Graham Elliott : Citation Profile

Are you Graham Elliott?

University of California-San Diego (UCSD)

24

H index

32

i10 index

8277

Citations

RESEARCH PRODUCTION:

41

Articles

38

Papers

1

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   36 years (1988 - 2024). See details.
   Cites by year: 229
   Journals where Graham Elliott has often published
   Relations with other researchers
   Recent citing documents: 505.    Total self citations: 17 (0.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pel18
   Updated: 2024-11-06    RAS profile: 2022-10-13    
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Relations with other researchers

Works with:

Kudrin, Nikolay (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 (193)

Rossi, Barbara (92)

Shahbaz, Muhammad (89)

Taylor, Robert (83)

Pierdzioch, Christian (82)

Kilian, Lutz (75)

Gil-Alana, Luis (70)

Harvey, David (63)

Leybourne, Stephen (63)

Clements, Michael (61)

Ravazzolo, Francesco (50)

Cites to:

Diebold, Francis (18)

West, Kenneth (16)

Andrews, Donald (12)

Stock, James (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
The Review of Economic Studies2
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 Diego16
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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2023Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007.

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2024Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2024Testing 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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2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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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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2024To Bag is to Prune. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.07063.

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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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2024Policy choice in experiments with unknown interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2011.08174.

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2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024(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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2024Money Creation and Banking: Theory and Evidence. (2021). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2024Introduction of the Market-Based Price Autocorrelation. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2202.09323.

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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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2024Fast 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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2024Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265.

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2024Inference 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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2024Forecasting 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 ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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2024Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity. (2024). Pesaran, Mohammad ; Timmermann, Allan ; Pick, Andreas. In: Papers. RePEc:arx:papers:2404.11198.

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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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2024Forecasting 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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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris G. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024The monetary policy trilemma from the perspective of European integration. (2024). Tomat, Gian Maria. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12231.

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2023Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137.

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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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2024Does the kitchen?sink model work forecasting the equity premium?. (2022). Yin, Anwen. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:223-247.

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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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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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2023Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification. (2004). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:755-764.

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2023A Re?Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach. (2021). Rodrigues, Paulo ; Nicolau, Jo o ; Zsurkis, Gabriel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:4:p:935-959.

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2024Long-Run PPP under the Presence of Near-to-Unit Roots: The Case of the British Pound-US Dollar Rate. (2009). pittis, nikitas ; Kalyvitis, Sarantis ; Christou, Christina ; Hassapis, Christis. In: Review of International Economics. RePEc:bla:reviec:v:17:y:2009:i:1:p:144-155.

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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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2025LONG‐RUN DETERMINANTS OF SAVINGS RATES IN WAEMU COUNTRIES: AN EMPIRICAL ASSESSMENT FROM ARDL BOUNDS TESTING APPROACH. (2011). KEHO, Yaya. In: South African Journal of Economics. RePEc:bla:sajeco:v:79:y:2011:i:3:p:312-329.

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2023THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA. (2010). Montagnoli, Alberto ; Kontonikas, Alexandros ; Byrne, Joseph. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:57:y:2010:i:1:p:33-47.

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2024Intra?regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model. (2022). Omoshoro-Jones, Oyeyinka ; Bonga-Bonga, Lumengo ; Bongabonga, Lumengo ; Omoshorojones, Oyenyinka Sunday. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:251-275.

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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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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024.

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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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2024Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989.

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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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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.
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2000Testing for Unit Roots with Stationary Covariances.(2000) In: Department of Economics, Working Paper Series.
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2002Testing for Unit Roots with Stationary Covariates.(2002) In: Department of Economics, Working Paper Series.
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2000Testing for Unit Roots with Stationary Covariances.(2000) In: University of California at San Diego, Economics Working Paper Series.
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2002Testing for Unit Roots with Stationary Covariates.(2002) In: University of California at San Diego, Economics Working Paper Series.
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2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
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2008Economic Forecasting In: Journal of Economic Literature.
[Full Text][Citation analysis]		article276
2007Economic Forecasting.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 276		paper
2016Economic Forecasting.(2016) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 276		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]		article86
2016Forecasting in Economics and Finance.(2016) In: University of California at San Diego, Economics Working Paper Series.
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2016Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers.
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2021Detecting p-hacking In: Papers.
[Full Text][Citation analysis]		paper1
2024The 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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2005Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article24
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]		paper106
2004Optimal forecast combinations under general loss functions and forecast error distributions.(2004) In: Journal of Econometrics.
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2013Complete subset regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper127
2013Complete subset regressions.(2013) In: Journal of Econometrics.
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2004Optimal Power for Testing Potential Cointegrating Vectors with Known In: University of California at San Diego, Economics Working Paper Series.
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2014Pre and post break parameter inference In: University of California at San Diego, Economics Working Paper Series.
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2014Pre and post break parameter inference.(2014) In: Journal of Econometrics.
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2004Optimally Testing General Breaking Processes in Linear Time Series Models In: University of California at San Diego, Economics Working Paper Series.
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2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis In: University of California at San Diego, Economics Working Paper Series.
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2015Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis.(2015) In: Econometrica.
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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.
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1999Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market.(1999) In: Journal of Monetary Economics.
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1998Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange rate Market.(1998) In: Discussion Paper Series.
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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.
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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.
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2020Testing for a trend with persistent errors In: University of California at San Diego, Economics Working Paper Series.
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2020Testing for a trend with persistent errors.(2020) In: Journal of Econometrics.
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2001Tests for Unit Roots and the Initial Observation In: University of California at San Diego, Economics Working Paper Series.
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2001Tests for Unit Roots and the Initial Observation.(2001) In: University of St. Gallen Department of Economics working paper series 2002.
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