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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, A.; Kapetanios, G. - In: Economics letters 100 (2008) 1, pp. 130-135
Persistent link: https://www.econbiz.de/10008893305
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, A.; Kapetanios, G. - In: Journal of empirical finance 16 (2009) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10008896133
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, A.; Kapetanios, G. - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10008172664
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Making a match: Combining theory and evidence in policy-oriented macroeconomic modeling
Kapetanios, G.; Pagan, A.; Scott, A. - In: Journal of econometrics 136 (2007) 2, pp. 565-594
Persistent link: https://www.econbiz.de/10007391016
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Panels with non-stationary multifactor error structures
Kapetanios, G.; Pesaran, M. Hashem; Yamagata, T. - In: Journal of econometrics 160 (2011) 2, pp. 326-349
Persistent link: https://www.econbiz.de/10008770532
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Optimal foreign investment dynamics in the presence of technological spillovers
Kapetanios, G.; Tzavalis, E. - In: Journal of economic dynamics & control 34 (2010) 3, pp. 296-314
Persistent link: https://www.econbiz.de/10008387044
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Forecasting exchange rates with a large Bayesian VAR
Carriero, A.; Kapetanios, G.; Marcellino, M. - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10008231944
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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
Saikkonen, Pentti; Balke, N.S.; Fomby, T.B.; Bec, F.; … - In: Econometric theory 24 (2008) 1, pp. 294
Persistent link: https://www.econbiz.de/10007896786
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Rational expectations and fixed-event forecasts: An application to UK inflation
Bakhshi, H.; Kapetanios, G.; Yates, T. - In: Empirical economics : a journal of the Institute for … 30 (2005) 3, pp. 539-554
Persistent link: https://www.econbiz.de/10006234503
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A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, G. - In: The econometrics journal 11 (2008) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10008077657