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 1 35 0 1 2 80
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 198 3 3 9 576
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 0 285 0 1 7 801
Forecasting with mixed-frequency data 1 3 6 154 1 3 8 204
Is Volatility Good for Growth? Evidence from the G7 0 1 1 42 2 3 4 126
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 1 1 6 262
Is Volatility Good for Growth? Evidence from the G7 0 1 1 40 0 1 2 104
Is volatility good for growth? Evidence from the G7 0 0 0 66 0 1 1 189
Monitoring for Disruptions in Financial Markets 0 0 2 157 0 0 3 465
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 0 2 82
Quality Control for Structural Credit Risk Models 0 0 0 36 0 0 1 106
Regression Models with Mixed Sampling Frequencies 0 3 13 204 3 9 35 397
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 531 0 0 3 1,828
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 2 176 2 5 19 702
Should macroeconomic forecasters use daily financial data and how? 0 0 1 96 1 1 6 175
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 172 0 2 3 347
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 163 1 2 6 425
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 198 0 1 4 698
The effect of nominal shock uncertainty on output growth 0 0 0 222 1 2 3 1,090
Total Working Papers 1 8 27 2,884 15 36 124 8,657


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 1 112 0 0 3 354
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 29 0 0 5 123
Detecting multiple breaks in financial market volatility dynamics 1 2 10 323 3 6 22 877
Monitoring disruptions in financial markets 0 1 1 46 1 2 3 157
On Modelling Speculative Prices: The Empirical Literature 0 0 1 92 1 3 29 261
Quality control for structural credit risk models 0 0 0 42 0 0 1 164
Regression models with mixed sampling frequencies 5 13 64 279 12 31 145 693
Restoring monotone power in the CUSUM test 0 0 0 7 0 0 1 44
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 1 2 522
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 1 1 1 79 1 1 4 330
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 0 2 100
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 127 0 0 1 413
Total Journal Articles 7 17 78 1,152 19 44 218 4,038


Statistics updated 2019-09-09