Graham Elliott : Citation Profile


Are you Graham Elliott?

University of California-San Diego (UCSD)

20

H index

23

i10 index

4128

Citations

RESEARCH PRODUCTION:

38

Articles

30

Papers

1

Books

2

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 147
   Journals where Graham Elliott has often published
   Relations with other researchers
   Recent citing documents: 466.    Total self citations: 15 (0.36 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel18
   Updated: 2018-10-20    RAS profile: 2017-07-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Shahbaz, Muhammad (65)

Taylor, Robert (55)

Rossi, Barbara (54)

Leybourne, Stephen (51)

Harvey, David (50)

GUPTA, RANGAN (50)

Gil-Alana, Luis (40)

Pierdzioch, Christian (38)

McAleer, Michael (33)

Rault, Christophe (33)

Kilian, Lutz (31)

Cites to:

Rogoff, Kenneth (19)

Diebold, Francis (15)

Andrews, Donald (13)

Stock, James (13)

West, Kenneth (12)

Obstfeld, Maurice (12)

Hodrick, Robert (10)

Perron, Pierre (8)

Froot, Kenneth (7)

Timmermann, Allan (7)

Bekaert, Geert (7)

Main data


Where Graham Elliott has published?


Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory4
Econometrica3
Review of Economic Studies2
Journal of Business & Economic Statistics2
International Economic Review2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego10
RBA Research Discussion Papers / Reserve Bank of Australia3
Emory Economics / Department of Economics, Emory University (Atlanta)2

Recent works citing Graham Elliott (2018 and 2017)


YearTitle of citing document
2017Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: CREATES Research Papers. RePEc:aah:create:2017-17.

Full description at Econpapers || Download paper

2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

Full description at Econpapers || Download paper

2018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13.

Full description at Econpapers || Download paper

2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

Full description at Econpapers || Download paper

2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

Full description at Econpapers || Download paper

2017Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Emmanuel, Letete ; Mare, Sarr . In: Working Paper Series. RePEc:adb:adbwps:2392.

Full description at Econpapers || Download paper

2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

Full description at Econpapers || Download paper

2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

Full description at Econpapers || Download paper

2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

Full description at Econpapers || Download paper

2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Boyer, Jean-Daniel ; Rivot, Sylvie ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:11-17.

Full description at Econpapers || Download paper

2017Are USDA Livestock Price Forecasts Actually Biased? Empirical Tests under Asymmetric Loss. (2017). Hubbs, Todd ; Kuethe, Todd H. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258235.

Full description at Econpapers || Download paper

2017Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets. (2017). Saghaian, Sayed H ; Chen, BO ; Walters, Cory G ; Nemati, Mehdi . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258240.

Full description at Econpapers || Download paper

2017Price Determination and Margin Volatility in Thinly Traded Commodity Markets: An Application to Major U.S. Field Crops. (2017). Skorbiansky, Sharon Raszap ; Sexton, Richard J ; Saitone, Tina L ; Adjemian, Michael K. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258577.

Full description at Econpapers || Download paper

2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

Full description at Econpapers || Download paper

2017Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256.

Full description at Econpapers || Download paper

2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

Full description at Econpapers || Download paper

2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

Full description at Econpapers || Download paper

2017How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras . In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587.

Full description at Econpapers || Download paper

2018Price Transmission within the Citrus Sector in Brazil: Evidence of Market Inefficiency. (2018). Alam, MJ ; Patino, M ; Gomez, M I. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276976.

Full description at Econpapers || Download paper

2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

Full description at Econpapers || Download paper

2017Relationship among Energy, Bioenergy and Agricultural Commodity Prices: Re-Considering Structural Changes. (2017). Nemati, Mehdi . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266426.

Full description at Econpapers || Download paper

2018Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609.

Full description at Econpapers || Download paper

2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes . In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

Full description at Econpapers || Download paper

2018Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27.

Full description at Econpapers || Download paper

2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

Full description at Econpapers || Download paper

2017The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381.

Full description at Econpapers || Download paper

2018Best Subset Binary Prediction. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1610.02738.

Full description at Econpapers || Download paper

2017Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1706.07216.

Full description at Econpapers || Download paper

2018Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738.

Full description at Econpapers || Download paper

2018Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

Full description at Econpapers || Download paper

2018Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1804.08315.

Full description at Econpapers || Download paper

2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

Full description at Econpapers || Download paper

2018Coverage Error Optimal Confidence Intervals. (2018). Calonico, Sebastian ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:1808.01398.

Full description at Econpapers || Download paper

2018A Machine Learning-based Recommendation System for Swaptions Strategies. (2018). Koshiyama, Adriano Soares ; Treleaven, Philip ; Firoozye, Nick. In: Papers. RePEc:arx:papers:1810.02125.

Full description at Econpapers || Download paper

2017The Relationship Between Financial Development and Income Inequality in India: Evidence from VARX and ARDL Assessments. (2017). Fukuda, Takashi . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1014-1027.

Full description at Econpapers || Download paper

2018Linking Inflation Differential Across Regions to Unemployment in the Philippines. (2018). Martin, Rafael ; Thomas, Julian ; Jose, Angelo. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:356-373.

Full description at Econpapers || Download paper

2017Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028.

Full description at Econpapers || Download paper

2018The Effects of Temporal Aggregation on Search Engine Data. (2018). , Heather ; Nazarov, Zafar ; Kim, Jiyoon. In: Review of Economics & Finance. RePEc:bap:journl:180205.

Full description at Econpapers || Download paper

2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

Full description at Econpapers || Download paper

2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

Full description at Econpapers || Download paper

2017A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel . In: Occasional Papers. RePEc:bde:opaper:1703.

Full description at Econpapers || Download paper

2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

Full description at Econpapers || Download paper

2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

Full description at Econpapers || Download paper

2017Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609.

Full description at Econpapers || Download paper

2017OUTPUT GROWTH AND STRUCTURAL REFORM IN LATIN AMERICA: HAVE BUSINESS CYCLES CHANGED?. (2017). Fossati, Sebastian. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:62-75.

Full description at Econpapers || Download paper

2017PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950.

Full description at Econpapers || Download paper

2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

Full description at Econpapers || Download paper

2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

Full description at Econpapers || Download paper

2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

Full description at Econpapers || Download paper

2017SOME CORRELATES OF RURAL-URBAN LED URBANIZATION IN LAGOS, NIGERIA. (2017). Shobande, Olatunji ; BOKANA, KOYE ; Oke, David Mautin. In: Review of Urban & Regional Development Studies. RePEc:bla:revurb:v:29:y:2017:i:3:p:185-195.

Full description at Econpapers || Download paper

2017Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2611-2638.

Full description at Econpapers || Download paper

2017WHEN ARE WAVELETS USEFUL FORECASTERS?. (2017). Yazgan, Ege ; Gencay, Ramazan . In: Working Papers. RePEc:bli:wpaper:1704.

Full description at Econpapers || Download paper

2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

Full description at Econpapers || Download paper

2017Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16.

Full description at Econpapers || Download paper

2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

Full description at Econpapers || Download paper

2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

Full description at Econpapers || Download paper

2017Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-011.

Full description at Econpapers || Download paper

2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1.

Full description at Econpapers || Download paper

2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6366.

Full description at Econpapers || Download paper

2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6728.

Full description at Econpapers || Download paper

2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

Full description at Econpapers || Download paper

2018Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors. (2018). Lieli, Robert ; Hsu, Yu-Chin. In: CEU Working Papers. RePEc:ceu:econwp:2018_1.

Full description at Econpapers || Download paper

2017The common sources of business cycles in Trans-Pacific countries and the U.S.? A comparison with NAFTA. (2017). Yagihashi, Takeshi ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2017-03.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

Full description at Econpapers || Download paper

2017Balance comercial y volatilidad del tipo de cambio nominal: Un estudio de series de tiempo para Colombia. (2017). Clavijo, Pedro Hugo. In: REVISTA ECONOMÍA & REGIÓN. RePEc:col:000411:015716.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2018An approach to increasing forecast-combination accuracy through VAR error modeling. (2018). Wilfling, Bernd ; Weigt, Till. In: CQE Working Papers. RePEc:cqe:wpaper:6818.

Full description at Econpapers || Download paper

2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

Full description at Econpapers || Download paper

2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

Full description at Econpapers || Download paper

2017Hybrid Stochastic Local Unit Roots. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113.

Full description at Econpapers || Download paper

2017Latent Variable Nonparametric Cointegrating Regression. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3013.

Full description at Econpapers || Download paper

2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1695.

Full description at Econpapers || Download paper

2017Investigating the Relationship between Financial Development, Trade Openness and Economic Growth in Argentina: A Multivariate Causality Framework. (2017). Tsaurai, Kunofiwa. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:3:p:39-55.

Full description at Econpapers || Download paper

2017Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis. (2017). Boutabba, Mohamed Amine ; Lardic, Sandrine . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00306.

Full description at Econpapers || Download paper

2017Energy consumption and economic growth in Sub-Saharan African countries: Further evidence. (2017). Zerbo, Elazar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00819.

Full description at Econpapers || Download paper

2017Modeling nonlinear water demand : The case of Tunisia. (2017). Ben Cheikh, Nidhaleddine ; Nguyen, Pascal ; Younes, Ben Zaied ; ben Zaied, Younes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00022.

Full description at Econpapers || Download paper

2017Predicting Advertising Volumes Using Structural Time Series Models: A Case Study. (2017). Dewenter, Ralf ; Heimeshoff, Ulrich. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00140.

Full description at Econpapers || Download paper

2017Price Discovery in Some Primary Commodity Markets in India. (2017). Kumar, Raushan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00592.

Full description at Econpapers || Download paper

2017This paper investigates whether the effects of uncertainty shocks on the French economy are heterogeneous. By exploiting two different measures of uncertainty, one reflecting policy uncertainty and an. (2017). Fontaine, Idriss. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00666.

Full description at Econpapers || Download paper

2018Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa. (2018). Bonga-Bonga, Lumengo ; Phume, Maphelane. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00975.

Full description at Econpapers || Download paper

2018Priors for the long run. (2018). Primiceri, Giorgio ; Giannone, Domenico ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20182132.

Full description at Econpapers || Download paper

2017Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited. (2017). Lee, Chien-Chiang ; Chen, Chun-Ming . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-54.

Full description at Econpapers || Download paper

2017The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach. (2017). Ramakrishnan, Suresh ; Anuar, Melati Ahmad ; Butt, Shamaila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-62.

Full description at Econpapers || Download paper

2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

Full description at Econpapers || Download paper

2017Causal Effects and Dynamic Relationship between Exchange Rate Volatility and Economic Development in Liberia. (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-17.

Full description at Econpapers || Download paper

2018The Relationship Between Trade Openness and Economic Growth: The Case of Ghana and Nigeria. (2018). Moyo, Clement ; Khobai, hlalefang ; Kolisi, Nwabisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-10.

Full description at Econpapers || Download paper

2018Investigating Saving and Investment Relationship: Evidence from an Autoregressive Distributed Lag Bounds Testing Approach in Liberia. (2018). Greaves, Joe Garmondyu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-12.

Full description at Econpapers || Download paper

2017The Spanish used Oils Market: A Vector Error Correction Model. (2017). Guerre, Asuncion Arner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-1.

Full description at Econpapers || Download paper

2018Market Efficiency and Risk Premium in the Turkish Wholesale Electricity Market. (2018). Yilmaz, Mustafa Kemal ; Kucukcolak, Ali R. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-11.

Full description at Econpapers || Download paper

2018Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS. (2018). Zhao, Xin ; Kang, Wanglin ; Ding, Lili ; Han, Meng. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:132-141.

Full description at Econpapers || Download paper

2018Unit roots, flexible trends, and the Prebisch-Singer hypothesis. (2018). Winkelried, Diego. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:1-17.

Full description at Econpapers || Download paper

2018Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Chen, Shu-Heng ; Yang, Lee-Xieng ; Tai, Chung-Ching. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:409-440.

Full description at Econpapers || Download paper

2017How credible is inflation targeting in Asia? A quantile unit root perspective. (2017). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:194-210.

Full description at Econpapers || Download paper

2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

Full description at Econpapers || Download paper

2017Missing money found causing Australias inflation. (2017). Makin, Anthony ; Ratnasiri, Shyama ; Robson, Alex . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:156-162.

Full description at Econpapers || Download paper

2018How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

Full description at Econpapers || Download paper

2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

Full description at Econpapers || Download paper

2018The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Graham Elliott is editor of


Journal
Handbook of Economic Forecasting
Handbook of Economic Forecasting

Graham Elliott has edited the books:


YearTitleTypeCited

Works by Graham Elliott:


YearTitleTypeCited
2000Testing for Unit Roots with Stationary Covariates In: Economics Working Papers.
[Full Text][Citation analysis]
paper62
2000Testing for Unit Roots with Stationary Covariances.(2000) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2002Testing for Unit Roots with Stationary Covariates.(2002) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
article
2008Economic Forecasting In: Journal of Economic Literature.
[Full Text][Citation analysis]
article137
2007Economic Forecasting.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137
paper
2016Economic Forecasting.(2016) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 137
book
1989The Rejection of Homogeneity in Demand and Supply Analysis: An Explanation and Solution In: 1989 Conference (33rd), February 7-9, 1989, Christchurch, New Zealand.
[Full Text][Citation analysis]
paper2
1989THE REJECTION OF HOMOGENEITY IN DEMAND AND SUPPLY ANALYSIS: AN EXPLANATION AND SOLUTION.(1989) In: New South Wales - School of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Forecasting in Economics and Finance In: Annual Review of Economics.
[Full Text][Citation analysis]
article0
2016Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Estimating Restricted Cointegrating Vectors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article7
1999Estimating Restricted Cointegrating Vectors.(1999) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2005Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article19
2003Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity.(2003) In: Emory Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
1994The Transmission of Monetary Policy: The Relationship between Overnight Cash Rates. In: The Economic Record.
[Citation analysis]
article0
1992Some Evidence on Option Prices as Predictors of Volatility. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article3
2002Optimal Forecast Combination Under General Loss Functions and Forecast Error Distributions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper74
2004Optimal forecast combinations under general loss functions and forecast error distributions.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
article
2004Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper1
2004Optimally Testing General Breaking Processes in Linear Time Series Models In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
1998Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper79
1999Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market.(1999) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79
article
1998Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market.(1998) In: Discussion Paper Series.
[Citation analysis]
This paper has another version. Agregated cites: 79
paper
2000Confidence Intervals for Autoregressive Coefficients Near One In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper30
2001Confidence intervals for autoregressive coefficients near one.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2001Tests for Unit Roots and the Initial Observation In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper2
2001Tests for Unit Roots and the Initial Observation.(2001) In: University of St. Gallen Department of Economics working paper series 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2004Confidence Sets for the Date of a Single Break in Linear Time Series Regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper26
2007Confidence sets for the date of a single break in linear time series regressions.(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
1995International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper29
1996International business cycles and the dynamics of the current account.(1996) In: European Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper11
2004Optimal Forecast Combination Under Regime Switching In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper34
2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory.
[Full Text][Citation analysis]
article76
1992Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
1995Inference in Models with Nearly Integrated Regressors In: Econometric Theory.
[Full Text][Citation analysis]
article153
1998TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY In: Econometric Theory.
[Full Text][Citation analysis]
article0
2009TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]
article2
1996Efficient Tests for an Autoregressive Unit Root. In: Econometrica.
[Full Text][Citation analysis]
article2610
1999Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution..(1999) In: International Economic Review.
[Citation analysis]
This paper has another version. Agregated cites: 2610
article
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2610
paper
1998On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica.
[Citation analysis]
article91
2003Tests for Unit Roots and the Initial Condition In: Econometrica.
[Full Text][Citation analysis]
article101
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper114
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
paper
2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
article
2012Supervisor training to support principle-driven practice with youth in foster care In: Children and Youth Services Review.
[Full Text][Citation analysis]
article0
2015Complete subset regressions with large-dimensional sets of predictors In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article6
2006Forecasting with Trending Data In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter5
2006Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2006Minimizing the impact of the initial condition on testing for unit roots In: Journal of Econometrics.
[Full Text][Citation analysis]
article30
2011A control function approach for testing the usefulness of trending variables in forecast models and linear regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2013Predicting binary outcomes In: Journal of Econometrics.
[Full Text][Citation analysis]
article26
2013Complete subset regressions In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
2014Pre and post break parameter inference In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
2009Sir Clive W. J. Granger (1934-2009) In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2002Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article12
2004Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article3
2005Higher Power Tests for Bilateral Failure of PPP after 1973 In: Emory Economics.
[Full Text][Citation analysis]
paper4
2006On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article21
1995Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper7
2005Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies.
[Full Text][Citation analysis]
article110
2006Efficient Tests for General Persistent Time Variation in Regression Coefficients In: Review of Economic Studies.
[Full Text][Citation analysis]
article53
2016Introduction In: Introductory Chapters.
[Full Text][Citation analysis]
chapter0
1988Pricing Behaviour in Australian Financial Futures Markets In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper0
1988The Intertemporal Government Budget Constraint and Tests for Bubbles In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper6
1989Option Prices and Implied Volatilities: An Empirical Analysis In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Forecasting Conditional Probabilities of Binary Outcomes under Misspecification In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article0
2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica.
[Full Text][Citation analysis]
article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team