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Information about:
Graham Elliott

Personal Details | Affiliation | Works
This is information that was supplied by Graham Elliott in registering through RePEc. If you are Graham Elliott , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Graham
Middle Name:
Last Name: Elliott
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RePEc Short-ID: pel18

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Homepage: http://www.econ.ucsd.edu/~gelliott
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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  15. Number of Registered Citing Authors
  16. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  17. Number of Journal Pages, Weighted by Simple Impact Factor
  18. Number of Journal Pages, Weighted by Recursive Impact Factor
  19. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Working papers | Articles | Chapters | Books | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Elliott, Graham & Timmermann, Allan G, 2007. "Economic Forecasting," CEPR Discussion Papers 6158, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Graham Elliott & Elena Pesavento, 2005. "Higher Power Tests for Bilateral Failure of PPP after 1973," Emory Economics 0502, Department of Economics, Emory University (Atlanta). [Downloadable!]

  3. Allan Timmermann & Graham Elliott & Ivana Komunjer, 2004. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Econometric Society 2004 North American Summer Meetings 601, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  4. Graham Elliott & Michael Jansson & Elena Pesavento, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series 2004-08, Department of Economics, UC San Diego. [Downloadable!]

  5. Graham Elliott & Ulrich Muller, 2004. "Confidence Sets for the Date of a Single Break in Linear Time Series Regressions," University of California at San Diego, Economics Working Paper Series 2004-10, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  6. Elliott, Graham & Timmermann, Allan G, 2004. "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers 4649, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  7. Graham Elliott & Michael Jansson & Elena Pesavento, 2003. "Optimal Power For Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity," Emory Economics 0303, Department of Economics, Emory University (Atlanta). [Downloadable!]
    Published as:

  8. Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G, 2003. "Estimating Loss Function Parameters," CEPR Discussion Papers 3821, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  9. Graham Elliott & Allan Timmermann, 2002. "Optimal Forecast Combinations Under General Loss Functions and Forecast Error Distributions," University of California at San Diego, Economics Working Paper Series 2002-08, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  10. Ulrich K. MŸller & Graham Elliott, 2001. "Tests for Unit Roots and the Initial Observation," University of California at San Diego, Economics Working Paper Series 2001-19, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:

  11. Graham Elliott, 2000. "Confidence Intervals for Autoregressive Coefficients Near One," University of California at San Diego, Economics Working Paper Series 2000-19, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  12. Graham Elliott, 1999. "Estimating Restricted Cointegrating Vectors," University of California at San Diego, Economics Working Paper Series 99-22, Department of Economics, UC San Diego. [Downloadable!]
    Published as:

  13. Graham Elliott & Takatoshi Ito, 1998. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market," University of California at San Diego, Economics Working Paper Series 98-06, Department of Economics, UC San Diego. [Downloadable!]
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    Published as:

  14. Graham Elliott & Antonio Fatas, 1996. "International Business Cycles and the Dynamics of the Current Account," University of California at San Diego, Economics Working Paper Series 96-07, Department of Economics, UC San Diego.
    Other versions:
    Published as:

  15. Christopher L. Cavanagh & Graham Elliott & James Stock, 1995. "Inference in Models with Nearly Integrated Regressors," University of California at San Diego, Economics Working Paper Series 95-29, Department of Economics, UC San Diego.

  16. Graham Elliott, 1995. "On the Robustness of Cointegration Methods when Regressors Almost have Unit Roots," University of California at San Diego, Economics Working Paper Series 95-18, Department of Economics, UC San Diego.
    Published as:

  17. Graham Elliott, 1995. "Tests for the Correct Specification of Cointegrating Vectors and the Error Correction Model," University of California at San Diego, Economics Working Paper Series 95-42, Department of Economics, UC San Diego.

  18. Graham Elliott & Takatoshi Ito, 1995. "Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market," NBER Working Papers 5376, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  19. Graham Elliott, 1994. "Efficient Tests for a Unit Root when the Initial Observation is Drawn from its Unconditional Distribution," University of California at San Diego, Economics Working Paper Series 94-28, Department of Economics, UC San Diego.
    Published as:

  20. Graham Elliott & James H. Stock, 1992. "Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown," NBER Technical Working Papers 0122, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  21. Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  22. Bewley, R. & Elliot, G., 1989. "The Rejection Of Homogeneity In Demand And Supply Analysis: An Explanation And Solution," Papers 89-2, New South Wales - School of Economics.

  23. Graham Elliott & Michael Jansson, . "Testing for Unit Roots with Stationary Covariates," Economics Working Papers 2000-6, School of Economics and Management, University of Aarhus. [Downloadable!]
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    Published as:

  24. Malcolm Edey & Graham Elliott, . "Option Prices and Implied Volatilities: An Empirical Analysis," RBA Research Discussion Papers rdp8902, Reserve Bank of Australia.

  25. Malcolm Edey & Graham Elliott, . "Pricing Behaviour in Australian Financial Future Markets," RBA Research Discussion Papers rdp8804, Reserve Bank of Australia.

  26. Graham Elliott & Colm Kearney, . "The Intertemporal Government Budget Constraint and Tests for Bubbles," RBA Research Discussion Papers rdp8809, Reserve Bank of Australia.

Articles

  1. Graham Elliott & Ivana Komunjer & Allan Timmermann, 2008. "Biases in Macroeconomic Forecasts: Irrationality or Asymmetric Loss?," Journal of the European Economic Association, MIT Press, vol. 6(1), pages 122-157, 03. [Downloadable!] (restricted)
    Other versions:

  2. Elliott, Graham & Muller, Ulrich K., 2007. "Confidence sets for the date of a single break in linear time series regressions," Journal of Econometrics, Elsevier, vol. 141(2), pages 1196-1218, December. [Downloadable!] (restricted)
    Other versions:

  3. Elliott, Graham & Muller, Ulrich K., 2006. "Minimizing the impact of the initial condition on testing for unit roots," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 285-310. [Downloadable!] (restricted)

  4. Graham Elliott & Ulrich K. Müller, 2006. "Efficient Tests for General Persistent Time Variation in Regression Coefficients," Review of Economic Studies, Blackwell Publishing, vol. 73(4), pages 907-940, October. [Downloadable!] (restricted)

  5. Swanson, Norman R. & Elliott, Graham & Ghysels, Eric & Gonzalo, Jesus, 2006. "Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 1-9. [Downloadable!] (restricted)

  6. Elliott, Graham & Pesavento, Elena, 2006. "On the Failure of Purchasing Power Parity for Bilateral Exchange Rates after 1973," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1405-1430, September. [Downloadable!] (restricted)

  7. Graham Elliott & Allan Timmermann, 2005. "Optimal Forecast Combination Under Regime Switching ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1081-1102, November. [Downloadable!] (restricted)
    Other versions:

  8. Graham Elliott & Michael Jansson & Elena Pesavento, 2005. "Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 34-48, January. [Downloadable!] (restricted)
    Other versions:

  9. Graham Elliott, 2005. "Estimation and Testing of Forecast Rationality under Flexible Loss," Review of Economic Studies, Blackwell Publishing, vol. 72(4), pages 1107-1125, October. [Downloadable!] (restricted)

  10. Elliott, Graham & Timmermann, Allan, 2004. "Optimal forecast combinations under general loss functions and forecast error distributions," Journal of Econometrics, Elsevier, vol. 122(1), pages 47-79, September. [Downloadable!] (restricted)
    Other versions:

  11. Elliott, Graham & Granger, Clive W.J., 2004. "Evaluating significance: comments on "size matters"," The Journal of Socio-Economics, Elsevier, vol. 33(5), pages 547-550, November. [Downloadable!] (restricted)

  12. Elliott, Graham & Jansson, Michael, 2003. "Testing for unit roots with stationary covariates," Journal of Econometrics, Elsevier, vol. 115(1), pages 75-89, July. [Downloadable!] (restricted)
    Other versions:

  13. Ulrich K. M¸ller & Graham Elliott, 2003. "Tests for Unit Roots and the Initial Condition," Econometrica, Econometric Society, vol. 71(4), pages 1269-1286, 07. [Downloadable!] (restricted)

  14. Elliott, Graham, 2002. "Comments on 'Forecasting with a real-time data set for macroeconomists'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 533-539, December. [Downloadable!] (restricted)

  15. Elliott, Graham & Stock, James H., 2001. "Confidence intervals for autoregressive coefficients near one," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 155-181, July. [Downloadable!] (restricted)
    Other versions:

  16. Elliott, Graham, 2000. "Estimating Restricted Cointegrating Vectors," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 91-99, January.
    Other versions:

  17. Elliott, Graham, 1999. "Efficient Tests for a Unit Root When the Initial Observation Is Drawn from Its Unconditional Distribution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(3), pages 767-83, August.
    Other versions:

  18. Elliott, Graham & Ito, Takatoshi, 1999. "Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market," Journal of Monetary Economics, Elsevier, vol. 43(2), pages 435-456, April. [Downloadable!] (restricted)
    Other versions:

  19. Graham Elliott, 1998. "On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots," Econometrica, Econometric Society, vol. 66(1), pages 149-158, January.
    Other versions:

  20. Elliott, Graham, 1998. "Time Series Analysis: Nonstationary And Noninvertible Distribution Theory," Econometric Theory, Cambridge University Press, vol. 14(04), pages 511-516, August. [Downloadable!]

  21. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July. [Downloadable!] (restricted)
    Other versions:

  22. Elliott, Graham & Fatas, Antonio, 1996. "International business cycles and the dynamics of the current account," European Economic Review, Elsevier, vol. 40(2), pages 361-387, February. [Downloadable!] (restricted)
    Other versions:

  23. Elliott, Graham & Bewley, Ronald, 1994. "The Transmission of Monetary Policy: The Relationship between Overnight Cash Rates," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 19-25, March.

  24. Edey, Malcolm & Elliott, Graham, 1992. "Some Evidence on Option Prices as Predictors of Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(4), pages 567-78, November.

  25. RePEc:cup:etheor:v:10:y:1994:i:3-4:p:672-700 is not listed on IDEAS

  26. RePEc:cup:etheor:v:11:y:1995:i:5:p:1131-47 is not listed on IDEAS

Chapters

  1. Elliott, Graham, 2006. "Forecasting with Trending Data," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)

Editor

  1. Handbook of Economic Forecasting, Elsevier.
  2. Handbook of Economic Forecasting, Elsevier.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2007-03-10
  2. NEP-ECM: Econometrics (9) 2000-10-05 2002-06-24 2003-06-09 2003-07-16 2004-10-21 2004-10-21 2005-01-16 2005-02-13 2007-03-10 Author is listed
  3. NEP-ETS: Econometric Time Series (10) 2000-10-05 2002-06-24 2003-06-04 2003-07-13 2004-10-21 2004-10-21 2004-10-30 2005-01-16 2005-02-13 2007-03-10 Author is listed
  4. NEP-FOR: Forecasting (1) 2007-03-10
  5. NEP-IFN: International Finance (1) 2005-01-16
  6. NEP-MAC: Macroeconomics (1) 2004-10-30
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This page was last updated on 2008-8-25.

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