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Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas; Kapetanios, George; Price, Simon - 2012
Persistent link: https://www.econbiz.de/10009561176
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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Time varying cointegration and the UK great ratios
Kapetanios, George; Millard, Stephen Patrick; Petrova, … - 2018
Persistent link: https://www.econbiz.de/10012203995