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 1 1 3 98
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 0 0 3 615
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 1 286 1 3 5 830
Forecasting with mixed-frequency data 0 1 4 190 3 5 10 312
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 1 5 7 125
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 0 3 3 286
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 0 1 3 145
Is volatility good for growth? Evidence from the G7 0 0 1 68 0 4 6 208
Monitoring for Disruptions in Financial Markets 0 0 0 160 0 2 3 485
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 1 2 3 88
Quality Control for Structural Credit Risk Models 0 0 0 37 1 2 2 123
Regression Models with Mixed Sampling Frequencies 0 1 3 260 1 3 9 544
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 536 3 8 10 1,872
Should Macroeconomic Forecasters Use Daily Financial Data and How? 1 2 2 187 6 12 17 777
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 3 8 8 216
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 0 1 2 365
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 0 1 2 443
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 1 5 7 731
The effect of nominal shock uncertainty on output growth 0 0 0 223 1 3 3 1,106
Total Working Papers 1 4 12 3,021 23 69 106 9,369

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 2 3 6 382
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 4 6 8 152
Detecting multiple breaks in financial market volatility dynamics 0 0 1 338 3 7 11 941
Monitoring disruptions in financial markets 0 0 0 51 2 8 10 192
Quality control for structural credit risk models 0 0 0 43 7 7 10 187
Regression models with mixed sampling frequencies 1 3 23 521 8 19 56 1,236
Restoring monotone power in the CUSUM test 0 0 0 11 0 0 1 55
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 5 9 550
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 1 87 2 6 8 357
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 2 4 6 115
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 3 5 5 425
Total Journal Articles 1 3 25 1,346 34 70 130 4,592

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Statistics updated 2026-01-09