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 2 3 30 0 2 8 70
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 1 2 196 2 5 15 557
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 1 1 3 282 1 2 8 788
Forecasting with mixed-frequency data 0 1 2 143 0 3 9 180
Is Volatility Good for Growth? Evidence from the G7 0 0 0 109 0 0 4 251
Is Volatility Good for Growth? Evidence from the G7 0 1 1 41 0 1 5 116
Is Volatility Good for Growth? Evidence from the G7 0 0 0 39 1 1 3 100
Is volatility good for growth? Evidence from the G7 0 0 1 66 0 0 6 183
Monitoring for Disruptions in Financial Markets 0 0 0 154 0 1 6 459
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 0 2 77
Quality Control for Structural Credit Risk Models 2 2 3 35 3 3 8 100
Regression Models with Mixed Sampling Frequencies 0 3 8 181 0 5 32 333
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 0 530 0 1 8 1,821
Should Macroeconomic Forecasters Use Daily Financial Data and How? 1 3 8 170 7 15 38 668
Should macroeconomic forecasters use daily financial data and how? 0 1 4 94 0 1 7 164
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 1 172 0 0 3 342
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 2 4 163 0 3 6 419
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 1 196 0 2 7 689
The effect of nominal shock uncertainty on output growth 0 0 1 222 0 1 14 1,082
Total Working Papers 4 17 42 2,823 14 46 189 8,399


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 0 110 0 1 5 350
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 2 2 29 1 4 6 117
Detecting multiple breaks in financial market volatility dynamics 1 1 3 309 1 4 23 841
Monitoring disruptions in financial markets 0 0 0 43 0 3 8 149
On Modelling Speculative Prices: The Empirical Literature 0 0 1 90 1 2 6 229
Quality control for structural credit risk models 0 0 1 41 0 1 5 159
Regression models with mixed sampling frequencies 2 9 28 178 4 19 87 471
Restoring monotone power in the CUSUM test 0 0 0 7 0 0 3 43
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 0 1 8 515
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 1 3 77 1 2 8 323
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 15 2 4 6 95
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 1 127 1 1 4 411
Total Journal Articles 3 13 39 1,026 11 42 169 3,703


Statistics updated 2017-12-03