Elena Andreou : Citation Profile


Are you Elena Andreou?

University of Cyprus (50% share)
University of Cyprus (50% share)

9

H index

9

i10 index

584

Citations

RESEARCH PRODUCTION:

11

Articles

19

Papers

RESEARCH ACTIVITY:

   12 years (2000 - 2012). See details.
   Cites by year: 48
   Journals where Elena Andreou has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 10 (1.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan355
   Updated: 2021-02-20    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Elena Andreou.

Is cited by:

Chevallier, Julien (15)

Sévi, Benoît (14)

Schumacher, Christian (14)

Bollerslev, Tim (12)

Marcellino, Massimiliano (11)

Götz, Thomas (11)

GUPTA, RANGAN (10)

Hecq, Alain (10)

Guérin, Pierre (9)

Shephard, Neil (9)

Andersen, Torben (9)

Cites to:

Ghysels, Eric (27)

Drost, Feike C. (18)

Engle, Robert (16)

Renault, Eric (14)

Shephard, Neil (14)

Bollerslev, Tim (13)

Harvey, Andrew (11)

Granger, Clive (11)

Horvath, Lajos (10)

Diebold, Francis (9)

merton, robert (8)

Main data


Where Elena Andreou has published?


Journals with more than one article published# docs
Journal of Econometrics3

Working Papers Series with more than one paper published# docs
University of Cyprus Working Papers in Economics / University of Cyprus Department of Economics7

Recent works citing Elena Andreou (2021 and 2020)


YearTitle of citing document
2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Duarte, Angelo Montalverne ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2020Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data. (2020). Paredes, Joan ; Asimakopoulos, Stylianos ; Warmedinger, Thomas. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:369-390.

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2020Asymptotic theory and inference of predictive mean matching imputation using a superpopulation model framework. (2020). Kim, Jae Kwang ; Yang, Shu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:839-861.

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2021The Mussa Puzzle: A Generalization. (2021). Petracchi, Cosimo. In: Working Papers. RePEc:bro:econwp:2021-001.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Trading volume and realized higher-order moments in the Australian stock market. (2020). Jeyasreedharan, Nagaratnam ; Ahadzie, Richard Mawulawoe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303403.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models. (2020). Seong, Byeongchan . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:463-468.

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2020Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018.

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2020Incorporating overnight and intraday returns into multivariate GARCH volatility models. (2020). Wu, Jianbin ; Dhaene, Geert. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:471-495.

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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2020Quantile forecasting with mixed-frequency data. (2020). Lima, Luiz ; Godeiro, Lucas ; Meng, Fanning. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1149-1162.

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2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

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2020Sequential testing for structural stability in approximate factor models. (2020). Trapani, Lorenzo ; Barigozzi, Matteo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:8:p:5149-5187.

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2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704.

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2020Robo-Advisors: Machine Learning in Trend-Following ETF Investments. (2020). Oh, Seok Hee ; Uctum, Merih ; Lee, Kwanyong ; Baek, Seungho. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6399-:d:396505.

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2020Sources and Types of Big Data for Macroeconomic Forecasting. (2019). Me, Philip. In: Working Papers. RePEc:hae:wpaper:2019-3.

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2020A Testing Procedure for Constant Parameters in Stochastic Volatility Models. (2020). Hoyo, Juan ; Rivero, Carlos ; Llorente, Guillermo. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-019-09892-0.

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2020A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09445-6.

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2020Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705.

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2020Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data. (2020). GUPTA, RANGAN ; Wang, Shixuan ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202097.

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2020Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach. (2020). Wichitaksorn, Nuttanan. In: PIER Discussion Papers. RePEc:pui:dpaper:146.

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2020Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002.

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2020Nowcasting Economic Activity in Times of COVID-19 : An Approximation from the Google Community Mobility Report. (2020). Sampi, James ; Jooste, Charl ; Ezequiel, James Robert. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9247.

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2020Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:336-348.

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2020Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:38.

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2020Nowcasting Finnish GDP growth using financial variables: a MIDAS approach. (2020). Lindblad, Annika ; Laine, Olli-Matti. In: BoF Economics Review. RePEc:zbw:bofecr:42020.

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Works by Elena Andreou:


YearTitleTypeCited
2002Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results. In: Journal of Business & Economic Statistics.
[Citation analysis]
article84
2000Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results.(2000) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 84
paper
2000A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle In: Manchester School.
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article24
2001Detecting Mutiple Breaks in Financial Market Volatility Dynamics In: CIRANO Working Papers.
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paper158
2002Detecting multiple breaks in financial market volatility dynamics.(2002) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 158
article
2001Detecting Multiple Breaks in Financial Market Volatility Dynamics.(2001) In: University of Cyprus Working Papers in Economics.
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This paper has another version. Agregated cites: 158
paper
2002Tests for Breaks in the Conditional Co-movements of Asset Returns In: CIRANO Working Papers.
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paper3
2003Test for Breaks in the Conditional Co-Movements of Asset Returns.(2003) In: University of Cyprus Working Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2004The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests In: CIRANO Working Papers.
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paper11
2004The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests.(2004) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 11
article
2004Monitoring for Disruptions in Financial Markets In: CIRANO Working Papers.
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paper2
2008Restoring monotone power in the CUSUM test In: Economics Letters.
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article1
2006Monitoring disruptions in financial markets In: Journal of Econometrics.
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article26
2008Quality control for structural credit risk models In: Journal of Econometrics.
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article1
2007Quality Control for Structural Credit Risk Models.(2007) In: University of Cyprus Working Papers in Economics.
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This paper has another version. Agregated cites: 1
paper
2010Regression models with mixed sampling frequencies In: Journal of Econometrics.
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article111
2007Regression Models with Mixed Sampling Frequencies.(2007) In: University of Cyprus Working Papers in Economics.
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This paper has another version. Agregated cites: 111
paper
2003The effect of nominal shock uncertainty on output growth In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper1
2008Is Volatility Good for Growth? Evidence from the G7 In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper10
2008Is Volatility Good for Growth? Evidence from the G7.(2008) In: The School of Economics Discussion Paper Series.
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This paper has another version. Agregated cites: 10
paper
2008Is Volatility Good for Growth? Evidence from the G7.(2008) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 10
paper
2008Is volatility good for growth? Evidence from the G7..(2008) In: wp.comunite.
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This paper has another version. Agregated cites: 10
paper
2010Should Macroeconomic Forecasters Use Daily Financial Data and How? In: Working Paper series.
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paper119
2010Should macroeconomic forecasters use daily financial data and how?.(2010) In: University of Cyprus Working Papers in Economics.
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This paper has another version. Agregated cites: 119
paper
2006Monotonic Power in tests for structural change in the mean based on orthonormal series filtering In: Computing in Economics and Finance 2006.
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paper0
2001The behaviour of stock returns and interest rates over the business cycle in the US and UK In: Applied Economics Letters.
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article2
2003Statistical Adequacy and the Testing of Trend Versus Difference Stationarity In: Econometric Reviews.
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article22
2012An Alternative Asymptotic Analysis of Residual-Based Statistics In: The Review of Economics and Statistics.
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article3
2010An Alternative Asymptotic Analysis of Residual-Based Statistics.(2010) In: University of Cyprus Working Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2010Forecasting with mixed-frequency data In: University of Cyprus Working Papers in Economics.
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paper6

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