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 2 3 29 1 2 9 69
Detecting Multiple Breaks in Financial Market Volatility Dynamics 1 1 2 196 1 1 11 553
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 2 281 0 1 6 786
Forecasting with mixed-frequency data 1 1 2 143 1 1 10 178
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 0 109 0 1 5 251
Is Volatility Good for Growth? Evidence from the G7 1 1 1 41 1 1 7 116
Is volatility good for growth? Evidence from the G7 0 0 1 66 0 0 7 183
Monitoring for Disruptions in Financial Markets 0 0 0 154 0 0 5 458
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 0 1 1 33 0 1 5 97
Regression Models with Mixed Sampling Frequencies 3 3 8 181 4 7 35 332
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 530 0 1 11 1,820
Should Macroeconomic Forecasters Use Daily Financial Data and How? 2 4 7 169 5 10 34 658
Should macroeconomic forecasters use daily financial data and how? 1 2 4 94 1 2 7 164
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 1 172 0 0 4 342
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 2 161 1 1 4 417
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 2 196 0 0 6 687
The effect of nominal shock uncertainty on output growth 0 0 1 222 0 0 13 1,081
Total Working Papers 10 15 37 2,816 15 29 183 8,368


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 0 6 349
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 1 27 1 1 6 114
Detecting multiple breaks in financial market volatility dynamics 0 1 2 308 1 4 28 838
Monitoring disruptions in financial markets 0 0 0 43 1 2 6 147
On Modelling Speculative Prices: The Empirical Literature 0 1 1 90 0 2 4 227
Quality control for structural credit risk models 0 0 2 41 0 0 6 158
Regression models with mixed sampling frequencies 5 9 28 174 11 26 94 463
Restoring monotone power in the CUSUM test 0 0 1 7 0 0 4 43
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 0 2 7 514
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 1 1 3 77 1 1 10 322
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 15 1 1 3 92
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 1 127 0 0 3 410
Total Journal Articles 6 12 39 1,019 16 39 177 3,677


Statistics updated 2017-10-05