of nonlinear models: The case of long-span real exchange rates”

Pavlidis E., Paya I. and D. Peel
Journal of Forecasting – 2012

Forecasting monetary policy rules in South Africa

Naraidoo R. and I. Paya
International Journal of Forecasting – 2012

On the stability of CRRA utility under high degrees of uncertainty

Ñiguez T.M., Paya, I., Peel, D. and J. Perote
Economics Letters – 2012

Real exchange rates and time-varying trade costs

Pavlidis E., Paya I. and D. Peel
Journal of International Money and Finance – 2011

Sampling of nonlinear models: Evidence on speed of adjustment in index futures markets

Paya I. and D. Peel
Journal of Futures Markets – 2011

Inflation dynamics in the U.S.: Global but not local mean reversion

Novay A., Paya I. and D. Peel
Journal of Money, Credit and Banking – 2010

Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form

Pavlidis E., Paya I. and D. Peel
Studies
in Nonlinear Dynamics and Econometrics
– 2010

The Forward Premium Puzzle in the interwar period and deviations from covered interest parity

Paya I., Peel D. and A. Spiru
Economics Letters – 2010

Linkages between Shanghai and Hong Kong stock indices

Paya I. and S. Zhang
Applied Financial Economics – 2009

Deterministic impulse response in a nonlinear model. An analytic expression

Venetis I.,Paya I. and D. Peel
Economics Letters – 2007

On the relationship between inflation persistence and temporal aggregation

Paya I., Duarte A. and K. Holden
Journal of Money, Credit and Banking – 2007

A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994”

Paya I. and D. Peel
Journal
of Money, Credit and Banking
– 2006

Courses

Advanced Macroeconomics II

Year: 2 – Term: 2
Iván Payá Sastre

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Research groups
  • Prometeo – Economia y Gènere
    October 19, 2020
  • Prometeo – Information transmission in a polarized society
    February 8, 2023
  • Behavioral, Experimental and Network Economics
    June 22, 2021
  • Development Economics
    June 22, 2021
  • Econometrics
    June 22, 2021
  • Economic Theory
    June 22, 2021
  • Industrial Organization
    June 22, 2021
  • International, Urban and Regional Economics
    June 22, 2021
  • Labor Economics
    June 22, 2021
  • Macroeconomics
    June 22, 2021
  • Mathematical Economics
    June 22, 2021
  • Public Economics and Political Economy
    June 22, 2021
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