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 0 95
Detecting Multiple Breaks in Financial Market Volatility Dynamics 0 0 0 200 1 2 4 614
Detecting Mutiple Breaks in Financial Market Volatility Dynamics 1 1 1 286 1 1 2 827
Forecasting with mixed-frequency data 0 0 1 186 0 0 4 303
Is Volatility Good for Growth? Evidence from the G7 0 0 0 43 0 0 2 144
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 0 40 0 0 1 118
Is volatility good for growth? Evidence from the G7 0 1 1 68 0 1 4 204
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 1 85
Quality Control for Structural Credit Risk Models 0 0 0 37 0 0 0 121
Regression Models with Mixed Sampling Frequencies 0 0 7 257 0 3 16 538
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results 0 0 1 535 0 0 1 1,862
Should Macroeconomic Forecasters Use Daily Financial Data and How? 0 0 1 185 0 3 9 763
Should macroeconomic forecasters use daily financial data and how? 0 0 0 99 0 0 2 208
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 1 1 442
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 201 0 0 1 725
The effect of nominal shock uncertainty on output growth 0 0 0 223 0 0 0 1,103
Total Working Papers 1 2 13 3,011 2 11 49 9,280

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 0 0 376
An Alternative Asymptotic Analysis of Residual-Based Statistics 0 0 0 32 0 1 2 145
Detecting multiple breaks in financial market volatility dynamics 1 1 1 338 1 1 2 931
Monitoring disruptions in financial markets 0 0 0 51 0 0 1 182
Quality control for structural credit risk models 0 0 0 43 0 0 1 177
Regression models with mixed sampling frequencies 8 13 34 511 8 17 59 1,199
Restoring monotone power in the CUSUM test 0 0 0 11 0 0 1 54
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results 0 0 0 0 1 2 5 544
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity 0 0 2 86 1 1 4 350
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests 0 0 0 16 0 1 1 110
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 9 14 37 1,335 11 23 76 4,488

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Statistics updated 2025-05-12