Graham Elliott : Citation Profile

University of California-San Diego (UCSD)

25

H index

32

i10 index

8693

Citations

RESEARCH PRODUCTION:

42

Articles

39

Papers

1

Books

3

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   37 years (1988 - 2025). See details.
   Cites by year: 234
   Journals where Graham Elliott has often published
   Relations with other researchers
   Recent citing documents: 510.    Total self citations: 17 (0.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pel18
   Updated: 2026-01-10    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 (195)

Rossi, Barbara (103)

Shahbaz, Muhammad (90)

Taylor, Robert (87)

Gil-Alana, Luis (83)

Pierdzioch, Christian (82)

Kilian, Lutz (75)

Leybourne, Stephen (63)

Harvey, David (63)

Clements, Michael (60)

Gabauer, David (54)

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)

Froot, Kenneth (8)

Jansson, Michael (8)

Timmermann, Allan (8)

Main data

Where Graham Elliott has published?

Journals with more than one article published# docs
Journal of Econometrics11
Econometric Theory4
Econometrica3
Econometrica2
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 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 (2025 and 2024)

YearTitle of citing document
2024Gendered Study Choice and Prestige of Professions: France in the Long 20th Century. (2024). DIEBOLT, Claude ; Jaoul-Grammare, Magali. In: Working Papers. RePEc:afc:wpaper:05-24.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062.

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2024Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Zhang, Wenbei ; Qiu, Feng. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:344062.

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2025The Rationality of Farmland Price Expectations for Measures of Central Tendency. (2025). Robertson, Dewey. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360669.

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2024Does Monetary Policy Stabilise Food Inflation in Hungary?. (2024). Bareith, Tibor ; Fert, Imre. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348998.

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2024Makroekonomiczne determinanty decyzji inwestycyjnych średnich i dużych przedsiębiorstw sektora przetwórstwa przemysłowego w Polsce. (2024). Smole, Krzysztof ; Wielechowski, Micha ; Kara, Dariusz ; Zajc, Adam Andrzej. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361245.

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2024Makroekonomiczne determinanty decyzji inwestycyjnych średnich i dużych przedsiębiorstw sektora przetwórstwa przemysłowego w Polsce. (2024). Wielechowski, Micha ; Zajc, Adam Andrzej ; Kara, Dariusz ; Smole, Krzysztof. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361249.

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

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2024Testing Forecast Rationality for Measures of Central Tendency. (2024). Patton, Andrew ; Dimitriadis, Timo ; Schmidt, Patrick. In: Papers. RePEc:arx:papers:1910.12545.

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2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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

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2025Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. (2021). Babii, Andrii ; Chen, XI ; Kumar, Rohit ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2010.08463.

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

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). 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. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2025A model of multiple hypothesis testing. (2025). 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. (2024). Lee, Heon. In: Papers. RePEc:arx:papers:2109.15096.

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2024Regime-Switching Density Forecasts Using Economists Scenarios. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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

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

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2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2024). Wilms, Ines ; Hu, Yu Jeffrey ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2303.01887.

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2025Adapting to Misspecification. (2024). Sun, Liyang ; Kline, Patrick ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265.

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2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

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2024Forecasting with Feedback. (2024). Lieli, Robert P ; Nieto-Barthaburu, Augusto. In: Papers. RePEc:arx:papers:2308.15062.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2024Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia. (2024). Li, Xinjue ; Liao, Xiaosai ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2401.01064.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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

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2025Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity. (2024). Pesaran, Mohammad ; Pick, Andreas ; Timmermann, Allan. In: Papers. RePEc:arx:papers:2404.11198.

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2024The puzzle of Carbon Allowance spread. (2024). Baviera, Roberto ; Manzoni, Pietro ; Azzone, Michele. In: Papers. RePEc:arx:papers:2405.12982.

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2024Random Subspace Local Projections. (2024). Wong, Benjamin ; Dinh, Viet Hoang ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2406.01002.

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2024Adaptive combinations of tail-risk forecasts. (2024). Amendola, Alessandra ; Candila, Vincenzo ; Storti, Giuseppe ; Naimoli, Antonio. In: Papers. RePEc:arx:papers:2406.06235.

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2025Inference with Many Weak Instruments and Heterogeneity. (2025). Yap, Luther. In: Papers. RePEc:arx:papers:2408.11193.

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2024Bootstrap Adaptive Lasso Solution Path Unit Root Tests. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2409.07859.

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2024A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality. (2024). Cox, Gregory Fletcher. In: Papers. RePEc:arx:papers:2409.09962.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2024Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions. (2024). Shi, Zhentao ; Mei, Ziwei ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2410.09825.

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2025Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572.

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2025Sectorial Exclusion Criteria in the Marxist Analysis of the Average Rate of Profit: The United States Case (1960-2020). (2025). Gomez, Jose Mauricio. In: Papers. RePEc:arx:papers:2501.06270.

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2024Enhancing Green Economy with Artificial Intelligence: Role of Energy Use and FDI in the United States. (2024). Rafi, Azizul Hakim ; al Abrar, Abdullah ; Noman, Abdulla All ; Sultana, Adita. In: Papers. RePEc:arx:papers:2501.14747.

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2025Simple Inference on a Simplex-Valued Weight. (2025). Canen, Nathan ; Song, Kyungchul. In: Papers. RePEc:arx:papers:2501.15692.

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2025Universal Inference for Incomplete Discrete Choice Models. (2025). Zhang, YI ; Kaido, Hiroaki. In: Papers. RePEc:arx:papers:2501.17973.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Role of AI Innovation, Clean Energy and Digital Economy towards Net Zero Emission in the United States: An ARDL Approach. (2025). Noman, Abdulla All ; Rafi, Azizul Hakim ; al Abrar, Abdullah ; Sultana, Adita. In: Papers. RePEc:arx:papers:2503.19933.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Prediction Intervals for Model Averaging. (2025). Qu, Zhongjun ; Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2510.16224.

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2025Misaligned by Design: Incentive Failures in Machine Learning. (2025). Martin, Daniel ; Caplin, Andrew ; Autor, David ; Marx, Philip. In: Papers. RePEc:arx:papers:2511.07699.

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2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2025A Gentle Introduction to Conformal Time Series Forecasting. (2025). Malgorzewicz, W ; Stocker, M ; Fontana, M ; ben Taieb, S. In: Papers. RePEc:arx:papers:2511.13608.

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2025Nonparametric Uniform Inference in Binary Classification and Policy Values. (2025). Wan, Yuanyuan ; Sasaki, Yuya ; Liu, Yanbo. In: Papers. RePEc:arx:papers:2511.14700.

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2025Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2024Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters. (2024). Schick, Manuel. In: Working Papers. RePEc:awi:wpaper:0750.

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2024Heterogeneous Expectations among Professional Forecasters. (2024). Lahiri, Kajal ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0754.

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2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

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2025Integration of Food Markets in Mexico. (2025). Nez, Hctor M. In: Working Papers. RePEc:bdm:wpaper:2025-01.

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2025Policy evaluation with Sufficient Macro Statistics -a primer. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1474.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2025A Time Series Model for Predicting Human Immunodeficiency Virus in the Presence of Opportunistic Infections among Farmers in Benue State, Nigeria. (2025). Kuhe, David Adugh ; Agbe, Terwase. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:5:p:1739-1759.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2025Estimation and Forecasting of Russian Money Market Yield Curves. (2025). Magzhanov, Timur ; Fedorov, Dmitry ; Kartaev, Philipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:36-64.

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2024How does economic policy uncertainty respond to permanent and transitory shocks?. (2024). Funashima, Yoshito. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:1:p:267-282.

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2024Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris. 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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2024Asymmetric spot‐futures prices adjustments in Quebec grain markets. (2024). Sossou, Dislene ; Singbo, Alphonse. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:347-363.

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2024On the impact of institutional change: Rights reassignment and career length. (2024). Schmidt, Martin. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:4:p:1702-1721.

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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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2024Forecasting the UK top 1% income share in a shifting world. (2024). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:1047-1074.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024Current account dynamics: A SVAR analysis when the country‐specific shocks are correlated at leads. (2024). Heath, Ellis ; Sobrino, Csar R. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:171-190.

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2024Euro area inflation in the era of COVID‐19: A permanent or a transitory phenomenon?. (2024). Apergis, Nicholas. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:3:p:231-245.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024Political relations and trade: New evidence from Australia, China, and the United States. (2024). Saadaoui, Jamel ; Wu, Yanrui ; Cai, Yifei. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:253-275.

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2024Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401.

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2025Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions. (2025). Yu, Jun ; Zhang, Xinyu ; Xie, Tian ; Qiu, Yue ; Wang, Wenbin. In: Working Papers. RePEc:boa:wpaper:202525.

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2024A new test of fiscal dominance and central bank independence. (2024). Hoddenbagh, Jonathan. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:20.

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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2024Linkage between Wage and Price Inflation in Japan. (2024). Ueno, Yoichi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e07.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2024Military Outlays and Economic Growth: A Nonlinear Disaggregated Analysis for a Developed Economy. (2024). Nicholas, Tsounis ; Antonis, Tsitouras. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:30:y:2024:i:3:p:341-391:n:1002.

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2025Determinants of Healthcare Expenditure: Evidence from Switzerland between 1960-2022. (2025). Lerch, Benjamin ; Brndle, Thomas ; Colombier, Carsten. In: Working papers. RePEc:bsl:wpaper:2025/06.

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

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

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2024A Long-Memory Model for Multiple Cycles with an Application to the S&P500. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10947.

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

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2024Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Carmona-Gonzlez, Nieves ; Martin-Valmayor, Miguel A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11409.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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2025Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764.

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2025Fiscal Regimes and Sustainability: Insights from Post-War Germany. (2025). Afonso, Antonio ; Jablonowski, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12111.

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2025Colombian economic activity nowcasting: addressing nonlinearities and high dimensionality through machine-learning. (2025). Rincn, Juan Jos. In: Documentos CEDE. RePEc:col:000089:021388.

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2024Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model. (2024). Li, Ming. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2389.

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2024Nonparametric portfolio efficiency measurement with higher moments. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:144371.

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2024A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2024). Kruger, Jens J. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:149438.

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2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

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2024Relationship between labor force participation and unemployment in Pakistan. (2024). Amjad, Sadaf ; Said, Rusmawati ; Khan, Muhammad Zaheer. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00801.

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2025Persistence in real GDP: Evidence from Europe and the US. (2025). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00151.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024Nexus between Nuclear Energy, Economic Growth, and Greenhouse Gas Emissions in India. (2024). Sadowska, Beata ; Alam, Mohammad Mahtab ; Khan, Md Rehan ; Zimon, Grzegorz ; Raihan, Asif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-17.

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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]		paper68
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: 68		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: 68		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: 68		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: 68		paper
2003Testing for unit roots with stationary covariates.(2003) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 68		article
2008Economic Forecasting In: Journal of Economic Literature.
[Full Text][Citation analysis]		article298
2007Economic Forecasting.(2007) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 298		paper
2016Economic Forecasting.(2016) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 298		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]		article103
2016Forecasting in Economics and Finance.(2016) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 103		paper
2016Forecasting in Economics and Finance.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 103		paper
2021Detecting p-hacking In: Papers.
[Full Text][Citation analysis]		paper6
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: 6		paper
2022Detecting p‐Hacking.(2022) In: Econometrica.
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This paper has nother version. Agregated cites: 6		article
2025The 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]		article25
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]		paper114
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: 114		article
2013Complete subset regressions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper141
2013Complete subset regressions.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		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]		paper15
2014Pre and post break parameter inference.(2014) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 15		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]		paper87
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: 87		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]		paper40
2001Confidence intervals for autoregressive coefficients near one.(2001) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2020Testing for a trend with persistent errors In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper1
2020Testing for a trend with persistent errors.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		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]		paper74
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: 74		article
1995International Business Cycles and the Dynamics of the Current Account In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
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: 36		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]		paper68
2005OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING *.(2005) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown In: Econometric Theory.
[Full Text][Citation analysis]		article109
1992Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown.(1992) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 109		paper
1995Inference in Models with Nearly Integrated Regressors In: Econometric Theory.
[Full Text][Citation analysis]		article228
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]		article4082
1992Efficient Tests for an Autoregressive Unit Root.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4082		paper
1998On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots In: Econometrica.
[Citation analysis]		article154
2003Tests for Unit Roots and the Initial Condition In: Econometrica.
[Citation analysis]		article135
2004Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss? In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper195
2005BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?.(2005) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 195		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: 195		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]		article31
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]		article41
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]		article11
2013Predicting binary outcomes In: Journal of Econometrics.
[Full Text][Citation analysis]		article52
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]		article148
2006On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973 In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article25
2019Combined economic and technological evaluation of battery energy storage for grid applications In: Nature Energy.
[Full Text][Citation analysis]		article22
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: The Review of Economic Studies.
[Full Text][Citation analysis]		article233
2006Efficient Tests for General Persistent Time Variation in Regression Coefficients In: The Review of Economic Studies.
[Full Text][Citation analysis]		article133
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]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team