Graham Elliott : Citation Profile


Are you Graham Elliott?

University of California-San Diego (UCSD)

23

H index

30

i10 index

8299

Citations

RESEARCH PRODUCTION:

42

Articles

39

Papers

1

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   34 years (1988 - 2022). See details.
   Cites by year: 244
   Journals where Graham Elliott has often published
   Relations with other researchers
   Recent citing documents: 595.    Total self citations: 19 (0.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel18
   Updated: 2022-08-13    RAS profile: 2022-05-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Wüthrich, Kaspar (2)

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

Is cited by:

GUPTA, RANGAN (184)

Rossi, Barbara (94)

Shahbaz, Muhammad (87)

Kilian, Lutz (79)

Taylor, Robert (77)

Pierdzioch, Christian (69)

Harvey, David (65)

Leybourne, Stephen (64)

Ravazzolo, Francesco (63)

Marcellino, Massimiliano (63)

Clements, Michael (60)

Cites to:

Diebold, Francis (18)

West, Kenneth (13)

Stock, James (12)

Andrews, Donald (12)

Hodrick, Robert (10)

Rogoff, Kenneth (9)

Brodeur, Abel (9)

Timmermann, Allan (9)

Froot, Kenneth (8)

Perron, Pierre (7)

McCracken, Michael (7)

Main data


Where Graham Elliott has published?


Journals with more than one article published# docs
Journal of Econometrics11
Econometric Theory4
Econometrica3
Review of Economic Studies2
Econometrica2
International Economic Review2
Journal of Business & Economic Statistics2

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 Diego17
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
RBA Research Discussion Papers / Reserve Bank of Australia3
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Papers / arXiv.org2

Recent works citing Graham Elliott (2022 and 2021)


YearTitle of citing document
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

Full description at Econpapers || Download paper

2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

Full description at Econpapers || Download paper

2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

Full description at Econpapers || Download paper

2021Statistical Significance, p-Values, and the Reporting of Uncertainty. (2021). Imbens, Guido. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:35:y:2021:i:3:p:157-74.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Price transmission between international and domestic prices in the Brazilian citrus sector. (2021). Gomez, Miguel I ; Alam, Mohammad Jahangir ; Begum, Ismat Ara ; de Alcantara, Milla Reis ; Ospina, Marco Tulio. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:320733.

Full description at Econpapers || Download paper

2022On Policy Interventions and Vertical Price Transmission: the Italian Milk Supply Chain Case. (2021). Santeramo, Fabio ; Antonioli, Federico. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310533.

Full description at Econpapers || Download paper

2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

Full description at Econpapers || Download paper

2021Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

Full description at Econpapers || Download paper

2021Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

Full description at Econpapers || Download paper

2021Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. (2019). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1808.01398.

Full description at Econpapers || Download paper

2021Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704.

Full description at Econpapers || Download paper

2021Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

Full description at Econpapers || Download paper

2021Distributional conformal prediction. (2019). Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1909.07889.

Full description at Econpapers || Download paper

2021Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

Full description at Econpapers || Download paper

2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2021Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

Full description at Econpapers || Download paper

2021Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

Full description at Econpapers || Download paper

2021Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

Full description at Econpapers || Download paper

2021Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis. (2020). Gobel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2005.02535.

Full description at Econpapers || Download paper

2022Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395.

Full description at Econpapers || Download paper

2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

Full description at Econpapers || Download paper

2021Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179.

Full description at Econpapers || Download paper

2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

Full description at Econpapers || Download paper

2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

Full description at Econpapers || Download paper

2021To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

Full description at Econpapers || Download paper

2021COVID-19: Tail Risk and Predictive Regressions. (2020). Skrobotov, Anton ; Semenov, Alexander ; Ibragimov, Rustam ; Distaso, Walter. In: Papers. RePEc:arx:papers:2009.02486.

Full description at Econpapers || Download paper

2021Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2020). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463.

Full description at Econpapers || Download paper

2022Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

Full description at Econpapers || Download paper

2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

Full description at Econpapers || Download paper

2022Policy choice in experiments with unknown interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2011.08174.

Full description at Econpapers || Download paper

2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

Full description at Econpapers || Download paper

2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

Full description at Econpapers || Download paper

2022Almost Similar Tests for Mediation Effects and other Hypotheses with Singularities. (2020). van Garderen, Kees Jan ; vanGARDEREN, KeesJan ; van Giersbergen, Noud. In: Papers. RePEc:arx:papers:2012.11342.

Full description at Econpapers || Download paper

2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

Full description at Econpapers || Download paper

2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

Full description at Econpapers || Download paper

2021The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy. (2021). Ventura, Marco ; Cerqueti, Roy ; Coppier, Raffaella ; Girardi, Alessandro. In: Papers. RePEc:arx:papers:2101.11901.

Full description at Econpapers || Download paper

2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

Full description at Econpapers || Download paper

2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

Full description at Econpapers || Download paper

2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2021(When) should you adjust inferences for multiple hypothesis testing?. (2021). Wüthrich, Kaspar ; Niehaus, Paul ; Wuthrich, Kaspar ; Viviano, Davide. In: Papers. RePEc:arx:papers:2104.13367.

Full description at Econpapers || Download paper

2021Vector autoregression models with skewness and heavy tails. (2021). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Papers. RePEc:arx:papers:2105.11182.

Full description at Econpapers || Download paper

2021Estimating high-dimensional Markov-switching VARs. (2021). Maung, Kenwin. In: Papers. RePEc:arx:papers:2107.12552.

Full description at Econpapers || Download paper

2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

Full description at Econpapers || Download paper

2021Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044.

Full description at Econpapers || Download paper

2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

Full description at Econpapers || Download paper

2021Short and Simple Confidence Intervals when the Directions of Some Effects are Known. (2021). McCloskey, Adam ; Ketz, Philipp. In: Papers. RePEc:arx:papers:2109.08222.

Full description at Econpapers || Download paper

2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

Full description at Econpapers || Download paper

2021Money Creation and Banking: Theory and Evidence. (2021). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

Full description at Econpapers || Download paper

2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2021Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19. (2021). , Joakimwesterlund ; Narayan, Paresh ; Karavias, Yiannis ; Westerlund, Joakim. In: Papers. RePEc:arx:papers:2111.03035.

Full description at Econpapers || Download paper

2021Asymmetric Conjugate Priors for Large Bayesian VARs. (2021). Chan, Joshua. In: Papers. RePEc:arx:papers:2111.07170.

Full description at Econpapers || Download paper

2021Price Stability of Cryptocurrencies as a Medium of Exchange. (2021). Ueda, Kenichi ; Onishi, Toranosuke ; Kikuchi, Tatsuru. In: Papers. RePEc:arx:papers:2111.08390.

Full description at Econpapers || Download paper

2022The DONUT Approach to EnsembleCombination Forecasting. (2022). Krange, Kjartan ; Ankile, Lars Lien. In: Papers. RePEc:arx:papers:2201.00426.

Full description at Econpapers || Download paper

2022Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2202.00141.

Full description at Econpapers || Download paper

2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

Full description at Econpapers || Download paper

2022Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323.

Full description at Econpapers || Download paper

2022Long Run Risk in Stationary Structural Vector Autoregressive Models. (2022). Gourieroux, Christian ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2202.09473.

Full description at Econpapers || Download paper

2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793.

Full description at Econpapers || Download paper

2022Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540.

Full description at Econpapers || Download paper

2022Measurability of functionals and of ideal point forecasts. (2022). Fissler, Tobias ; Holzmann, Hajo. In: Papers. RePEc:arx:papers:2203.08635.

Full description at Econpapers || Download paper

2022A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259.

Full description at Econpapers || Download paper

2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2204.11735.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Wealth and income inequality in the long run. (2022). Vermeulen, Philip ; Lieberknecht, Philipp. In: Working Papers. RePEc:aut:wpaper:202202.

Full description at Econpapers || Download paper

2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

Full description at Econpapers || Download paper

2021Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544.

Full description at Econpapers || Download paper

2021Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models. (2021). Garegnani, Lorena ; Dogliolo, Fiorella ; Damato, Laura ; Blanco, Emilio. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202190.

Full description at Econpapers || Download paper

2021Do inflation expectations improve model-based inflation Forecasts?. (2021). Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Babura, Marta. In: Working Papers. RePEc:bde:wpaper:2138.

Full description at Econpapers || Download paper

2021A liquidity risk early warning indicator for Italian banks: a machine learning approach. (2021). Nobili, Stefano ; Drudi, Maria Ludovica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1337_21.

Full description at Econpapers || Download paper

2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

Full description at Econpapers || Download paper

2021The Hard Problem of Prediction for Conflict Prevention. (2021). Rauh, Christopher ; Mueller, Hannes. In: Working Papers. RePEc:bge:wpaper:1244.

Full description at Econpapers || Download paper

2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

Full description at Econpapers || Download paper

2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

Full description at Econpapers || Download paper

2021Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006.

Full description at Econpapers || Download paper

2021The share of the global energy mix: Signs of convergence?. (2021). Ghoshray, Atanu ; Malki, Issam. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:34-50.

Full description at Econpapers || Download paper

2022Trends and cycles in macro series: The case of US real GDP. (2022). Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:123-134.

Full description at Econpapers || Download paper

2022Tracking a central bankers preference: A nonparametric regression approach. (2022). Park, Sookyung. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:291-307.

Full description at Econpapers || Download paper

2021The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*. (2021). Tsang, Andrew ; Funke, Michael. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:316:p:100-122.

Full description at Econpapers || Download paper

2021Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed. (2021). Hurn, Stan ; Tian, Jing ; Xu, Lina. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:525-547.

Full description at Econpapers || Download paper

2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

Full description at Econpapers || Download paper

2021Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

Full description at Econpapers || Download paper

2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

Full description at Econpapers || Download paper

2021Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:324-335.

Full description at Econpapers || Download paper

2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

Full description at Econpapers || Download paper

2021Variants of consumption?wealth ratios and predictability of U.S. government bond risk premia. (2021). GUPTA, RANGAN ; Wohar, Mark E ; Epni, Ouzhan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:661-674.

Full description at Econpapers || Download paper

2022Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247.

Full description at Econpapers || Download paper

2021Predictive Inference Based on Markov Chain Monte Carlo Output. (2021). Gneiting, Tilmann ; Thorarinsdottir, Thordis ; Lerch, Sebastian ; Kruger, Fabian. In: International Statistical Review. RePEc:bla:istatr:v:89:y:2021:i:2:p:274-301.

Full description at Econpapers || Download paper

2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

Full description at Econpapers || Download paper

2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

Full description at Econpapers || Download paper

2022Anomalies and the Expected Market Return. (2022). Rapach, David E ; Li, Yan ; Dong, XI ; Zhou, Guofu. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:639-681.

Full description at Econpapers || Download paper

2021A dynamic factor model approach to incorporate Big Data in state space models for official statistics. (2021). Smeekes, Stephan ; Palm, Franz ; Schiavoni, Caterina ; van den Brakel, Jan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:324-353.

Full description at Econpapers || Download paper

2021Unit root testing with slowly varying trends. (2021). Otto, Sven. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:1:p:85-106.

Full description at Econpapers || Download paper

2021A Re?Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach. (2021). Rodrigues, Paulo ; Nicolau, Jo o ; Zsurkis, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959.

Full description at Econpapers || Download paper

2022Capital controls and the volatility of the renminbi covered interest deviation. (2022). CHEN, Jinzhao ; Qian, Xingwang ; Lin, Zhitao. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:205-236.

Full description at Econpapers || Download paper

2021Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554.

Full description at Econpapers || Download paper

2022Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275.

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]
paper69
2000Testing for Unit Roots with Stationary Covariances.(2000) In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2002Testing for Unit Roots with Stationary Covariates.(2002) In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
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: 69
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: 69
paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
article
2008Economic Forecasting In: Journal of Economic Literature.
[Full Text][Citation analysis]
article247
2007Economic Forecasting.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 247
paper
2016Economic Forecasting.(2016) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 247
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]
article46
2016Forecasting in Economics and Finance.(2016) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2016Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
paper
2021Detecting p-hacking In: Papers.
[Full Text][Citation analysis]
paper1
2022Detecting p-Hacking.(2022) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2022Detecting p?Hacking.(2022) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2022(When) Can We Detect $p$-Hacking? In: Papers.
[Full Text][Citation analysis]
paper0
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]
article21
1994The Transmission of Monetary Policy: The Relationship Between Overnight Cash Rates In: The Economic Record.
[Full Text][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]
paper96
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: 96
article
2013Complete subset regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper98
2013Complete subset regressions.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
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
2014Pre and post break parameter inference In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper12
2014Pre and post break parameter inference.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
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
2015NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper57
2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
article
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]
paper85
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: 85
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: 85
paper
2014Annals issue of Journal of Econometrics Recent Advances in Time Series Econometrics Guest Editors introduction In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2000Confidence Intervals for Autoregressive Coefficients Near One In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper37
2001Confidence intervals for autoregressive coefficients near one.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2020Testing for a trend with persistent errors In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2020Testing for a trend with persistent errors.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
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]
paper71
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: 71
article
1995International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper32
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: 32
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]
paper62
2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
article
1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory.
[Full Text][Citation analysis]
article98
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: 98
paper
1995Inference in Models with Nearly Integrated Regressors In: Econometric Theory.
[Full Text][Citation analysis]
article199
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]
article3413
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3413
paper
1998On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica.
[Citation analysis]
article138
2003Tests for Unit Roots and the Initial Condition In: Econometrica.
[Citation analysis]
article126
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]
paper171
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 171
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: 171
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]
article22
2006Forecasting with Trending Data In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]
chapter14
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]
article3
2006Minimizing the impact of the initial condition on testing for unit roots In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
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]
article5
2013Predicting binary outcomes In: Journal of Econometrics.
[Full Text][Citation analysis]
article39
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]
article15
2004Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]
article5
1999Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution. In: International Economic Review.
[Citation analysis]
article135
2006On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article25
2019Combined economic and technological evaluation of battery energy storage for grid applications In: Nature Energy.
[Full Text][Citation analysis]
article8
1995Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper8
2005Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies.
[Full Text][Citation analysis]
article184
2006Efficient Tests for General Persistent Time Variation in Regression Coefficients In: Review of Economic Studies.
[Full Text][Citation analysis]
article90
1992Accounting for Non-stationarity in Demand Systems In: Palgrave Macmillan Books.
[Citation analysis]
chapter1
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]
paper11
1989Option Prices and Implied Volatilities: An Empirical Analysis In: RBA Research Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Forecast combination when outcomes are difficult to predict In: Empirical Economics.
[Full Text][Citation analysis]
article5
2016Forecasting Conditional Probabilities of Binary Outcomes under Misspecification In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team