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 35 0 1 3 82
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 198 0 3 16 587
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 0 285 1 3 7 807
Forecasting with mixed-frequency data 1 3 9 160 2 10 23 224
Is Volatility Good for Growth? Evidence from the G7 0 0 1 42 1 1 11 134
Is Volatility Good for Growth? Evidence from the G7 0 0 1 40 0 3 7 110
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 1 5 11 270
Is volatility good for growth? Evidence from the G7 0 0 0 66 0 0 3 191
Monitoring for Disruptions in Financial Markets 0 0 0 157 0 1 4 468
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 0 0 82
Quality Control for Structural Credit Risk Models 0 0 0 36 1 1 3 109
Regression Models with Mixed Sampling Frequencies 2 5 11 210 3 8 37 417
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 531 0 2 4 1,832
Should Macroeconomic Forecasters Use Daily Financial Data and How? 1 2 3 178 3 7 23 716
Should macroeconomic forecasters use daily financial data and how? 0 0 1 96 0 1 10 183
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 172 0 2 8 352
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 163 0 4 9 431
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 198 0 3 9 704
The effect of nominal shock uncertainty on output growth 0 0 0 222 1 2 8 1,095
Total Working Papers 4 10 26 2,898 13 57 196 8,794


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 1 113 0 2 5 359
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 2 31 0 2 6 128
Detecting multiple breaks in financial market volatility dynamics 1 2 6 326 2 8 20 890
Monitoring disruptions in financial markets 0 0 2 47 0 0 4 159
On Modelling Speculative Prices: The Empirical Literature 0 0 0 92 9 19 83 327
Quality control for structural credit risk models 0 0 0 42 0 0 5 168
Regression models with mixed sampling frequencies 5 16 60 306 11 32 133 756
Restoring monotone power in the CUSUM test 0 0 0 7 0 1 2 46
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 0 1 5 526
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 1 79 0 0 1 330
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 1 5 105
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 1 128 0 0 1 414
Total Journal Articles 6 18 73 1,187 22 66 270 4,208


Statistics updated 2020-04-03