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~isPartOf:"Discussion Papers in Economics and Business"
~isPartOf:"Economics letters"
~isPartOf:"Il pensiero economico moderno : rivista trimestrale"
~language:"eng"
~language:"ita"
~language:"jpn"
~language:"kaz"
~language:"nor"
~person:"Kapetanios, George"
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Kapetanios, George
Peel, David
33
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Discussion Papers in Economics and Business
Economics letters
Il pensiero economico moderno : rivista trimestrale
Working Paper
86
Working paper
86
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68
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6
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ECONIS (ZBW)
17
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17
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1
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:
2
Time-varying Lasso
Kapetanios, George
;
Zikes, Filip
- In:
Economics letters
169
(
2018
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012019554
Saved in:
3
A new summary measure of inflation expectations
Kapetanios, George
;
Maule, Becky
;
Young, Garry
- In:
Economics letters
149
(
2016
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011620132
Saved in:
4
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George
;
Price, Simon
;
Theodoridis, Konstantinos
- In:
Economics letters
136
(
2015
),
pp. 237-242
Persistent link: https://www.econbiz.de/10011436166
Saved in:
5
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:
6
Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George
;
Marcellino, Massimiliano
- In:
Economics letters
108
(
2010
)
1
,
pp. 36-39
Persistent link: https://www.econbiz.de/10008662294
Saved in:
7
Nonlinear mean reversion in real exchange rates
Chortareas, Georgios E.
;
Kapetanios, George
;
Shin, Yongcheol
- In:
Economics letters
77
(
2002
)
3
,
pp. 411-417
Persistent link: https://www.econbiz.de/10001711523
Saved in:
8
Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
- In:
Economics letters
72
(
2001
)
2
,
pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
Saved in:
9
Small sample properties of the conditional least squares estimator in SETAR models
Kapetanios, George
- In:
Economics letters
69
(
2000
)
3
,
pp. 267-276
Persistent link: https://www.econbiz.de/10001525568
Saved in:
10
A radial basis function artifical neural network test for ARCH
Blake, Andrew P.
;
Kapetanios, George
- In:
Economics letters
69
(
2000
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
Saved in:
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