Graham Elliott : Citation Profile

Are you Graham Elliott?

University of California-San Diego (UCSD)

24

H index

31

i10 index

7986

Citations

RESEARCH PRODUCTION:

42

Articles

39

Papers

1

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   35 years (1988 - 2023). See details.
   Cites by year: 228
   Journals where Graham Elliott has often published
   Relations with other researchers
   Recent citing documents: 262.    Total self citations: 17 (0.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pel18
   Updated: 2024-01-16    RAS profile: 2022-10-13    
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Relations with other researchers

Works with:

Kudrin, Nikolay (4)

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 (187)

Rossi, Barbara (91)

Shahbaz, Muhammad (88)

Taylor, Robert (78)

Kilian, Lutz (75)

Pierdzioch, Christian (72)

Gil-Alana, Luis (65)

Harvey, David (63)

Leybourne, Stephen (63)

Clements, Michael (61)

Ravazzolo, Francesco (50)

Cites to:

Diebold, Francis (18)

West, Kenneth (16)

Stock, James (12)

Andrews, Donald (12)

Hodrick, Robert (10)

Rogoff, Kenneth (9)

Brodeur, Abel (9)

McCracken, Michael (8)

Jansson, Michael (8)

Timmermann, Allan (8)

Froot, Kenneth (8)

Main data

Where Graham Elliott has published?

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

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San 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 (2024 and 2023)

YearTitle of citing document
2023.

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2023R&D Lags in Economic Models. (2023). Pardey, Philip ; Alston, Julian M ; Wang, Shanchao. In: Staff Papers. RePEc:ags:umaesp:330085.

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2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2023Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2023Testing Forecast Rationality for Measures of Central Tendency. (2019). Schmidt, Patrick ; Patton, Andrew J ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1910.12545.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2023Policy choice in experiments with unknown interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2011.08174.

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2023(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.

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2023The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126.

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2023PAC-Bayesian Treatment Allocation Under Budget Constraints. (2022). Pellatt, Daniel F. In: Papers. RePEc:arx:papers:2212.09007.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2023). Wilms, Ines ; Rombouts, Jeroen ; Hu, Yu Jeffrey. In: Papers. RePEc:arx:papers:2303.01887.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Real-Time Detection of Local No-Arbitrage Violations. (2023). Zhou, BO ; Todorov, Viktor ; Andersen, Torben G. In: Papers. RePEc:arx:papers:2307.10872.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023Forecasting with Feedback. (2023). Nieto-Barthaburu, Augusto ; Lieli, Robert P. In: Papers. RePEc:arx:papers:2308.15062.

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2023Hedging Forecast Combinations With an Application to the Random Forest. (2023). Wolf, Michael ; Kozbur, Damian ; Beck, Elliot. In: Papers. RePEc:arx:papers:2308.15384.

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2023Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?. (2023). Weron, Rafal ; Nitka, Weronika. In: Papers. RePEc:arx:papers:2308.15443.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko ; Chernis, Tony. In: Papers. RePEc:arx:papers:2311.12671.

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2023.

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2023Forecasting Inflation from Disaggregated Data: The Colombian case. (2023). Caicedo-Garcia, Edgar ; Gonzalez-Molano, Eliana R ; Martinez-Rivera, Wilmer. In: Borradores de Economia. RePEc:bdr:borrec:1251.

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2023Connecting the Dots: Renewable Energy, Economic Growth, Reforestation, and Greenhouse Gas Emissions in Colombia. (2023). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Alonso-Sanabria, Juan David. In: Borradores de Economia. RePEc:bdr:borrec:1252.

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2023For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209.

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2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

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2023How convergent are rice export prices in the international market?. (2023). Holmes, Mark ; Balie, Jean ; Pede, Valerien O ; Glenn, Harold. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:1:p:127-141.

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2023.

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2023Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2023Measuring stability and structural breaks: Applications in social sciences. (2023). Loginova, Daria ; Mann, Stefan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:302-320.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023.

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2023External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80.

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2023Local attributes and migration balance – evidence for different age and skill groups from a machine learning approach. (2023). Peters, Jan Cornelius ; Stiller, Johannes ; Niebuhr, Annekatrin ; Meister, Moritz. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:4:p:794-825.

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2023The challenging estimation of trade elasticities: Tackling the inconclusive Eurozone evidence. (2023). Keil, Sascha. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:5:p:1235-1263.

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2023.

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2023Is Deflation Cause For Panic? Evidence from the National Banking Era*. (2023). Pender, Casey. In: Carleton Economic Papers. RePEc:car:carecp:23-04.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023Persistence and Seasonality in the US Industrial Production Index. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria ; Izquierdo, Alvaro Baos ; Poza, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10756.

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2023Firm Expectations and News: Micro v Macro. (2023). Müller, Gernot ; Menkhoff, Manuel ; Enders, Zeno ; Niemann, Knut ; Muller, Gernot J ; Born, Benjamin. In: ifo Working Paper Series. RePEc:ces:ifowps:_400.

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2023Technology diffusion and international business cycles. (2023). Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2023-02ua.

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2023Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018. (2023). Konya, Laszlo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:23:y:2023:i:1_2.

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2023The Foreign Exchange Auction System’s Effect on SME Stability and Performance. (2023). Chikwira, Collin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-12.

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2023Does Environmental Degradation-Led Remittances Flow? Nexus between Environmental Degradation, Uncertainty, Financial Inclusion and Remittances Inflows in India and China. (2023). Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-2.

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2023The Impact of Natural Gas Prices on Electricity Tariffs in the UK. (2023). Althaqafi, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-9.

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2023Renewable Electricity Consumption and Economic Growth: A Comparative Study of South Africa and Zimbabwe. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-25.

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2023Do Clean Energy and Financial Innovation Induce SME Performance? Clarifying the Nexus between Financial Innovation, Technological Innovation, Clean Energy, Environmental Degradation, and SMEs Performa. (2023). Kler, Rajnish ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-36.

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2023Nexus between Government Debt, Globalization, FDI, Renewable Energy, and Institutional Quality in Bangladesh. (2023). Jahan, Ishrat ; Qamruzzaman, MD ; Karim, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-49.

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2023Revisiting the Nexus between Economic Policy Uncertainty, Financial Development, and FDI Inflows in Pakistan during Covid-19: Does Clean Energy Matter?. (2023). Karim, Salma ; Qamruzzaman, MD ; Serfraz, Ayesha. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-11.

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2023Assessing the Possibility of Medupi and Kusile Providing Enough Electricity Running at Full Capacity in South Africa. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-5.

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2023Electricity Trade and Economic Growth in South Africa. (2023). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-41.

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2023Nexus between FDI, Financial Development, Capital Formation and Renewable Energy Consumption; evidence from Bangladesh. (2023). Qamruzzaman, MD ; Kor, Sylvia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-15.

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2023Nexus between Personal Remittances, Financial Deepening, Urbanization, and Renewable Energy Consumption in Selected Southeast Asian Countries: Evidence from Linear and Nonlinear Assessment. (2023). Mindia, Piana Monsur ; Islam, Yeasmin ; Qamruzzaman, MD ; Farzana, Nusrat. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-29.

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2023Transferable data-driven capacity estimation for lithium-ion batteries with deep learning: A case study from laboratory to field applications. (2023). Li, Weihan ; Sauer, Dirk Uwe ; Cai, Xue ; Ye, Min ; Wang, Qiao. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s030626192301111x.

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2023Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. (2023). Jach, Agnieszka ; McElroy, Tucker S. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001608.

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2023Assessing the World Bank’s growth forecasts. (2023). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:64-84.

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2023Forecasting dividend growth: The role of adjusted earnings yield. (2023). Li, Luyang ; Chen, LI ; Huang, Difang ; Yu, Deshui. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004254.

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2023CO2 emissions, energy consumption, and economic growth: Determining the stability of the 3E relationship. (2023). Montaes, Antonio ; Gonzalez-Alvarez, Maria A. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s026499932300007x.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023Monetary policy rules and opinionated markets. (2023). Jia, Pengfei ; Zheng, Shikun ; Shen, Haopeng. In: Economics Letters. RePEc:eee:ecolet:v:223:y:2023:i:c:s0165176523000204.

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2023Nonparametric modeling for the time-varying persistence of inflation. (2023). Li, Luyang ; Chen, LI ; Yu, Deshui. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000654.

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2023Complete subset averaging approach for high-dimensional generalized linear models. (2023). Zhang, Jing ; Li, Haiqi ; Chen, Xingyi. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s016517652300109x.

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2023Estimating the variance of a combined forecast: Bootstrap-based approach. (2023). Lahiri, Kajal ; Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:445-468.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Synthetic Learner: Model-free inference on treatments over time. (2023). Bradic, Jelena ; Viviano, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:691-713.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Robust inference with stochastic local unit root regressors in predictive regressions. (2023). Phillips, Peter ; Liu, Yanbo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:563-591.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Inference and forecasting for continuous-time integer-valued trawl processes. (2023). , Almut ; Shephard, Neil ; Lunde, Asger ; Bennedsen, Mikkel. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001926.

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2023Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61.

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2023The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. (2023). Usman, Ojonugwa ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001111.

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2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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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 nother 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 nother 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 nother 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 nother version. Agregated cites: 69		paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 69		article
2008Economic Forecasting In: Journal of Economic Literature.
[Full Text][Citation analysis]		article261
2007Economic Forecasting.(2007) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 261		paper
2016Economic Forecasting.(2016) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 261		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 nother version. Agregated cites: 2		paper
2016Forecasting in Economics and Finance In: Annual Review of Economics.
[Full Text][Citation analysis]		article76
2016Forecasting in Economics and Finance.(2016) In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76		paper
2016Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 76		paper
2021Detecting p-hacking In: Papers.
[Full Text][Citation analysis]		paper2
2022Detecting p?Hacking.(2022) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 2		paper
2022Detecting p?Hacking.(2022) In: Econometrica.
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This paper has nother version. Agregated cites: 2		article
2023The Power of Tests for Detecting $p$-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.
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This paper has nother 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]		article23
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]		paper105
2004Optimal forecast combinations under general loss functions and forecast error distributions.(2004) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2013Complete subset regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper120
2013Complete subset regressions.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		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]		paper13
2014Pre and post break parameter inference.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 13		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]		paper68
2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis.(2015) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		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]		paper100
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 nother version. Agregated cites: 100		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 nother version. Agregated cites: 100		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]		paper38
2001Confidence intervals for autoregressive coefficients near one.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		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 nother 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 nother 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]		paper73
2007Confidence sets for the date of a single break in linear time series regressions.(2007) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 73		article
1995International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
1996International business cycles and the dynamics of the current account.(1996) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2003Estimating Loss Function Parameters In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
2004Optimal Forecast Combination Under Regime Switching In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper63
2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		article
1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory.
[Full Text][Citation analysis]		article104
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 nother version. Agregated cites: 104		paper
1995Inference in Models with Nearly Integrated Regressors In: Econometric Theory.
[Full Text][Citation analysis]		article212
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]		article3
1996Efficient Tests for an Autoregressive Unit Root. In: Econometrica.
[Full Text][Citation analysis]		article3634
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3634		paper
1998On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica.
[Citation analysis]		article141
2003Tests for Unit Roots and the Initial Condition In: Econometrica.
[Citation analysis]		article131
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper188
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		paper
2008Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?.(2008) In: Journal of the European Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 188		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]		article27
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]		article4
2006Minimizing the impact of the initial condition on testing for unit roots In: Journal of Econometrics.
[Full Text][Citation analysis]		article40
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]		article8
2013Predicting binary outcomes In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
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]		article142
2006On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article26
2019Combined economic and technological evaluation of battery energy storage for grid applications In: Nature Energy.
[Full Text][Citation analysis]		article13
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]		article218
2006Efficient Tests for General Persistent Time Variation in Regression Coefficients In: Review of Economic Studies.
[Full Text][Citation analysis]		article125
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]		paper10
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

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