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 1 1 3 613
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 0 285 0 1 1 826
Forecasting with mixed-frequency data 0 0 1 186 0 2 4 303
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 0 111 0 0 0 283
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 0 2 2 144
Is volatility good for growth? Evidence from the G7 0 0 0 67 0 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 1 121
Regression Models with Mixed Sampling Frequencies 0 0 7 257 2 3 16 537
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 3 6 9 763
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 1 174 0 0 1 363
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 1 1 1 442
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 0 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 1 11 3,009 7 18 48 9,276

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 1 1 2 145
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 3 5 30 501 7 13 64 1,189
Restoring monotone power in the CUSUM test 0 0 0 11 0 0 1 54
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 2 4 543
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 1 3 86 0 1 5 349
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 3 6 34 1,324 9 18 82 4,474

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Statistics updated 2025-03-03