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 4 27 3 4 12 66
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 194 4 8 15 550
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 1 1 3 280 2 3 14 783
Forecasting with mixed-frequency data 0 0 8 141 1 3 27 174
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 1 2 8 113
Is Volatility Good for Growth? Evidence from the G7 0 0 0 39 1 2 4 99
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 1 2 4 249
Is volatility good for growth? Evidence from the G7 0 1 1 66 2 4 6 181
Monitoring for Disruptions in Financial Markets 0 0 0 154 3 3 13 456
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 1 1 3 76
Quality Control for Structural Credit Risk Models 0 0 0 32 2 2 7 94
Regression Models with Mixed Sampling Frequencies 2 2 7 175 6 12 40 313
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 530 2 4 29 1,817
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 11 162 3 7 57 637
Should macroeconomic forecasters use daily financial data and how? 0 0 3 90 0 1 10 158
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 171 1 1 7 340
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 159 0 0 5 413
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 2 195 1 2 18 684
The effect of nominal shock uncertainty on output growth 0 0 1 221 4 6 19 1,074
Total Working Papers 3 4 41 2,785 38 67 298 8,277


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 1 2 13 347
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 3 27 2 2 10 113
Detecting multiple breaks in financial market volatility dynamics 0 0 0 306 4 12 50 830
Monitoring disruptions in financial markets 0 0 1 43 1 3 17 144
On Modelling Speculative Prices: The Empirical Literature 0 0 0 89 0 1 7 224
Quality control for structural credit risk models 0 0 5 40 2 3 19 157
Regression models with mixed sampling frequencies 2 6 38 156 6 22 102 406
Restoring monotone power in the CUSUM test 0 0 1 7 1 2 5 42
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 2 4 11 511
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 0 74 0 2 6 317
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 1 15 1 2 7 91
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 126 1 2 3 409
Total Journal Articles 2 6 49 993 21 57 250 3,591


Statistics updated 2017-03-07