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 2 2 97
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 0 2 4 829
Forecasting with mixed-frequency data 0 2 4 190 0 3 8 309
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 1 1 3 145
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 3 3 3 286
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 4 4 6 124
Is volatility good for growth? Evidence from the G7 0 0 1 68 4 4 6 208
Monitoring for Disruptions in Financial Markets 0 0 0 160 1 3 3 485
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 1 2 87
Quality Control for Structural Credit Risk Models 0 0 0 37 0 1 1 122
Regression Models with Mixed Sampling Frequencies 1 1 3 260 2 3 9 543
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 536 3 5 7 1,869
Should Macroeconomic Forecasters Use Daily Financial Data and How? 1 1 2 186 6 7 14 771
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 4 5 5 213
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 1 1 2 365
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 1 1 2 443
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 2 4 6 730
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 2 2 1,105
Total Working Papers 2 4 12 3,020 32 52 88 9,346

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 3 4 380
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 1 2 4 148
Detecting multiple breaks in financial market volatility dynamics 0 0 1 338 2 4 8 938
Monitoring disruptions in financial markets 0 0 0 51 3 7 8 190
Quality control for structural credit risk models 0 0 0 43 0 0 4 180
Regression models with mixed sampling frequencies 2 3 24 520 6 16 52 1,228
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 2 4 8 549
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 2 87 2 4 7 355
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 2 4 113
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 1 2 2 422
Total Journal Articles 2 3 27 1,345 17 44 102 4,558

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Statistics updated 2025-12-06