Graham Elliott : Citation Profile

Are you Graham Elliott?

University of California-San Diego (UCSD)

21

H index

27

i10 index

4962

Citations

RESEARCH PRODUCTION:

39

Articles

34

Papers

1

Books

2

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 155
   Journals where Graham Elliott has often published
   Relations with other researchers
   Recent citing documents: 435.    Total self citations: 14 (0.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel18
   Updated: 2020-10-24    RAS profile: 2020-02-09    
   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 (74)

GUPTA, RANGAN (69)

Taylor, Robert (62)

Rossi, Barbara (58)

Leybourne, Stephen (54)

Harvey, David (51)

Gil-Alana, Luis (44)

Pierdzioch, Christian (43)

Kilian, Lutz (36)

Rault, Christophe (35)

Kouretas, Georgios (34)

Cites to:

Diebold, Francis (13)

Stock, James (12)

West, Kenneth (12)

Andrews, Donald (12)

Hodrick, Robert (10)

Rogoff, Kenneth (9)

Bekaert, Geert (7)

Froot, Kenneth (6)

Granger, Clive (6)

Watson, Mark (6)

Frankel, Jeffrey (6)

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
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 Diego15
RBA Research Discussion Papers / Reserve Bank of Australia3

Recent works citing Graham Elliott (2020 and 2019)

YearTitle of citing document
2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

Full description at Econpapers || Download paper

2019Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors. (2019). Hillebrand, Eric ; Koopman, Siem Jan ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2019-21.

Full description at Econpapers || Download paper

2020Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03.

Full description at Econpapers || Download paper

2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

Full description at Econpapers || Download paper

2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

Full description at Econpapers || Download paper

2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

Full description at Econpapers || Download paper

2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19.

Full description at Econpapers || Download paper

2020Exchange Rate Pass-through and Wheat Prices in Russia. (2020). Svanidze, Miranda ; Gotz, Linde ; Yugay, Stanislav . In: 60th Annual Conference, Halle/ Saale, Germany, September 23-25, 2020. RePEc:ags:gewi18:305595.

Full description at Econpapers || Download paper

2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

Full description at Econpapers || Download paper

2020Investigating the relationships between stock exchanges’ total trade and total value in Bangladesh. (2020). Sharif, Md Azmir ; Ahammad, Shaikh Mostak. In: International Journal of Science and Business. RePEc:aif:journl:v:4:y:2020:i:10:p:88-98.

Full description at Econpapers || Download paper

2019Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey. (2019). Kilci, Esra N. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:319-332.

Full description at Econpapers || Download paper

2020Assessing the Stability of Money Demand Function in Saudi Arabia. (2020). Al Rasasi, Moayad. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2020:p:22-28.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Coverage 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

2020Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720.

Full description at Econpapers || Download paper

2020Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

Full description at Econpapers || Download paper

2020Model Selection in Utility-Maximizing Binary Prediction. (2019). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:1903.00716.

Full description at Econpapers || Download paper

2019Decision Making with Machine Learning and ROC Curves. (2019). Tang, Ke ; Wang, Jingyuan ; Hong, Han ; Feng, Kai. In: Papers. RePEc:arx:papers:1905.02810.

Full description at Econpapers || Download paper

2020Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

Full description at Econpapers || Download paper

2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

Full description at Econpapers || Download paper

2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

Full description at Econpapers || Download paper

2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

Full description at Econpapers || Download paper

2019Robust Likelihood Ratio Tests for Incomplete Economic Models. (2019). Kaido, Hiroaki ; Zhang, YI. In: Papers. RePEc:arx:papers:1910.04610.

Full description at Econpapers || Download paper

2019Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202.

Full description at Econpapers || Download paper

2020Testing 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

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

Full description at Econpapers || Download paper

2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

Full description at Econpapers || Download paper

2020The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

Full description at Econpapers || Download paper

2020Unit-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

2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Papers. RePEc:arx:papers:2002.09982.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

Full description at Econpapers || Download paper

2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

Full description at Econpapers || Download paper

2020Arctic 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

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

Full description at Econpapers || Download paper

2020New 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

2020Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators. (2020). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2006.02541.

Full description at Econpapers || Download paper

2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

Full description at Econpapers || Download paper

2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Ravazzolo, Francesco ; Iacopini, Matteo ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.11265.

Full description at Econpapers || Download paper

2020A More Robust t-Test. (2020). Mueller, Ulrich K. In: Papers. RePEc:arx:papers:2007.07065.

Full description at Econpapers || Download paper

2020Testing 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

2020Macroeconomic 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

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

Full description at Econpapers || Download paper

2020COVID-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

2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

Full description at Econpapers || Download paper

2020Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M. In: Papers. RePEc:arx:papers:2009.09592.

Full description at Econpapers || Download paper

2020Causal Relationship between Renewable Energy Consumption and Unemployment in Nigeria: Evidence from Toda and Yamamoto Causality Technique. (2020). Maijamaaa, Rabiu ; Musa, Kabiru Saidu. In: Energy Economics Letters. RePEc:asi:eneclt:2020:p:46-60.

Full description at Econpapers || Download paper

2020Forecasting GDP growth from outer space. (2020). Galimberti, Jaqueson. In: Working Papers. RePEc:aut:wpaper:202002.

Full description at Econpapers || Download paper

2020Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or HiddenMarkov Models?. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20140.

Full description at Econpapers || Download paper

2019The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301.

Full description at Econpapers || Download paper

2020Asymmetry in the conditional distribution of euro-area inflation. (2020). Tagliabracci, Alex. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1270_20.

Full description at Econpapers || Download paper

2019AN EMPIRICAL TEST OF EXOGENOUS GROWTH MODELS: EVIDENCE FROM THREE SOUTHERN AFRICAN COUNTRIES. (2019). Odhiambo, Nicholas ; Chirwa, Themba G. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:7-38.

Full description at Econpapers || Download paper

2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

Full description at Econpapers || Download paper

2020Optimal Policy Perturbations. (2020). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1171.

Full description at Econpapers || Download paper

2019Forecasting Quarterly Russian GDP Growth with Mixed-Frequency Data. (2019). Mikosch, Heiner ; Solanko, Laura. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:19-35.

Full description at Econpapers || Download paper

2020A Markov‐switching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79.

Full description at Econpapers || Download paper

2020The impact of commodity price shocks among regional economies of a developing country. (2020). Jararojas, Roberto ; Valdes, Rodrigo. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:920-939.

Full description at Econpapers || Download paper

2020Nonlinear relationship between the weather phenomenon El niño and Colombian food prices. (2020). Parraamado, Daniel ; Melovelandia, Luis Fernando ; Luis Fernando Melo Velandia, ; Abrilsalcedo, Davinson Stev ; Davinson Stev Abril Salcedo, . In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:4:p:1059-1086.

Full description at Econpapers || Download paper

2020Intranational Consumption Risk Sharing in South Korea: 2000–2016. (2020). Ko, Joongsan. In: Asian Economic Journal. RePEc:bla:asiaec:v:34:y:2020:i:1:p:29-49.

Full description at Econpapers || Download paper

2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

Full description at Econpapers || Download paper

2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

Full description at Econpapers || Download paper

2020Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom. (2020). Xu, Fang ; Herwartz, Helmut. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:164-190.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Long-Term Economic Forecasting with Structured Analogies and Interaction Groups. (2019). Sapountzis, Stelios ; Litsiou, Konstantia ; Alghassab, Waleed S ; Nikolopoulos, Konstantinos . In: Working Papers. RePEc:bng:wpaper:19018.

Full description at Econpapers || Download paper

2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089.

Full description at Econpapers || Download paper

2020Estimation and Inference about Tail Features with Tail Censored Data. (2020). Xiao, Zhijie ; Wang, Yulong. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:994.

Full description at Econpapers || Download paper

2019Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece. (2019). Anastasiou, Dimitrios ; Malandrakis, Ioannis ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:260.

Full description at Econpapers || Download paper

2019Asymmetric price adjustment and the effects of structural reforms in a low income environment: the case of the gasoline market in Greece. (2019). Sideris, Dimitrios ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:274.

Full description at Econpapers || Download paper

2020Solving the Milk Addiction Paradox. (2020). dragone, davide ; Raggi, Davide. In: Working Papers. RePEc:bol:bodewp:wp1144.

Full description at Econpapers || Download paper

2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

Full description at Econpapers || Download paper

2020The Hard Problem of Prediction for Conflict Prevention. (2020). Mueller, Hannes ; Rauh, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2015.

Full description at Econpapers || Download paper

2020Uncertainty and Effectiveness of Monetary Policy: A Bayesian Markov Switching-VAR Analysis. (2020). Kamaiah, Bandi ; Nain, Zulquar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:237-265.

Full description at Econpapers || Download paper

2019Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests. (2019). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: Working Papers in Economics. RePEc:cbt:econwp:19/16.

Full description at Econpapers || Download paper

2020On Policy Evaluation with Aggregate Time-Series Shocks. (2020). Korovkin, Vasily ; Arkhangelsky, Dmitry. In: CERGE-EI Working Papers. RePEc:cer:papers:wp657.

Full description at Econpapers || Download paper

2020Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2020). Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8137.

Full description at Econpapers || Download paper

2020Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle. (2020). Milani, Fabio ; Chatterjee, Pratiti. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8608.

Full description at Econpapers || Download paper

2019Forecasting Imports with Information from Abroad. (2019). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: ifo Working Paper Series. RePEc:ces:ifowps:_294.

Full description at Econpapers || Download paper

2019A system for forecasting Chilean cash demand – the role of forecast combinations. (2019). Pedersen, Michael ; Figueroa, Camila . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:040-068.

Full description at Econpapers || Download paper

2020Trade Exposure and the Evolution of Inflation Dynamics. (2020). Zakrajek, Egon ; Gilchrist, Simon. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c06pp173-226.

Full description at Econpapers || Download paper

2020Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

Full description at Econpapers || Download paper

2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

Full description at Econpapers || Download paper

2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-32.

Full description at Econpapers || Download paper

2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42.

Full description at Econpapers || Download paper

2019On the Markov Switching Welfare Cost of Inflation. (2019). Serletis, Apostolos ; Dai, Wei. In: Working Papers. RePEc:clg:wpaper:2019-12.

Full description at Econpapers || Download paper

2019Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746.

Full description at Econpapers || Download paper

2019The Hard Problem of Prediction for Conflict Prevention. (2019). Rauh, Christopher ; Mueller, Hannes Felix. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13748.

Full description at Econpapers || Download paper

2019Do Any Economists Have Superior Forecasting Skills?. (2019). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14112.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate. (2019). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:28451.

Full description at Econpapers || Download paper

2019Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554.

Full description at Econpapers || Download paper

2019Identification- and Singularity-Robust Inference for Moment Condition. (2019). Guggenberger, Patrik. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1978r2.

Full description at Econpapers || Download paper

2019On the consistency of central banks´ interest rate forecasts. (2019). Jung, Jin-Kyu ; Rlke, Jan-Christoph ; Frenkel, Michael. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00828.

Full description at Econpapers || Download paper

2020The impact of total factor productivity on energy consumption and CO2 emissions in G20 countries. (2020). Tzeremes, Panayiotis. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00408.

Full description at Econpapers || Download paper

2020Regulation and Productivity Growth: Are We in a New Productivity Slowdown?. (2020). Dawson, John W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00812.

Full description at Econpapers || Download paper

2019An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291.

Full description at Econpapers || Download paper

2019Autoregressive Distributed Lag Approach to the Income Inequality and Financial Liberalization Nexus: Empirical Evidence from Turkey. (2019). Ozdemir, Onur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-1.

Full description at Econpapers || Download paper

2019Analysis of Energy Management and Financial Planning in the Implementation of PV Systems. (2019). Gallardo, Rafael Pea ; Robles-Algarin, Carlos ; Castro, Adalberto Ospino. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-1.

Full description at Econpapers || Download paper

2019Does Financial Development Matter for Environmental Kuznets Curve in Russia? Evidence from the Autoregressive Distributed Lag Bounds Test Approach. (2019). Freidin, Max ; Burakov, Dmitry ; Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-42.

Full description at Econpapers || Download paper

2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

Full description at Econpapers || Download paper

2020Renewable Energy Consumption and Unemployment in South Africa. (2020). Khobai, hlalefang ; Dingela, Siyasanga ; Anyikwa, Izunna ; Moyo, Clement ; Kolisi, Nwabisa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-21.

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]		paper64
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: 64		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: 64		paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64		article
2008Economic Forecasting In: Journal of Economic Literature.
[Full Text][Citation analysis]		article175
2007Economic Forecasting.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175		paper
2016Economic Forecasting.(2016) In: Economics Books.
[Citation analysis]
This paper has another version. Agregated cites: 175		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]		article11
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: 11		paper
2016Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2020Detecting 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]		article18
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]		paper86
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: 86		article
2013Complete subset regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper73
2013Complete subset regressions.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73		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]		paper7
2014Pre and post break parameter inference.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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]		paper30
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: 30		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]		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]		paper38
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: 38		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]		paper45
2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory.
[Full Text][Citation analysis]		article86
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: 86		paper
1995Inference in Models with Nearly Integrated Regressors In: Econometric Theory.
[Full Text][Citation analysis]		article177
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]		article2972
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2972		paper
1998On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica.
[Citation analysis]		article111
2003Tests for Unit Roots and the Initial Condition In: Econometrica.
[Citation analysis]		article101
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper141
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 141		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: 141		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]		article15
2006Forecasting with Trending Data In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter6
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]		article31
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]		article34
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]		article13
2004Evaluating significance: comments on size matters In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
[Full Text][Citation analysis]		article4
1999Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution. In: International Economic Review.
[Citation analysis]		article111
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]		article137
2006Efficient Tests for General Persistent Time Variation in Regression Coefficients In: Review of Economic Studies.
[Full Text][Citation analysis]		article65
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]		paper7
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]		article3
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 October, 6 2020. Contact: CitEc Team