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 1 1 162 1 2 6 326
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 0 1 263 0 4 9 682
Confidence Intervals for Autoregressive Coefficients Near One 0 0 1 2 0 0 3 21
Confidence Sets for the Date of a Single Break in Linear Time Series Regressions 0 0 0 1 0 9 12 41
Economic Forecasting 0 0 10 449 3 5 25 763
Efficient Tests for an Autoregressive Unit Root 0 0 6 739 1 10 34 2,163
Estimating Loss Function Parameters 0 1 2 270 0 3 12 1,180
Estimating Restricted Cointegrating Vectors 0 0 0 2 1 1 2 16
Forecasting in Economics and Finance 0 2 4 108 1 10 23 101
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market 0 0 1 13 1 1 4 53
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market 0 0 0 2 0 1 5 741
Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market 0 0 0 218 0 1 10 1,130
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 157 1 2 2 854
International Business Cycles and the Dynamics of the Current Account 0 0 1 411 0 2 4 1,789
Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions 0 0 0 24 0 0 9 114
Optimal Forecast Combination Under Regime Switching 0 0 1 161 0 1 7 318
Optimal Power for Testing Potential Cointegrating Vectors with Known 0 0 0 0 2 3 6 27
Optimally Testing General Breaking Processes in Linear Time Series Models 0 0 0 5 1 6 7 38
Option Prices and Implied Volatilities: An Empirical Analysis 0 0 1 8 0 2 8 392
Pricing Behaviour in Australian Financial Futures Markets 0 0 0 14 0 2 6 345
THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION 0 0 0 0 0 0 3 412
Testing for Unit Roots with Stationary Covariances 0 0 1 4 1 3 6 41
Testing for Unit Roots with Stationary Covariates 0 0 0 7 1 1 3 37
Testing for Unit Roots with Stationary Covariates 0 0 0 167 2 2 4 663
Tests for Unit Roots and the Initial Observation 0 0 0 1 1 3 4 18
Tests for Unit Roots and the Initial Observation 0 1 1 163 0 2 3 394
The Intertemporal Government Budget Constraint and Tests for Bubbles 0 1 4 101 0 10 22 685
The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution 0 0 0 3 0 1 7 17
Total Working Papers 0 6 35 3,455 17 87 246 13,361


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 2 3 38 1 3 8 146
Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? 0 2 6 145 2 8 21 417
Comments on 'Forecasting with a real-time data set for macroeconomists' 0 0 0 11 0 2 3 88
Complete subset regressions 0 4 21 146 1 10 38 393
Complete subset regressions with large-dimensional sets of predictors 1 3 14 73 2 7 34 182
Confidence intervals for autoregressive coefficients near one 0 1 1 64 1 2 2 237
Confidence sets for the date of a single break in linear time series regressions 0 0 0 32 1 5 8 137
Economic Forecasting 4 4 32 138 6 12 90 833
Efficient Tests for General Persistent Time Variation in Regression Coefficients 0 0 0 110 1 2 2 296
Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution 0 0 0 48 5 15 30 461
Efficient Tests for an Autoregressive Unit Root 6 32 124 2,031 42 153 519 5,381
Estimating Restricted Cointegrating Vectors 0 0 0 0 1 2 4 192
Estimation and Testing of Forecast Rationality under Flexible Loss 0 0 1 154 0 1 3 370
Evaluating significance: comments on "size matters" 1 2 4 72 1 3 15 200
Forecast combination when outcomes are difficult to predict 1 1 1 6 3 4 9 28
Forecasting Conditional Probabilities of Binary Outcomes under Misspecification 0 0 1 7 0 3 9 51
Forecasting in Economics and Finance 0 1 7 22 1 10 26 64
Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market 0 0 2 89 0 3 15 265
Inference in Models with Nearly Integrated Regressors 0 0 2 72 0 3 11 302
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown 0 0 0 57 0 1 5 196
International business cycles and the dynamics of the current account 0 0 0 96 1 2 3 256
Minimizing the impact of the initial condition on testing for unit roots 0 0 0 51 0 2 4 150
Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis 0 0 1 8 0 2 5 35
OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING * 0 1 3 105 1 5 11 310
On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 0 0 2 102 1 2 8 297
On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots 0 0 0 0 1 6 17 326
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity 0 0 0 23 0 0 1 91
Optimal forecast combinations under general loss functions and forecast error distributions 0 1 7 162 1 3 17 475
Pre and post break parameter inference 0 0 0 2 0 4 4 41
Predicting binary outcomes 1 3 11 63 3 8 24 168
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 2 40 0 2 8 164
Sir Clive W. J. Granger (1934-2009) 0 0 0 26 0 0 0 72
Some Evidence on Option Prices as Predictors of Volatility 0 0 0 2 0 2 7 134
Supervisor training to support principle-driven practice with youth in foster care 0 0 0 4 0 0 3 50
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT 0 0 0 29 1 2 4 95
TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY 0 0 0 20 0 0 1 65
Testing for unit roots with stationary covariates 0 0 2 52 1 1 3 201
Tests for Unit Roots and the Initial Condition 0 0 1 130 1 4 7 395
The Transmission of Monetary Policy: The Relationship between Overnight Cash Rates 0 0 0 1 1 2 2 147
Total Journal Articles 14 57 248 4,231 80 296 981 13,711


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 7 36 161 261
Total Books 0 0 0 0 7 36 161 261


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Trending Data 1 1 13 209 3 9 35 1,813
Introduction 0 0 0 27 0 1 6 81
Total Chapters 1 1 13 236 3 10 41 1,894


Statistics updated 2020-01-03