Ivan Paya

Global rank #8886 89%

Institution: Universidad de Alicante

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://ivanpaya.weebly.com/

First Publication: 2003

Most Recent: 2023

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	Total
Last 5 Years	0.67	0.67	2.01
Last 10 Years	0.67	2.01	3.35
All Time	0.67	7.37	11.48

Publication Statistics

Raw Publications 18

Coauthorship-Adjusted Count 13.63

Publications (18)

Year	Article	Journal	Tier	Authors
2023	Higher order risk attitudes: new model insights and heterogeneity of preferences	Experimental Economics	A	3
2021	On the contribution of the Markowitz model of utility to explain risky choice in experimental research	Journal of Economic Behavior and Organization	B	3
2018	Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market	Journal of Money, Credit, and Banking	B	3
2017	TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES	International Economic Review	B	3
2015	Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation	Economics Letters	C	3
2012	Forecasting monetary policy rules in South Africa	International Journal of Forecasting	B	2
2012	On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty	Economics Letters	C	4
2011	Real exchange rates and time-varying trade costs	Journal of International Money and Finance	B	3
2010	Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion	Journal of Money, Credit, and Banking	B	3
2010	The forward premium puzzle in the interwar period and deviations from covered interest parity	Economics Letters	C	3
2007	Deterministic impulse response in a nonlinear model. An analytical expression	Economics Letters	C	3
2007	On the Relationship between Inflation Persistence and Temporal Aggregation	Journal of Money, Credit, and Banking	B	3
2006	On the speed of adjustment in ESTAR models when allowance is made for bias in estimation	Economics Letters	C	2
2006	Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment	Journal of Applied Econometrics	B	2
2005	Predicting real growth and the probability of recession in the Euro area using the yield spread	International Journal of Forecasting	B	3
2005	The process followed by PPP data. On the properties of linearity tests	Applied Economics	C	2
2004	Nonlinear Purchasing Power Parity under the Gold Standard	Southern Economic Journal	C	2
2003	Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS	Oxford Bulletin of Economics and Statistics	B	3