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Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808239
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The impact of large structural shocks onn economic relationships : evidence from oil price shocks
Kapetanios, George (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403201
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On the determinants of NPLs: lessons from Greece
Charalambakis, Evangelos; Dendramis, Yiannis; Tzavalis, … - 2017
Persistent link: https://www.econbiz.de/10011648048
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Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis; Giraitis, Liudas; Kapetanios, George - 2020
Unemployment, firm Dynamics, and the Business CyclTime variation is a fundamental problem in statistical and econometric analysis of macroeconomic and financial data. Recently there has been considerable focus on developing econometric modelling that enables stochastic structural change in model...
Persistent link: https://www.econbiz.de/10012316010
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Time varying three pass regression filter
Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023
Persistent link: https://www.econbiz.de/10014383819
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A similarity-based approach for macroeconomic forecasting
Marcellino, Massimiliano; Kapetanios, George; … - 2020
Persistent link: https://www.econbiz.de/10012214041
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A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
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Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms
Kruiniger, Hugo; Tzavalis, Elias - 2002
Persistent link: https://www.econbiz.de/10001689974
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Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias (contributor); Wang, Shi-jun (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455