Details about Elena Andreou

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Short-id: pan355

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
   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 View citations (9)
3. Should Macroeconomic Forecasters Use Daily Financial Data and How?
   Working Paper series, Rimini Centre for Economic Analysis View citations (11)
   Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2010) View citations (25)

2008

4. Is Volatility Good for Growth? Evidence from the G7
   CEIS Research Paper, Tor Vergata University, CEIS View citations (8)
   Also in wp.comunite, Department of Communication, University of Teramo (2008) View citations (9)
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2008) View citations (8)
   Economics Discussion Paper Series, Economics, The University of Manchester (2008) View citations (8)

2007

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

2006

7. 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

8. Monitoring for Disruptions in Financial Markets
   CIRANO Working Papers, CIRANO View citations (2)
9. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
   CIRANO Working Papers, CIRANO View citations (14)
   See also Journal Article in The Journal of Financial Econometrics (2004)

2003

10. Test for Breaks in the Conditional Co-Movements of Asset Returns
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (4)
    Also in CIRANO Working Papers, CIRANO (2002) View citations (2)
11. The effect of nominal shock uncertainty on output growth
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester View citations (1)

2001

12. Detecting Multiple Breaks in Financial Market Volatility Dynamics
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (2)
    Also in CIRANO Working Papers, CIRANO (2001) View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2002)

2000

13. Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
    CIRANO Working Papers, CIRANO 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 View citations (8)
   See also Working Paper (2010)

2010

2. Regression models with mixed sampling frequencies
   Journal of Econometrics, 2010, 158, (2), 246-261 View citations (178)
   See also Working Paper (2007)

2008

3. Quality control for structural credit risk models
   Journal of Econometrics, 2008, 146, (2), 364-375 View citations (2)
   See also Working Paper (2007)
4. Restoring monotone power in the CUSUM test
   Economics Letters, 2008, 98, (1), 48-58 View citations (3)

2006

5. Monitoring disruptions in financial markets
   Journal of Econometrics, 2006, 135, (1-2), 77-124 View citations (32)

2004

6. The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
   The Journal of Financial Econometrics, 2004, 2, (2), 290-318 View citations (14)
   See also Working Paper (2004)

2003

7. Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
   Econometric Reviews, 2003, 22, (3), 217-237 View citations (24)

2002

8. Detecting multiple breaks in financial market volatility dynamics
   Journal of Applied Econometrics, 2002, 17, (5), 579-600 View citations (182)
   See also Working Paper (2001)
9. Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results
   Journal of Business & Economic Statistics, 2002, 20, (3), 363-76 View citations (91)
   See also Working Paper (2000)

2001

10. 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 View citations (5)

2000

11. 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 View citations (29)