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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-01-03