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Measuring conditional persistence in nonlinear time series
Kapetanios, George - In: Oxford bulletin of economics and statistics 69 (2007) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
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The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003378760
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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
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Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas; Kapetanios, George; Theodoridis, … - 2014
Persistent link: https://www.econbiz.de/10010411466
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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
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The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10002069702
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - 2018
Persistent link: https://www.econbiz.de/10011916442
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A time varying parameter structural model of the UK economy
Petrova, Katerina; Kapetanios, George; Masolo, Riccardo M. - 2017
Persistent link: https://www.econbiz.de/10011741214
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Time-varying cointegration and the UK great ratios
Kapetanios, George; Millard, Stephen Patrick; Petrova, … - 2019
Persistent link: https://www.econbiz.de/10011996512