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Measuring conditional persistence in time series
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867244
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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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Measuring and communicating uncertainty in official statistics : state of the art and perspectives
Kapetanios, George; Marcellino, Massimiliano; Kempf, Felix - 2021 - 2021 edition
Persistent link: https://www.econbiz.de/10012590863
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Measuring Conditional Persistence in Time Series
Kapetanios, George - 2005
The persistence properties of economic time series has been a primary object of investigation in a variety of guises since the early days of econometrics. This paper suggests investigating the persistence of processes conditioning on their history. In particular we suggest that examining the...
Persistent link: https://www.econbiz.de/10014099012
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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