Professor Ivan Paya
ProfessorProfessional Role
Professor of Economics (On leave)
Research Overview
My research interests lie in the areas of Applied Macroeconomics, Financial Economics, and Time Series Econometrics. I am currently working on the effectiveness of macroprudential policies, the role of housing markets on financial stability, new tests to detect bubbles in asset prices, and on the role of higher-order preferences on decision theory and portfolio choice.
I am a co-director of the UK Housing Observatory and of the International Housing Observatory
Web Links
Personal Website: https://ivanpaya.weebly.com
UK Housing Observatory: https://uk.housing-observatory.com/
International Housing Observatory: https://int.housing-observatory.com/
PhD Supervision Interests
I will be happy to supervise PhD students working on the areas of macroprudential policy, speculative bubbles in asset prices, and the effect of higher-order preferences on portfolio choice.
House Prices, Unaffordability and Systematic risk - 27th Annual Symposium on the SNDE
Participation in conference -Mixed Audience
Computational and Financial Econometrics (CFE) (External organisation)
Member of an organisation
Housing (Un)affordability and Systematic Risk - 12th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
“On the contribution of the Markowitz model of utility to explain risky choice,” 5th International Symposium in Computational Economics and Finance,
Participation in conference -Mixed Audience
“Using market expectations to test for speculative bubbles in crude oil markets,” 26th Symposium of the SNDE
Participation in conference -Mixed Audience
Applied & Econometrics Workshop, Economics Department, University of Alicante
Invited talk
Macroeconomic and Financial Time Series Analysis
Participation in conference -Mixed Audience
10th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
“Speculative bubbles in oil markets: An analysis based on market expectations,” Session organiser: 10th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
The 9th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
11th BMRC-DEMS Conference
Participation in conference -Mixed Audience
23rd Symposium of the Society for Nonlinear Dynamics and Econometrics
Participation in conference -Mixed Audience
“Testing for speculative bubbles using spot and forward rates,” Session organiser: 9th International Conference on Computational and Financial Econometrics
Participation in conference -Mixed Audience
“Higher order effects in the portfolio choice model,” 23rd Symposium of the Society for Nonlinear Dynamics and Econometrics
Participation in conference -Mixed Audience
“Higher-order effects in the portfolio choice model,” Invited Speaker: 11th BMRC-DEMS Conference
Participation in conference -Mixed Audience
10th BMRC-DEMS Conference
Participation in conference -Mixed Audience
22nd Symposium of the Society for Nonlinear Dynamics and Econometrics
Participation in conference -Mixed Audience
“Testing for speculative bubbles using spot and forward exchange rates,” 10th BMRC-DEMS Conference
Participation in conference -Mixed Audience
Seminar Economics at Cardiff Business School
Participation in workshop, seminar, course
17th Annual International Conference on Macroeconomic Analysis and International Finance
Participation in conference -Mixed Audience
Society for Nonlinear Dynamics and Econometrics, 21st Annual Symposium
Participation in conference -Mixed Audience
20th Annual Symposium Society for Nonlinear Dynamics and Econometrics
Participation in conference -Mixed Audience
Workshop on Recent Developments in Econometric Analysis
Participation in workshop, seminar, course
The Society for Nonlinear Dynamics and Econometrics (External organisation)
Member of an organisation
Applied Economics (Journal)
Editorial activity
Applied Financial Economics (Journal)
Editorial activity
18th Annual Symposium, Society for Nonlinear Dynamics and Econometrics
Participation in conference -Mixed Audience
17th Annual Symposium, Society for Nonlinear Dynamics and Econometrics
Participation in conference -Mixed Audience
University of Sussex (External organisation)
Membership of committee
- Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy
- Economics Research Group
- Macroeconomics and Financial Markets