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~accessRights:"free"
~isPartOf:"Working papers / Bank of England"
~subject:"Estimation theory"
~subject:"Statistical error"
~subject:"Strukturwandel"
~subject:"VAR model"
~subject:"Zeitreihenanalyse"
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Kapetanios, George
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Adaptive forecasting in the presence of recent and ongoing structural change
Giraitis, Liudas
;
Kapetanios, George
;
Price, Simon
-
2014
Persistent link: https://www.econbiz.de/10010356917
Saved in:
2
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
3
Assessing the economy-wide effects of quantitative easing
Kapetanios, George
;
Mumtaz, Haroon
;
Stevens, Ibrahim
; …
-
2012
Persistent link: https://www.econbiz.de/10009559868
Saved in:
4
Forecasting with measurement errors in dynamic models
Harrison, Richard T.
;
Kapetanios, George
;
Yates, Anthony
-
2004
Persistent link: https://www.econbiz.de/10002434384
Saved in:
5
Estimating time-variation in measurement error from data revisions : an application to forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
-
2004
Persistent link: https://www.econbiz.de/10002434393
Saved in:
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