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 1 1 35 0 1 1 79
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 198 1 3 8 573
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 1 285 0 2 8 800
Forecasting with mixed-frequency data 0 2 4 151 0 2 6 201
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 1 3 5 261
Is Volatility Good for Growth? Evidence from the G7 0 0 0 41 0 0 2 123
Is Volatility Good for Growth? Evidence from the G7 0 0 0 39 0 0 1 103
Is volatility good for growth? Evidence from the G7 0 0 0 66 0 0 1 188
Monitoring for Disruptions in Financial Markets 0 0 2 157 1 1 3 465
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 0 4 82
Quality Control for Structural Credit Risk Models 0 0 0 36 0 0 1 106
Regression Models with Mixed Sampling Frequencies 1 3 13 201 4 11 32 388
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 531 0 2 3 1,828
Should Macroeconomic Forecasters Use Daily Financial Data and How? 1 1 3 176 1 5 19 697
Should macroeconomic forecasters use daily financial data and how? 0 1 2 96 0 3 6 174
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 172 1 1 1 345
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 163 1 1 4 423
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 1 198 2 2 4 697
The effect of nominal shock uncertainty on output growth 0 0 0 222 1 1 1 1,088
Total Working Papers 2 8 27 2,876 13 38 110 8,621


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 2 112 0 0 4 354
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 29 1 1 5 123
Detecting multiple breaks in financial market volatility dynamics 1 3 9 321 1 4 20 871
Monitoring disruptions in financial markets 0 0 0 45 0 1 1 155
On Modelling Speculative Prices: The Empirical Literature 0 0 2 92 6 18 28 258
Quality control for structural credit risk models 0 0 0 42 1 1 1 164
Regression models with mixed sampling frequencies 10 27 67 266 19 59 140 662
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 0 1 2 521
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 0 78 0 0 4 329
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 1 4 100
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 127 0 0 2 413
Total Journal Articles 11 30 80 1,135 28 86 212 3,994


Statistics updated 2019-06-03