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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
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Generalised density forecast combinations
Kapetanios, George; Mitchell, James; Price, Simon; … - In: Journal of econometrics 188 (2015) 1, pp. 150-165
Persistent link: https://www.econbiz.de/10011500286
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An automatic leading indicator, variable reduction and variable selection methods using small and large datasets : forecasting the industrial production growth for euro area econom...
Camba-Méndez, Gonzalo; Kapetanios, George; Papailias, Fotis - 2015
Persistent link: https://www.econbiz.de/10010516546
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Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet; Kapetanios, George - 2014
Persistent link: https://www.econbiz.de/10010419000
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Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard; Kapetanios, George; Papailias, Fotis - In: Journal of empirical finance 29 (2014), pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George; Price, Simon; Young, Garry - 2017
Persistent link: https://www.econbiz.de/10011747023
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Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of econometrics 192 (2016) 2, pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
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A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George; Price, Simon; Young, Garry - 2017
Persistent link: https://www.econbiz.de/10011913011
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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