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 4 9 11 106
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 4 14 16 629
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 1 286 1 3 6 832
Forecasting with mixed-frequency data 1 1 5 191 2 7 13 316
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 0 2 3 147
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 5 6 9 292
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 10 24 30 148
Is volatility good for growth? Evidence from the G7 0 0 1 68 0 3 8 211
Monitoring for Disruptions in Financial Markets 0 0 0 160 0 2 5 487
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 1 4 6 91
Quality Control for Structural Credit Risk Models 0 0 0 37 0 4 5 126
Regression Models with Mixed Sampling Frequencies 0 0 3 260 2 11 17 554
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 1 1 2 537 3 7 14 1,876
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 2 3 188 1 15 23 786
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 1 10 15 223
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 5 8 10 373
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 0 2 3 445
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 1 6 11 736
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 4 6 1,109
Total Working Papers 2 4 15 3,024 40 141 211 9,487

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 8 12 388
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 0 7 10 155
Detecting multiple breaks in financial market volatility dynamics 1 1 2 339 2 7 15 945
Monitoring disruptions in financial markets 1 1 1 52 1 4 12 194
Quality control for structural credit risk models 0 0 0 43 0 9 12 189
Regression models with mixed sampling frequencies 1 6 25 526 8 27 66 1,255
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 0 4 10 553
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 1 87 2 5 11 360
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 3 7 116
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 0 3 5 425
Total Journal Articles 3 8 29 1,353 15 77 161 4,635

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Statistics updated 2026-03-04