Narrow search
Showing 1 - 10 of 188
Cover Image
A nonlinear panel data model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010
Persistent link: https://www.econbiz.de/10008748459
Cover Image
A nonlinear panel model of cross-sectional dependence
Kapetanios, George; Mitchell, James; Shin, Yongcheol - 2010
This paper proposes a new panel model of cross-sectional dependence. The model has a number of potential structural … interpretations that relate to economic phenomena such as herding in financial markets. On an econometric level it provides a flexible … approach to the modelling of interactions across panel units and can generate endogenous cross-sectional dependence that can …
Persistent link: https://www.econbiz.de/10008728710
Cover Image
Deep neural network estimation in panel data models
Chronopoulos, Ilias; Chrysikou, Katerina; Kapetanios, George - 2023
Persistent link: https://www.econbiz.de/10014340051
Cover Image
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
Cover Image
A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
Cover Image
A new approach to multi-step forecasting using dynamic stochastic general equilibrium models
Kapetanios, George; Price, Simon; Theodoridis, Konstantinos - 2015
Persistent link: https://www.econbiz.de/10011404519
Cover Image
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 - 2009
Factor based forecasting has been at the forefront of developments in the macroeconometric forecasting literature in the recent past. Despite the flurry of activity in the area, a number of specification issues such as the choice of the number of factors in the forecasting regression, the...
Persistent link: https://www.econbiz.de/10003865998
Cover Image
A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J. J.; Kapetanios, George; Price, Simon - In: International journal of forecasting 25 (2009) 1, pp. 74-80
Persistent link: https://www.econbiz.de/10003833266
Cover Image
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
Cover Image
Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003671730