Elliott Graham

Образование	бакалавр [University of New South Wales, Sydney, Australia, 1987] магистр [Harvard University, 1992] PhD [Harvard University, 1994]
Место работы	University of California, San Diego / professor

Профессиональные интересы:
Econometrics
Statistical methods

Публикации:
“Forecasting with Trending Data”, Chapter 11in Handbook of Economic Forecasting, Vol 1, (G. Elliott, C.W.J Granger and A. Timmerman eds.) North-Holland, 2006.

"Efficient Tests for General Persistent Time Variation in Regression Coefficients”, Review of Economic Studies, 73, 907-940, (joint with U. Mueller), 2006.

“Minimizing the Impact of the Initial Condition on Testing for Unit Roots”, Journal of Econometrics, 135, 285-310 (joint with U. Mueller), 2006

“Higher Power Tests for Bilateral Failures of PPP After Bretton Woods,” Journal of Money, Credit and Banking, 38, 6, 1405-1430 (joint with E. Pesavento), 2006.

"Estimating Loss Function Parameters", Review of Economic Studies, 72, 1107-1125 (with I.Komunjer and A.Timmermann)., 2005.

“Optimal Power for Testing Potential Cointegrating Vectors with Known Parameters for Nonstationarity”, Journal of Business and Economics Statistics, 23, 34-48. (with E. Pesavento, M. Jansson). 2005.

"Optimal Forecast Combination Under Regime Switching", International Economic Review, 46(4), 1081-1102. (with A. Timmermann), 2005.

"Optimal Forecast Combinations Under General Loss Functions and Forecast Error Distributions", Journal of Econometrics, 122, 47-79. (with A. Timmermann), 2004.

"Tests for Unit Roots and the Initial Condition", Econometrica, 71, 1269-86 (with U. Mueller), 2003.

"Testing for Unit Roots with Stationary Covariates", Journal of Econometrics, 115, 75-89. (with M.Jannson), 2003.

“Confidence Intervals for Autoregressive Coefficients Near One”, Journal of Econometrics, 103, pp155-81 (with J. Stock), 2001.

“Estimating Restricted Cointegrating Vectors”, Journal of Business and Economic Statistics, 18, 91-99, 2000.

“Heterogenous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market”, Journal of Monetary Economics, 43, 435-56. (with T. Ito) 1999. To be reprinted in New Developments in Exchange Rate Economics, L. Sarno and M.P. Taylor eds. Edward Elgar Publishing: UK.

“Efficient Tests for a Unit Root When the Initial Observation is Drawn from its Unconditional Distribution”, International Economic Review, 40, 767-783, 1999.

“The Robustness of Cointegration Methods when Regressors Almost Have Unit Roots”,Econometrica, 66, 149-58, 1998.

“International Business Cycles and the Current Account” (with A.Fatas) European Economic Review, 40, 361-87, 1996.

“Efficient Tests for an Autoregressive Unit Root”, Econometrica, 64, 813-836 (with J.H.Stock, T.J.Rothenberg), 1996. To be reprinted in Recent Developments in Time Series, P.Newbold and S.J. Leybourne eds. Edward Elgar Publishing: UK.

“Inference in Models with Nearly Nonstationary Regressors”,(with C.L.Cavanagh and J.H.Stock), Econometric Theory, 11, 1131-47, 1995.

“Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown” Econometric Theory, 10, 672-700 (with J.H.Stock), 1994.

“The Transmission of Monetary Policy - The Relationship Between Overnight Cash Rates” Economic Record, 70 19-25 (with R.A. Bewley), 1994.

”Some Evidence on Option Prices as Predictors of Volatility”, Oxford Bulletin of Economics and Statistics, 54, 567-78, (with M. Edey), 1992.

“The Role and Performance of Financial Futures and Options Markets in Australia”, Ch6 in Developments in Australian Monetary Economics, C.Kearney and R.MacDonald eds. Longman Cheshire: Melbourne, 1991. (with M. Edey).

“Accounting for Non-Stationarity in Demand Systems”, Ch4 pp58-73 in Contributions to Consumer Demand and Econometrics, R.A.Bewley and T.V.Hoa eds, McMillan: London, 1992. (with R.A.Bewley).

Домашняя страница	http://www.econ.ucsd.edu/~gelliott/
E-mail	mailto:gelliott@weber.ucsd.edu
Телефон	(858) 534 4481
Факс	(858) 534 7040
Адрес	San Diego Department of Economics 9500 Gilman Drive La Jolla, CA 92093-0508 (858) 534-4481