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 1 95
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 0 0 4 612
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 0 285 0 0 2 825
Forecasting with mixed-frequency data 0 0 0 185 0 1 2 300
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 0 1 3 118
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 1 43 0 0 2 142
Is volatility good for growth? Evidence from the G7 0 0 0 67 0 0 4 202
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 0 84
Quality Control for Structural Credit Risk Models 0 0 0 37 0 0 2 121
Regression Models with Mixed Sampling Frequencies 1 5 9 257 1 7 21 534
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 1 1 535 0 1 3 1,862
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 0 184 0 2 5 756
Should macroeconomic forecasters use daily financial data and how? 0 0 1 99 1 1 2 207
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 0 0 0 441
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 0 0 2 724
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 0 1 1,103
Total Working Papers 1 6 13 3,007 2 13 55 9,254

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 1 117 0 0 2 376
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 1 32 0 0 3 143
Detecting multiple breaks in financial market volatility dynamics 0 0 1 337 0 0 3 929
Monitoring disruptions in financial markets 0 0 0 51 0 0 1 181
Quality control for structural credit risk models 0 0 0 43 0 0 0 176
Regression models with mixed sampling frequencies 2 6 33 493 6 15 70 1,168
Restoring monotone power in the CUSUM test 0 0 0 11 0 0 0 53
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 2 2 541
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 3 85 0 1 7 348
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 2 6 39 1,315 7 18 88 4,444

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Statistics updated 2024-09-04