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 0 95
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 0 0 2 612
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 0 285 1 1 1 826
Forecasting with mixed-frequency data 0 1 1 186 1 3 5 303
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 0 0 0 283
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 2 2 2 144
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 0 1 118
Is volatility good for growth? Evidence from the G7 0 0 0 67 1 1 3 203
Monitoring for Disruptions in Financial Markets 0 0 0 160 0 0 0 482
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 0 1 85
Quality Control for Structural Credit Risk Models 0 0 0 37 0 0 2 121
Regression Models with Mixed Sampling Frequencies 0 0 7 257 0 1 14 535
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 535 0 0 2 1,862
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 1 1 185 0 3 6 760
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 0 1 2 208
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 1 174 0 0 1 363
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 0 0 0 441
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 1 1 1 725
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 0 0 1,103
Total Working Papers 0 2 11 3,009 6 13 43 9,269


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 0 1 376
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 0 1 1 144
Detecting multiple breaks in financial market volatility dynamics 0 0 1 337 0 0 3 930
Monitoring disruptions in financial markets 0 0 0 51 0 0 1 182
Quality control for structural credit risk models 0 0 0 43 0 1 1 177
Regression models with mixed sampling frequencies 0 4 27 498 2 9 61 1,182
Restoring monotone power in the CUSUM test 0 0 0 11 0 1 1 54
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 1 3 542
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 1 4 86 0 1 6 349
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 0 0 109
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 0 0 0 420
Total Journal Articles 0 5 32 1,321 3 14 78 4,465


Statistics updated 2025-02-05