Access Statistics for Graham Elliott

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
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS? 0 0 1 161 0 0 6 324
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 2 263 0 0 8 677
Confidence Intervals for Autoregressive Coefficients Near One 0 0 2 2 1 1 3 20
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 0 0 2 30
Economic Forecasting 0 3 10 448 1 7 24 757
Efficient Tests for an Autoregressive Unit Root 0 2 7 739 2 8 30 2,149
Estimating Loss Function Parameters 0 1 1 269 1 4 11 1,177
Estimating Restricted Cointegrating Vectors 0 0 1 2 0 0 2 14
Forecasting in Economics and Finance 0 1 5 106 1 4 15 88
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 1 1 1 13 2 3 4 52
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 2 4 5 740
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 218 6 6 8 1,128
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 157 0 0 1 852
International Business Cycles and the Dynamics of the Current Account 0 0 2 411 0 0 4 1,787
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 0 24 3 6 19 113
Optimal Forecast Combination Under Regime Switching 0 0 1 161 0 1 8 317
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 0 2 4 24
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 5 0 0 0 31
Option Prices and Implied Volatilities: An Empirical Analysis 1 1 1 8 2 2 5 388
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 1 3 342
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 0 2 411
Testing for Unit Roots with Stationary Covariances 0 1 1 4 1 2 2 37
Testing for Unit Roots with Stationary Covariates 0 0 0 7 1 1 1 35
Testing for Unit Roots with Stationary Covariates 0 0 0 167 0 0 2 660
Tests for Unit Roots and the Initial Observation 0 0 0 1 1 1 1 15
Tests for Unit Roots and the Initial Observation 0 0 0 162 0 0 0 391
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 1 4 100 2 6 13 674
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 3 2 3 6 16
Total Working Papers 2 11 39 3,448 28 62 189 13,249
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A control function approach for testing the usefulness of trending variables in forecast models and linear regression 0 0 0 35 0 2 4 142
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 1 2 5 142 2 5 15 407
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 11 0 0 3 85
Complete subset regressions 2 5 18 138 4 8 40 377
Complete subset regressions with large-dimensional sets of predictors 2 3 16 69 2 10 34 172
Confidence intervals for autoregressive coefficients near one 0 0 1 63 0 0 1 235
Confidence sets for the date of a single break in linear time series regressions 0 0 0 32 1 1 3 132
Economic Forecasting 4 15 36 134 8 28 95 817
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 110 0 0 1 294
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 2 4 21 443
Efficient Tests for an Autoregressive Unit Root 9 34 127 1,995 36 121 499 5,197
Estimating Restricted Cointegrating Vectors 0 0 0 0 1 1 2 190
Estimation and Testing of Forecast Rationality under Flexible Loss 0 1 1 154 0 1 4 369
Evaluating significance: comments on "size matters" 1 1 1 69 1 1 9 192
Forecast combination when outcomes are difficult to predict 0 0 0 5 0 0 10 23
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 1 7 0 1 12 48
Forecasting in Economics and Finance 0 1 7 21 1 3 20 52
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 1 1 3 89 3 4 14 261
Inference in Models with Nearly Integrated Regressors 0 1 1 71 1 2 7 296
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 0 5 194
International business cycles and the dynamics of the current account 0 0 1 96 0 0 2 254
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 51 2 2 3 148
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 1 1 8 0 3 4 33
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 0 2 104 1 2 7 305
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 2 102 1 3 6 295
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 2 15 317
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 2 90
Optimal forecast combinations under general loss functions and forecast error distributions 2 4 6 161 3 6 13 470
Pre and post break parameter inference 0 0 0 2 0 0 2 37
Predicting binary outcomes 1 3 11 59 2 4 23 159
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 2 40 1 1 4 159
Sir Clive W. J. Granger (1934-2009) 0 0 1 26 0 0 2 72
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 2 3 4 131
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 4 0 2 5 49
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 29 2 2 2 93
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 0 20 1 1 2 65
Testing for unit roots with stationary covariates 0 1 2 52 0 1 3 200
Tests for Unit Roots and the Initial Condition 0 0 0 129 1 1 2 390
The Transmission of Monetary Policy: The Relationship between Overnight Cash Rates 0 0 0 1 0 0 0 145
Total Journal Articles 23 73 245 4,159 79 225 900 13,338


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Forecasting 0 0 0 0 12 38 151 213
Total Books 0 0 0 0 12 38 151 213


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Trending Data 2 7 14 207 5 11 32 1,803
Introduction 0 0 0 27 1 2 4 78
Total Chapters 2 7 14 234 6 13 36 1,881


Statistics updated 2019-09-09