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Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012817730
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Forecasting EU Economic Activity Using Financial Condition Indexes
Kapetanios, George - 2014
This paper investigates the performance of Financial Condition Indexes (FCIs) in forecasting four key macroeconomic variables of EU economies. A wide range of carefully selected financial indicators include Rates and Spreads, Stock Market Indicators and Macroeconomic Quantities. The results...
Persistent link: https://www.econbiz.de/10013053181
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Assessing the economy using faster indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 43 (2024) 1, pp. 208-223
Persistent link: https://www.econbiz.de/10014443196
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George - In: Journal of applied econometrics 22 (2007) 2, pp. 313-338
Persistent link: https://www.econbiz.de/10003455448
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A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 397-409
Persistent link: https://www.econbiz.de/10008736170
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A note on modelling core inflation for the UK using a new dynamic factor estimation method and a large disaggregated price index dataset
Kapetanios, George - In: Economics letters 85 (2004) 1, pp. 63-69
Persistent link: https://www.econbiz.de/10002215537
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A testing procedure for determining the number of factors in approximate factor models with large datasets
Kapetanios, George (contributor) - 2005
Persistent link: https://www.econbiz.de/10003262857
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A new method for determining the number of factors in factor models with large datasets
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403209
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Factor analysis using subspace factor models : some theoretical results and an application to UK inflation forecasting
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867252
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Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602