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 9 106
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 0 0 23 638
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 1 287 0 1 11 838
Forecasting with mixed-frequency data 1 2 6 195 2 3 17 324
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 0 35 155
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 0 0 7 151
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 2 5 17 300
Is volatility good for growth? Evidence from the G7 0 0 0 68 0 1 10 214
Monitoring for Disruptions in Financial Markets 1 1 2 162 3 6 13 496
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 1 1 7 93
Quality Control for Structural Credit Risk Models 0 0 0 37 1 3 10 131
Regression Models with Mixed Sampling Frequencies 0 2 3 262 1 4 21 562
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 537 3 4 21 1,885
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 3 188 1 2 29 794
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 2 2 20 228
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 0 2 14 378
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 1 1 7 449
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 0 0 13 739
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 0 10 1,113
Total Working Papers 2 5 16 3,033 17 35 294 9,594

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 0 1 12 391
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 0 1 12 158
Detecting multiple breaks in financial market volatility dynamics 0 0 2 340 0 2 23 957
Monitoring disruptions in financial markets 0 0 1 52 2 3 15 199
Quality control for structural credit risk models 0 0 0 43 0 1 12 192
Regression models with mixed sampling frequencies 2 3 18 536 7 16 71 1,288
Restoring monotone power in the CUSUM test 0 0 0 11 0 1 3 58
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 2 18 563
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 0 87 1 2 14 365
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 1 1 17 1 2 12 123
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 0 2 11 431
Total Journal Articles 2 4 22 1,365 12 33 203 4,725

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Statistics updated 2026-10-11