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 0 41 0 0 11 106
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 2 8 23 637
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 1 1 1 287 1 5 10 837
Forecasting with mixed-frequency data 0 2 7 193 1 5 17 321
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 0 3 12 295
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 7 37 155
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 2 3 6 150
Is volatility good for growth? Evidence from the G7 0 0 0 68 0 2 9 213
Monitoring for Disruptions in Financial Markets 0 0 0 160 0 2 7 489
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 1 1 7 92
Quality Control for Structural Credit Risk Models 0 0 0 37 0 2 7 128
Regression Models with Mixed Sampling Frequencies 0 0 3 260 1 3 19 557
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 537 1 4 16 1,880
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 3 188 1 5 28 791
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 0 3 18 226
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 1 3 13 376
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 1 2 5 447
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 1 2 13 738
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 3 9 1,112
Total Working Papers 1 3 15 3,027 13 63 267 9,550

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 0 117 1 2 13 390
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 0 1 10 156
Detecting multiple breaks in financial market volatility dynamics 1 1 2 340 1 9 23 954
Monitoring disruptions in financial markets 0 0 1 52 0 2 13 196
Quality control for structural credit risk models 0 0 0 43 0 2 14 191
Regression models with mixed sampling frequencies 2 5 18 531 4 13 64 1,268
Restoring monotone power in the CUSUM test 0 0 0 11 2 2 3 57
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 8 16 561
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 0 87 0 3 12 363
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 4 10 120
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 0 4 9 429
Total Journal Articles 3 6 21 1,359 9 50 187 4,685

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Statistics updated 2026-06-04