Graham Elliott

14.0k total citations · 1 hit paper
55 papers, 7.0k citations indexed

About

Graham Elliott is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Graham Elliott has authored 55 papers receiving a total of 7.0k indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in General Economics, Econometrics and Finance, 22 papers in Economics and Econometrics and 21 papers in Finance. Recurrent topics in Graham Elliott's work include Monetary Policy and Economic Impact (33 papers), Forecasting Techniques and Applications (15 papers) and Market Dynamics and Volatility (14 papers). Graham Elliott is often cited by papers focused on Monetary Policy and Economic Impact (33 papers), Forecasting Techniques and Applications (15 papers) and Market Dynamics and Volatility (14 papers). Graham Elliott collaborates with scholars based in United States, United Kingdom and Australia. Graham Elliott's co-authors include James H. Stock, Thomas J. Rothenberg, Allan Timmermann, Ulrich K. Müller, Ivana Komunjer, Christopher L. Cavanagh, Antonio Gargano, Michael Jansson, Elena Pesavento and Mark W. Watson and has published in prestigious journals such as Econometrica, The Review of Economics and Statistics and Journal of Econometrics.

In The Last Decade

Graham Elliott

54 papers receiving 6.6k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Efficient Tests for an Autoregressive Unit Root

1996 4.4k citations Graham Elliott et al. Econometrica profile →

Peers

Graham Elliott

EE

GEEF

FINAN

RESE

MSOR

George Kapetanios United Kingdom

Stephen J. Leybourne United Kingdom

Anindya Banerjee United Kingdom

Timo Teräsvirta Sweden

Gary Koop United Kingdom

Pentti Saikkonen Finland

Eric Zivot United States

Thomas J. Rothenberg United States

Simon Potter United States

Roberto S. Mariano United States

George Kapetanios United Kingdom

Graham Elliott

4.5k ×0.9

EE

3.3k ×0.8

GEEF

1.9k ×0.8

FINAN

550 ×0.7

RESE

582 ×0.9

MSOR

Citations per year, relative to Graham Elliott Graham Elliott (= 1×) peers George Kapetanios

Countries citing papers authored by Graham Elliott

Since Specialization

Citations

This map shows the geographic impact of Graham Elliott's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Graham Elliott with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Graham Elliott more than expected).

Fields of papers citing papers by Graham Elliott

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Graham Elliott. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Graham Elliott. The network helps show where Graham Elliott may publish in the future.

Co-authorship network of co-authors of Graham Elliott

This figure shows the co-authorship network connecting the top 25 collaborators of Graham Elliott. A scholar is included among the top collaborators of Graham Elliott based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Graham Elliott. Graham Elliott is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Elliott, Graham, et al.. (2022). Detecting p‐Hacking. Econometrica. 90(2). 887–906. 26 indexed citations

2.

Hilário, Ana, et al.. (2020). From warm to cold waters: new insights into the habitat and trophic ecology of Southern Ocean squids throughout their life cycle. Marine Ecology Progress Series. 659. 113–126. 10 indexed citations

3.

Elliott, Graham & Allan Timmermann. (2016). Forecasting in Economics and Finance. Annual Review of Economics. 8(1). 81–110. 42 indexed citations

4.

Elliott, Graham, Dalia Ghanem, & Fabian Krüger. (2016). Forecasting Conditional Probabilities of Binary Outcomes under Misspecification. The Review of Economics and Statistics. 98(4). 742–755. 8 indexed citations

5.

Elliott, Graham & Allan Timmermann. (2013). Handbook of Economic Forecasting, Vol 2A. Elsevier eBooks. 3 indexed citations

6.

Elliott, Graham & Robert P. Lieli. (2013). Predicting binary outcomes. Journal of Econometrics. 174(1). 15–26. 35 indexed citations

7.

Elliott, Graham & Elena Pesavento. (2005). Higher Power Tests for Bilateral Failure of PPP after 1973. RePEc: Research Papers in Economics. 12 indexed citations

8.

Elliott, Graham. (2005). Forecasting with Trending Data. RePEc: Research Papers in Economics. 1. 555–604. 5 indexed citations

9.

Swanson, Norman R., Graham Elliott, Éric Ghysels, & Jesús Gonzalo. (2005). Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger. Journal of Econometrics. 135(1-2). 1–9. 7 indexed citations

10.

Elliott, Graham. (2005). Benjamin Britten. 1 indexed citations

11.

Elliott, Graham, Ivana Komunjer, & Allan Timmermann. (2003). Estimating Loss Function Parameters. SSRN Electronic Journal. 4 indexed citations

12.

Elliott, Graham & Michael Jansson. (2003). Testing for unit roots with stationary covariates. Journal of Econometrics. 115(1). 75–89. 76 indexed citations

13.

Elliott, Graham. (2002). Comments on ‘Forecasting with a real-time data set for macroeconomists’. Journal of Macroeconomics. 24(4). 533–539. 7 indexed citations

14.

Elliott, Graham. (2000). Estimating Restricted Cointegrating Vectors. Journal of Business and Economic Statistics. 18(1). 91–91. 3 indexed citations

15.

Elliott, Graham. (2000). Estimating Restricted Cointegrating Vectors. Journal of Business and Economic Statistics. 18(1). 91–99. 13 indexed citations

16.

Elliott, Graham & Michael Jansson. (2000). Testing for Unit Roots with Stationary Covariates. SSRN Electronic Journal. 14 indexed citations

17.

Elliott, Graham. (1999). Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution. International Economic Review. 40(3). 767–784. 191 indexed citations

18.

Elliott, Graham. (1998). On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots. Econometrica. 66(1). 149–149. 173 indexed citations

19.

Edey, Malcolm & Graham Elliott. (1992). SOME EVIDENCE ON OPTION PRICES AS PREDICTORS OF VOLATILITY. Oxford Bulletin of Economics and Statistics. 54(4). 567–578. 8 indexed citations

20.

Zumpt, F. & Graham Elliott. (1970). Description of Two New Species of Androlaelaps Berlese from Nigeria, With Remarks on Three Other Species (Acarina: Mesostigmata, Dermanyssidae). Journal of Medical Entomology. 7(3). 341–347. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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