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 0 0 3 27 1 1 11 67
Detecting Multiple Breaks in Financial Market Volatility Dynamics 1 1 1 195 2 2 16 552
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 1 1 3 281 1 2 13 785
Forecasting with mixed-frequency data 0 0 3 141 1 2 16 176
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 0 1 4 250
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 1 7 114
Is Volatility Good for Growth? Evidence from the G7 0 0 0 39 0 0 3 99
Is volatility good for growth? Evidence from the G7 0 0 1 66 0 1 6 182
Monitoring for Disruptions in Financial Markets 0 0 0 154 0 1 12 457
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 1 3 77
Quality Control for Structural Credit Risk Models 0 0 0 32 1 2 6 96
Regression Models with Mixed Sampling Frequencies 0 3 8 178 1 8 42 321
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 530 0 1 22 1,818
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 3 8 165 2 10 43 647
Should macroeconomic forecasters use daily financial data and how? 0 2 2 92 0 4 7 162
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 1 1 172 1 2 9 342
Tests for Breaks in the Conditional Co-movements of Asset Returns 1 2 2 161 1 3 8 416
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 1 2 196 0 3 14 687
The effect of nominal shock uncertainty on output growth 0 1 2 222 0 4 14 1,078
Total Working Papers 3 15 36 2,800 11 49 256 8,326


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 2 2 14 349
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 2 27 0 0 8 113
Detecting multiple breaks in financial market volatility dynamics 0 1 1 307 1 4 41 834
Monitoring disruptions in financial markets 0 0 1 43 0 0 12 144
On Modelling Speculative Prices: The Empirical Literature 0 0 0 89 0 1 6 225
Quality control for structural credit risk models 1 1 3 41 1 1 10 158
Regression models with mixed sampling frequencies 3 6 33 162 8 23 100 429
Restoring monotone power in the CUSUM test 0 0 1 7 0 0 5 42
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 0 0 7 511
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 1 2 2 76 1 4 10 321
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 15 0 0 4 91
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 1 1 127 0 1 4 410
Total Journal Articles 5 11 44 1,004 13 36 221 3,627


Statistics updated 2017-06-02