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A stochastic variance factor m...
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Kapetanios, George
304
Cipollini, Andrea
40
Marcellino, Massimiliano
39
Kapetanios, G.
36
Price, Simon
31
Pesaran, M. Hashem
28
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18
Shin, Yongcheol
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17
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13
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9
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6
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5
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5
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41
Climate risk and investment in equities in Europe : a panel SVAR approach
Cipollini, Andrea
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014336780
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42
Government spending and credit market : evidence from Italian (NUTS 3) provinces
Cipollini, Andrea
;
Frangiamore, Francesco
- In:
Papers in regional science : the journal of the …
102
(
2023
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10014342313
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43
Climate risk definition and measures : asset pricing models and stock returns
Capriotti, Alessio
;
Cipollini, Andrea
;
Muzzioli, Silvia
-
2024
Persistent link: https://www.econbiz.de/10014550912
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44
Stock returns and exchange rate volatility spillovers in the MENA region
Eissa, Mohamed Abdelaziz
;
Chortareas, Georgios E.
; …
- In:
Journal of emerging market finance
9
(
2010
)
3
,
pp. 257-284
Persistent link: https://www.econbiz.de/10009156615
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45
Exchange rates and stock prices in the MENA countries : what role for oil?
Chortareas, Georgios E.
;
Cipollini, Andrea
;
Eissa, …
- In:
Review of development economics
15
(
2011
)
4
,
pp. 758-774
Persistent link: https://www.econbiz.de/10009384254
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46
A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, George
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 377-395
Persistent link: https://www.econbiz.de/10003750840
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47
Model selection in threshold models
Kapetanios, George
-
1999
Persistent link: https://www.econbiz.de/10001387305
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48
Threshold models for trended time series
Kapetanios, George
-
1999
Persistent link: https://www.econbiz.de/10001387307
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49
A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models
Chudik, A.
;
Kapetanios, G.
;
Pesaran, M. Hashem
- In:
Econometrica
86
(
2018
)
4
,
pp. 1479-1512
Persistent link: https://www.econbiz.de/10012097931
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50
A similarity‐based approach for macroeconomic forecasting
Dendramis, Y.
;
Kapetanios, G.
;
Marcellino, M.
- In:
Journal of the Royal Statistical Society: Series A …
183
(
2020
)
3
,
pp. 801-827
Persistent link: https://www.econbiz.de/10012284174
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