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 2 614
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 1 286 0 0 2 827
Forecasting with mixed-frequency data 1 2 3 188 1 3 6 306
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 1 1 119
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 0 0 2 144
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 1 68 0 0 2 204
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 0 121
Regression Models with Mixed Sampling Frequencies 0 1 2 258 0 1 6 539
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 1 1 536 0 2 2 1,864
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 1 185 0 1 8 764
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 0 0 2 208
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 0 0 0 363
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 0 0 1 442
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 0 1 2 726
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 0 0 1,103
Total Working Papers 1 4 9 3,015 1 9 37 9,289

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 1 377
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 0 1 3 146
Detecting multiple breaks in financial market volatility dynamics 0 0 1 338 2 2 4 933
Monitoring disruptions in financial markets 0 0 0 51 0 1 2 183
Quality control for structural credit risk models 0 0 0 43 3 3 4 180
Regression models with mixed sampling frequencies 2 5 25 516 3 11 48 1,210
Restoring monotone power in the CUSUM test 0 0 0 11 0 1 2 55
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 0 1 5 545
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 1 2 87 0 1 3 351
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 1 1 2 111
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 2 6 28 1,341 9 23 74 4,511

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Statistics updated 2025-08-05