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Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
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Forecasting using predictive likelihood model averaging
Kapetanios, George; Labhard, Vincent; Price, Simon - In: Economics Letters 91 (2006) 3, pp. 373-379
Persistent link: https://www.econbiz.de/10005257524
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Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-753
Persistent link: https://www.econbiz.de/10009802951
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Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Méndez, Gonzalo; Kapetanios, George - In: Journal of forecasting 24 (2005) 7, pp. 491-503
Persistent link: https://www.econbiz.de/10003199671
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Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012817730
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Nonlinear autoregressive models and long memory
Kapetanios, George - In: Economics Letters 91 (2006) 3, pp. 360-368
Persistent link: https://www.econbiz.de/10005297141
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Estimating deterministically time-varying variances in regression models
Kapetanios, George - In: Economics Letters 97 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10005307261
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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/10005307565
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics Letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10005361865
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A note on an iterative least-squares estimation method for ARMA and VARMA models
Kapetanios, George - In: Economics Letters 79 (2003) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10005355920