Elena Andreou

Elena Andreou

University of Cyprus

H-index: 18

Asia-Cyprus

About Elena Andreou

Elena Andreou, With an exceptional h-index of 18 and a recent h-index of 14 (since 2020), a distinguished researcher at University of Cyprus, specializes in the field of Financial Econometrics, Time series analysis.

His recent articles reflect a diverse array of research interests and contributions to the field:

The Cross Section of Household Preferences: MPCs and the HtM Status

Spanning Latent and Observable Factors

The Cyprus Composite Leading Economic Index (CCLEI)

Forecasting the European GDP using the (MI) xed (DA) ta (S) ampling models: The key role of the Consumption Sentiment Leading Indicator

Three Common Factors

The Effect of Macroeconomic Uncertainty on Key Economic Indicators and Bank Loans in Cyprus

The Shadow Economy in Cyprus: Evidence from the Electricity Consumption and Currency Demand Methods

Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors

Elena Andreou Information

University

Position

Professor Department of Economics

Citations(all)

2811

Citations(since 2020)

1025

Cited By

2290

hIndex(all)

18

hIndex(since 2020)

14

i10Index(all)

30

i10Index(since 2020)

19

Email

University Profile Page

University of Cyprus

Google Scholar

View Google Scholar Profile

Elena Andreou Skills & Research Interests

Financial Econometrics

Time series analysis

Top articles of Elena Andreou

Title

Journal

Author(s)

Publication Date

The Cross Section of Household Preferences: MPCs and the HtM Status

Kilts Center at Chicago Booth Marketing Data Center Paper

Elena Andreou

Maria Demetriadou

Andreas Tryphonides

2024/4/2

Spanning Latent and Observable Factors

Available at SSRN 4349003

Elena Andreou

Patrick Gagliardini

Eric Ghysels

Mirco Rubin

2023/2/5

The Cyprus Composite Leading Economic Index (CCLEI)

Elena Andreou

Magdalini Tofini

2023/12

Forecasting the European GDP using the (MI) xed (DA) ta (S) ampling models: The key role of the Consumption Sentiment Leading Indicator

Elena Andreou

Magdalini Tofini

2023/7/5

Three Common Factors

Elena Andreou

Patrick Gagliardini

Eric Ghysels

Mirco Rubin

2022/4/1

The Effect of Macroeconomic Uncertainty on Key Economic Indicators and Bank Loans in Cyprus

Elena Andreou

Maria Demetriadou

2022

The Shadow Economy in Cyprus: Evidence from the Electricity Consumption and Currency Demand Methods

Cyprus Economic Policy Review

Christoforos K Andreou

Elena Andreou

Stephanie Michael

George Syrichas

2021/3/1

Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors

Journal of econometrics

Elena Andreou

Eric Ghysels

2021/2/1

Income under-reporting and the shadow economy in Cyprus: Evidence from household survey data

University of Cyprus, Economics Research Centre, Economic Policy Papers

Elena Andreou

Georgios Papadopoulos

George Syrichas

2020/11

Mixed-Frequency Macro–Finance Factor Models: Theory and Applications

Journal of Financial Econometrics

Elena Andreou

Patrick Gagliardini

Eric Ghysels

Mirco Rubin

2020/6/1

Inflation expectations and monetary policy surprises

The Scandinavian Journal of Economics

Snezana Eminidou

Marios Zachariadis

Elena Andreou

2020/1

See List of Professors in Elena Andreou University(University of Cyprus)