20
H index
23
i10 index
4023
Citations
Graham Elliott : Citation Profile
University of California-San Diego (UCSD) | RESEARCH PRODUCTION: 38 Articles 30 Papers 1 Books 2 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1988 - 2016). 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:
| Cites to:
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Main data
Where Graham Elliott has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 10 |
| Econometric Theory | 4 |
| Econometrica | 3 |
| Review of Economic Studies | 2 |
| Journal of Business & Economic Statistics | 2 |
| International Economic Review | 2 |
| 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 Diego | 10 |
| RBA Research Discussion Papers / Reserve Bank of Australia | 3 |
| Emory Economics / Department of Economics, Emory University (Atlanta) | 2 |
Recent works citing Graham Elliott (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Improved 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 | |
| 2017 | Statistical 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 | |
| 2018 | Forecasting 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 | |
| 2017 | Working 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 | |
| 2017 | Twenty 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 | |
| 2017 | The 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 | |
| 2018 | Patents 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 | |
| 2017 | Prix 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 | |
| 2017 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: ET: Economic Theory. RePEc:ags:feemet:253725. Full description at Econpapers || Download paper | |
| 2018 | BRICS 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 | |
| 2018 | Differences 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 | |
| 2017 | Market 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 | |
| 2017 | The 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 | |
| 2018 | Best Subset Binary Prediction. (2018). Lee, Sokbae (Simon) ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:1610.02738. Full description at Econpapers || Download paper | |
| 2017 | Virtual 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 | |
| 2018 | Large-Scale Dynamic Predictive Regressions. (2018). Bianchi, Daniele ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1803.06738. Full description at Econpapers || Download paper | |
| 2018 | Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881. Full description at Econpapers || Download paper | |
| 2018 | Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2018). Manera, Matteo ; Bastianin, Andrea ; Galeotti, Marzio. In: Papers. RePEc:arx:papers:1804.08315. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper | |
| 2017 | The 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 | |
| 2017 | Produttività 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 | |
| 2018 | The 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 | |
| 2017 | Small-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 | |
| 2017 | Empirical 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 | |
| 2017 | A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel . In: Occasional Papers. RePEc:bde:opaper:1703. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2017 | Identifying 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 | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | Asset 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 | |
| 2017 | The 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 | |
| 2017 | Spatial 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 | |
| 2017 | OUTPUT 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 | |
| 2017 | PITFALLS 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 | |
| 2017 | Estimation 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 | |
| 2017 | Unit 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 | |
| 2017 | Effective 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 | |
| 2017 | SOME CORRELATES OF RURAL-URBAN LED URBANIZATION IN LAGOS, NIGERIA. (2017). BOKANA, KOYE ; Shobande, Olatunji Abdul ; 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 | |
| 2017 | Investigating 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 | |
| 2017 | WHEN ARE WAVELETS USEFUL FORECASTERS?. (2017). Yazgan, Ege ; Gencay, Ramazan . In: Working Papers. RePEc:bli:wpaper:1704. Full description at Econpapers || Download paper | |
| 2017 | RESPONSES 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 | |
| 2017 | Structural 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 | |
| 2017 | Residential 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 | |
| 2017 | The 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 | |
| 2017 | Continuous 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 | |
| 2017 | Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Μπραγουδάκης, Ζαχαρίας ; Bragoudakis, Zacharias ; 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 | |
| 2017 | Investigating 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 | |
| 2017 | Trends 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 | |
| 2018 | Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Rault, Christophe ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072. Full description at Econpapers || Download paper | |
| 2018 | Using 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 | |
| 2017 | The 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 | |
| 2018 | Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808. Full description at Econpapers || Download paper | |
| 2017 | Balance 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 | |
| 2017 | Asset 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 | |
| 2018 | An 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 | |
| 2017 | Revisiting 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 | |
| 2017 | Model 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 | |
| 2017 | Hybrid Stochastic Local Unit Roots. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113. Full description at Econpapers || Download paper | |
| 2017 | Latent Variable Nonparametric Cointegrating Regression. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3013. Full description at Econpapers || Download paper | |
| 2017 | Trends 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 | |
| 2017 | Investigating 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 | |
| 2017 | Does 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 | |
| 2017 | Energy 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 | |
| 2017 | Modeling 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 | |
| 2017 | Predicting 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 | |
| 2017 | Price 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 | |
| 2017 | This 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 | |
| 2018 | Priors 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 | |
| 2017 | Arbitrage, 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 | |
| 2017 | The 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 | |
| 2017 | Association 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 | |
| 2017 | Causal 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 | |
| 2018 | The 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 | |
| 2017 | The 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 | |
| 2018 | Usefulness 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 | |
| 2018 | Unit 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 | |
| 2018 | Cognitive ability and earnings performance: Evidence from double auction market experiments. (2018). Tai, Chung-Ching ; Yang, Lee-Xieng ; Chen, Shu-Heng. 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 | |
| 2017 | How 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 | |
| 2017 | Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Balcilar, Mehmet ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11. Full description at Econpapers || Download paper | |
| 2017 | Missing 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 | |
| 2018 | How 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 | |
| 2018 | Capital 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 | |
| 2018 | The 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 | |
| 2018 | Estimating concave substitution possibilities with non-stationary data using the dynamic linear logit demand model. (2018). Considine, Timothy J. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:22-30. Full description at Econpapers || Download paper | |
| 2018 | Testing the optimality of inflation forecasts under flexible loss with random forests. (2018). Behrens, Christoph ; Risse, Marian ; Pierdzioch, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:270-277. Full description at Econpapers || Download paper | |
| 2018 | Optimal combination of currency strategies. (2018). Laborda, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:129-140. Full description at Econpapers || Download paper | |
| 2017 | A time series paradox: Unit root tests perform poorly when data are cointegrated. (2017). Reed, W. ; Smith, Aaron. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:71-74. Full description at Econpapers || Download paper | |
| 2017 | Bias, rationality and asymmetric loss functions. (2017). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:113-116. Full description at Econpapers || Download paper | |
| 2018 | The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration. (2018). Fachin, Stefano ; di Iorio, Francesca. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:86-89. Full description at Econpapers || Download paper | |
| 2017 | Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98. Full description at Econpapers || Download paper | |
| 2017 | Bonferroni-based size-correction for nonstandard testing problems. (2017). McCloskey, Adam. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:17-35. Full description at Econpapers || Download paper | |
| 2018 | Testing for parameter instability in predictive regression models. (2018). Leybourne, Stephen ; Georgiev, Iliyan ; Robert, A M ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:101-118. Full description at Econpapers || Download paper | |
| 2018 | New distribution theory for the estimation of structural break point in mean. (2018). Yu, Jun ; Wang, Xiaohu ; Jiang, Liang . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:156-176. Full description at Econpapers || Download paper | |
| 2017 | On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia . In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90. Full description at Econpapers || Download paper | |
| 2018 | Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66. Full description at Econpapers || Download paper | |
| 2017 | Fiscal forecasting performance in an emerging economy: An empirical assessment of Brazil. (2017). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:408-419. Full description at Econpapers || Download paper | |
| 2018 | Credit-based early warning indicators of banking crises in emerging markets. (2018). Gerl, Adam ; Jaova, Martina . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:18-31. Full description at Econpapers || Download paper | |
| 2017 | Forecasting with temporal hierarchies. (2017). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:60-74. Full description at Econpapers || Download paper | |
| 2018 | Tactical sales forecasting using a very large set of macroeconomic indicators. (2018). Aghezzaf, El-Houssaine ; Desmet, Bram ; Sagaert, Yves R ; Kourentzes, Nikolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:2:p:558-569. Full description at Econpapers || Download paper | |
| 2017 | Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the term structure of government bond yields in unstable environments. (2017). Korobilis, Dimitris ; Byrne, Joseph ; Cao, Shuo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:209-225. Full description at Econpapers || Download paper | |
| 2018 | Momentum of return predictability. (2018). Wang, Yudong ; Diao, Xundi ; Ma, Feng ; Liu, LI. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:141-156. 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:
| Year | Title | Type | Cited |
|---|
Works by Graham Elliott:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Testing for Unit Roots with Stationary Covariates In: Economics Working Papers. [Full Text][Citation analysis] | paper | 61 |
| 2000 | Testing 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: 61 | paper | |
| 2002 | Testing 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: 61 | paper | |
| 2003 | Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
| 2008 | Economic Forecasting In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 133 |
| 2007 | Economic Forecasting.(2007) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
| 2016 | Economic Forecasting.(2016) In: Economics Books. [Citation analysis] This paper has another version. Agregated cites: 133 | book | |
| 1989 | The 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] | paper | 2 |
| 1989 | THE 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 | |
| 2016 | Forecasting in Economics and Finance In: Annual Review of Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2000 | Estimating Restricted Cointegrating Vectors. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 7 |
| 1999 | Estimating 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 | |
| 2005 | Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 19 |
| 2003 | Optimal 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 | |
| 1994 | The Transmission of Monetary Policy: The Relationship between Overnight Cash Rates. In: The Economic Record. [Citation analysis] | article | 0 |
| 1992 | Some Evidence on Option Prices as Predictors of Volatility. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 3 |
| 2002 | Optimal 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] | paper | 72 |
| 2004 | Optimal 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: 72 | article | |
| 2004 | Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Optimally Testing General Breaking Processes in Linear Time Series Models In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Heterogeneous 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] | paper | 77 |
| 1999 | Heterogeneous 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: 77 | article | |
| 1998 | Heterogeneous 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: 77 | paper | |
| 2000 | Confidence Intervals for Autoregressive Coefficients Near One In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
| 2001 | Confidence intervals for autoregressive coefficients near one.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2001 | Tests for Unit Roots and the Initial Observation In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Tests 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 | |
| 2004 | Confidence 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] | paper | 26 |
| 2007 | Confidence 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 | |
| 1995 | International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 29 |
| 1996 | International 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 | |
| 2003 | Estimating Loss Function Parameters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | Optimal Forecast Combination Under Regime Switching In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 34 |
| 2005 | OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 1994 | Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory. [Full Text][Citation analysis] | article | 74 |
| 1992 | Inference 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: 74 | paper | |
| 1995 | Inference in Models with Nearly Integrated Regressors In: Econometric Theory. [Full Text][Citation analysis] | article | 152 |
| 1998 | TIME SERIES ANALYSIS: NONSTATIONARY AND NONINVERTIBLE DISTRIBUTION THEORY In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2009 | TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 1996 | Efficient Tests for an Autoregressive Unit Root. In: Econometrica. [Full Text][Citation analysis] | article | 2541 |
| 1999 | Efficient 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: 2541 | article | |
| 1992 | Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2541 | paper | |
| 1998 | On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica. [Citation analysis] | article | 89 |
| 2003 | Tests for Unit Roots and the Initial Condition In: Econometrica. [Full Text][Citation analysis] | article | 100 |
| 2004 | Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 109 |
| 2005 | BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | paper | |
| 2008 | Biases 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: 109 | article | |
| 2012 | Supervisor training to support principle-driven practice with youth in foster care In: Children and Youth Services Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Complete subset regressions with large-dimensional sets of predictors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
| 2006 | Forecasting with Trending Data In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 5 |
| 2006 | Predictive 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] | article | 2 |
| 2006 | Minimizing the impact of the initial condition on testing for unit roots In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2011 | A control function approach for testing the usefulness of trending variables in forecast models and linear regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Predicting binary outcomes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 2013 | Complete subset regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 38 |
| 2014 | Pre and post break parameter inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2009 | Sir Clive W. J. Granger (1934-2009) In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2002 | Comments on Forecasting with a real-time data set for macroeconomists In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
| 2004 | Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). [Full Text][Citation analysis] | article | 3 |
| 2005 | Higher Power Tests for Bilateral Failure of PPP after 1973 In: Emory Economics. [Full Text][Citation analysis] | paper | 4 |
| 2006 | On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 21 |
| 1995 | Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Estimation and Testing of Forecast Rationality under Flexible Loss In: Review of Economic Studies. [Full Text][Citation analysis] | article | 104 |
| 2006 | Efficient Tests for General Persistent Time Variation in Regression Coefficients In: Review of Economic Studies. [Full Text][Citation analysis] | article | 50 |
| 2016 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1988 | Pricing Behaviour in Australian Financial Futures Markets In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1988 | The Intertemporal Government Budget Constraint and Tests for Bubbles In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1989 | Option Prices and Implied Volatilities: An Empirical Analysis In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Forecasting Conditional Probabilities of Binary Outcomes under Misspecification In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: Econometrica. [Full Text][Citation analysis] | article | 6 |
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