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 4 11 106
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 6 10 21 635
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 0 0 0 286 4 5 9 836
Forecasting with mixed-frequency data 1 3 7 193 2 6 17 320
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 1 1 4 148
Is Volatility Good for Growth? Evidence from the G7 0 0 0 40 1 17 37 155
Is Volatility Good for Growth? Evidence from the G7 0 0 0 111 3 8 12 295
Is volatility good for growth? Evidence from the G7 0 0 0 68 2 2 9 213
Monitoring for Disruptions in Financial Markets 0 0 0 160 2 2 7 489
Monotonic Power in tests for structural change in the mean based on orthonormal series filtering 0 0 0 0 0 1 6 91
Quality Control for Structural Credit Risk Models 0 0 0 37 2 2 7 128
Regression Models with Mixed Sampling Frequencies 0 0 3 260 1 4 18 556
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 1 2 537 2 6 17 1,879
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 3 188 3 5 27 790
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 3 4 18 226
Test for Breaks in the Conditional Co-Movements of Asset Returns 0 0 0 174 2 7 12 375
Tests for Breaks in the Conditional Co-movements of Asset Returns 0 0 0 165 1 1 4 446
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 1 2 12 737
The effect of nominal shock uncertainty on output growth 0 0 0 223 2 3 9 1,112
Total Working Papers 1 4 15 3,026 38 90 257 9,537

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 13 389
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 1 1 11 156
Detecting multiple breaks in financial market volatility dynamics 0 1 1 339 7 10 22 953
Monitoring disruptions in financial markets 0 1 1 52 2 3 14 196
Quality control for structural credit risk models 0 0 0 43 2 2 14 191
Regression models with mixed sampling frequencies 1 4 18 529 4 17 65 1,264
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 5 7 16 560
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 1 87 2 5 13 363
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 3 4 10 120
The behaviour of stock returns and interest rates over the business cycle in the US and UK 0 0 0 130 3 4 9 429
Total Journal Articles 1 6 21 1,356 29 56 188 4,676

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Statistics updated 2026-05-06