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person:"Kapetanios, George"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics letters"
~isPartOf:"Reihe Ökonomie"
~person:"Amengual, Dante"
~person:"Franses, Philip Hans"
~person:"Jensen, Mark J."
~person:"Payá, Ivan"
~subject:"Autocorrelation"
~subject:"Constrained least squares"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
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Kapetanios, George
Amengual, Dante
Franses, Philip Hans
Jensen, Mark J.
Payá, Ivan
Kunst, Robert M.
14
Marcellino, Massimiliano
11
Hassler, Uwe
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Delle Monache, Davide
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ECONIS (ZBW)
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1
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
2
GDP solera : the ideal vintage mix
Almuzara, Martin
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
-
2022
Persistent link: https://www.econbiz.de/10013183952
Saved in:
3
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano
;
Kapetanios, George
; …
-
2020
Persistent link: https://www.econbiz.de/10012214041
Saved in:
4
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
5
Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.
;
Franses, Philip Hans
-
2010
Persistent link: https://www.econbiz.de/10008661365
Saved in:
6
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
7
Data revisions and periodic properties of macroeconomic data
Franses, Philip Hans
- In:
Economics letters
120
(
2013
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10010127813
Saved in:
8
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
9
On the econometrics of the geometric lag model
Franses, Philip Hans
;
Oest, Rutger van
- In:
Economics letters
95
(
2007
)
2
,
pp. 291-296
Persistent link: https://www.econbiz.de/10003460503
Saved in:
10
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan
;
Peel, David
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
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