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 0 3 10 66
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 194 0 4 15 550
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 1 2 280 1 3 12 784
Forecasting with mixed-frequency data 0 0 7 141 1 2 23 175
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 0 2 4 250
Is Volatility Good for Growth? Evidence from the G7 0 0 0 39 0 1 3 99
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 1 2 7 114
Is volatility good for growth? Evidence from the G7 0 0 1 66 0 3 7 182
Monitoring for Disruptions in Financial Markets 0 0 0 154 0 4 13 457
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 1 2 3 77
Quality Control for Structural Credit Risk Models 0 0 0 32 0 3 5 95
Regression Models with Mixed Sampling Frequencies 0 5 10 178 1 13 45 320
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 530 0 3 25 1,818
Should Macroeconomic Forecasters Use Daily Financial Data and How? 2 3 8 165 4 11 49 645
Should macroeconomic forecasters use daily financial data and how? 1 2 4 92 2 4 10 162
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 1 1 172 0 2 8 341
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 1 1 160 1 2 7 415
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 1 1 2 196 1 4 15 687
The effect of nominal shock uncertainty on output growth 0 1 2 222 2 8 20 1,078
Total Working Papers 4 15 41 2,797 15 76 281 8,315


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 1 13 347
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 2 27 0 2 8 113
Detecting multiple breaks in financial market volatility dynamics 0 1 1 307 1 7 44 833
Monitoring disruptions in financial markets 0 0 1 43 0 1 13 144
On Modelling Speculative Prices: The Empirical Literature 0 0 0 89 0 1 7 225
Quality control for structural credit risk models 0 0 2 40 0 2 9 157
Regression models with mixed sampling frequencies 0 5 34 159 4 21 100 421
Restoring monotone power in the CUSUM test 0 0 1 7 0 1 5 42
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 0 2 11 511
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 1 1 1 75 2 3 9 320
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 15 0 1 5 91
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 1 1 127 0 2 4 410
Total Journal Articles 1 8 43 999 7 44 228 3,614


Statistics updated 2017-05-02