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Disentangling the effect of government restrictions and consumers' reaction function to the Covid-19 pandemic : evidence from geo-located transactions data for the Netherlands
Golec, Pascal; Kapetanios, George; Neuteboom, Nora; … - In: Covid economics : vetted and real-time papers (2020) 56, pp. 60-105
Persistent link: https://www.econbiz.de/10012311931
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How did consumers react to the COVID-19 pandemic over time?
Kapetanios, George; Neuteboom, Nora; Ritsema, Feiko; … - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 961-993
Persistent link: https://www.econbiz.de/10013468524
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A time-varying parameter structural model of the UK economy
Kapetanios, George; Masolo, Riccardo M.; Petrova, Katerina - In: Journal of economic dynamics & control 106 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012131985
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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
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of economic dynamics & control 55 (2015), pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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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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Level shifts in stock returns driven by large shocks
Dendramis, Yiannis; Kapetanios, George; Tzavalis, Elias - In: Journal of empirical finance 29 (2014), pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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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