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Details about Elena Andreou

Homepage:http://www.ucy.ac.cy/~ecelena.aspx
Workplace:Department of Economics, Faculty of Economics and Management, University of Cyprus, (more information at EDIRC)
Faculty of Economics and Management, University of Cyprus, (more information at EDIRC)

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Short-id: pan355


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Working Papers

2010

  1. An Alternative Asymptotic Analysis of Residual-Based Statistics
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads
    See also Journal Article in The Review of Economics and Statistics (2012)
  2. Forecasting with mixed-frequency data
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads View citations (5)
  3. Should Macroeconomic Forecasters Use Daily Financial Data and How?
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (6)
    Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2010) Downloads View citations (17)

2008

  1. Is Volatility Good for Growth? Evidence from the G7
    CEIS Research Paper, Tor Vergata University, CEIS Downloads View citations (5)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2008) Downloads View citations (1)
    wp.comunite, Department of Communication, University of Teramo (2008) Downloads View citations (7)
    The School of Economics Discussion Paper Series, Economics, The University of Manchester (2008) Downloads View citations (1)

2007

  1. Quality Control for Structural Credit Risk Models
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads
    See also Journal Article in Journal of Econometrics (2008)
  2. Regression Models with Mixed Sampling Frequencies
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads View citations (7)
    See also Journal Article in Journal of Econometrics (2010)

2006

  1. Monotonic Power in tests for structural change in the mean based on orthonormal series filtering
    Computing in Economics and Finance 2006, Society for Computational Economics

2004

  1. Monitoring for Disruptions in Financial Markets
    CIRANO Working Papers, CIRANO Downloads View citations (2)
  2. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
    CIRANO Working Papers, CIRANO Downloads View citations (7)
    See also Journal Article in Journal of Financial Econometrics (2004)

2003

  1. Test for Breaks in the Conditional Co-Movements of Asset Returns
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads View citations (3)
    Also in CIRANO Working Papers, CIRANO (2002) Downloads View citations (2)
  2. The effect of nominal shock uncertainty on output growth
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads View citations (1)

2001

  1. Detecting Multiple Breaks in Financial Market Volatility Dynamics
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads View citations (2)
    Also in CIRANO Working Papers, CIRANO (2001) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2002)

2000

  1. Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
    CIRANO Working Papers, CIRANO Downloads View citations (47)
    See also Journal Article in Journal of Business & Economic Statistics (2002)

Journal Articles

2012

  1. An Alternative Asymptotic Analysis of Residual-Based Statistics
    The Review of Economics and Statistics, 2012, 94, (1), 88-99 Downloads View citations (2)
    See also Working Paper (2010)

2010

  1. Regression models with mixed sampling frequencies
    Journal of Econometrics, 2010, 158, (2), 246-261 Downloads View citations (52)
    See also Working Paper (2007)

2008

  1. Quality control for structural credit risk models
    Journal of Econometrics, 2008, 146, (2), 364-375 Downloads
    See also Working Paper (2007)
  2. Restoring monotone power in the CUSUM test
    Economics Letters, 2008, 98, (1), 48-58 Downloads View citations (1)

2006

  1. Monitoring disruptions in financial markets
    Journal of Econometrics, 2006, 135, (1-2), 77-124 Downloads View citations (18)

2004

  1. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
    Journal of Financial Econometrics, 2004, 2, (2), 290-318 Downloads View citations (10)
    See also Working Paper (2004)

2003

  1. Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
    Econometric Reviews, 2003, 22, (3), 217-237 Downloads View citations (17)

2002

  1. Detecting multiple breaks in financial market volatility dynamics
    Journal of Applied Econometrics, 2002, 17, (5), 579-600 Downloads View citations (125)
    See also Working Paper (2001)
  2. Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results
    Journal of Business & Economic Statistics, 2002, 20, (3), 363-76 View citations (33)
    See also Working Paper (2000)

2001

  1. On Modelling Speculative Prices: The Empirical Literature
    Journal of Economic Surveys, 2001, 15, (2), 187-220 Downloads
  2. The behaviour of stock returns and interest rates over the business cycle in the US and UK
    Applied Economics Letters, 2001, 8, (4), 233-238 Downloads View citations (2)

2000

  1. A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle
    Manchester School, 2000, 68, (4), 396-418 Downloads View citations (24)
 
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