Access Statistics for Elena Andreou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Asymptotic Analysis of Residual-Based Statistics 1 1 4 28 1 2 11 68
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 1 1 195 0 2 12 552
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 1 3 281 1 2 11 786
Forecasting with mixed-frequency data 0 1 2 142 0 2 11 177
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 1 7 115
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 0 0 4 250
Is Volatility Good for Growth? Evidence from the G7 0 0 0 39 0 0 2 99
Is volatility good for growth? Evidence from the G7 0 0 1 66 0 1 7 183
Monitoring for Disruptions in Financial Markets 0 0 0 154 0 1 9 458
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 0 2 77
Quality Control for Structural Credit Risk Models 1 1 1 33 1 2 5 97
Regression Models with Mixed Sampling Frequencies 0 0 8 178 1 6 36 326
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 530 1 2 17 1,820
Should Macroeconomic Forecasters Use Daily Financial Data and How? 1 1 7 166 1 4 33 649
Should macroeconomic forecasters use daily financial data and how? 0 0 2 92 0 0 6 162
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 1 172 0 1 6 342
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 1 2 161 0 1 6 416
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 2 196 0 0 10 687
The effect of nominal shock uncertainty on output growth 0 0 2 222 0 3 16 1,081
Total Working Papers 3 7 36 2,804 6 30 211 8,345


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle 0 0 0 110 0 2 11 349
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 1 27 0 0 7 113
Detecting multiple breaks in financial market volatility dynamics 0 0 1 307 0 1 32 834
Monitoring disruptions in financial markets 0 0 0 43 0 1 10 145
On Modelling Speculative Prices: The Empirical Literature 0 0 0 89 0 0 6 225
Quality control for structural credit risk models 0 1 2 41 0 1 7 158
Regression models with mixed sampling frequencies 1 7 34 166 4 20 99 441
Restoring monotone power in the CUSUM test 0 0 1 7 0 1 5 43
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 2 8 513
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 1 2 76 0 1 10 321
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 15 0 0 3 91
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 1 127 0 0 4 410
Total Journal Articles 1 9 42 1,008 5 29 202 3,643


Statistics updated 2017-08-03