g kapetanios
g kapetanios
Professor of Finance and Econometrics, Kings College London
Verified email at kcl.ac.uk
Title
Cited by
Cited by
Year
Testing for a unit root in the nonlinear STAR framework
G Kapetanios, Y Shin, A Snell
Journal of econometrics 112 (2), 359-379, 2003
17062003
Panels with non-stationary multifactor error structures
G Kapetanios, MH Pesaran, T Yamagata
Journal of econometrics 160 (2), 326-348, 2011
7222011
Assessing the economy‐wide effects of quantitative easing
G Kapetanios, H Mumtaz, I Stevens, K Theodoridis
The Economic Journal 122 (564), F316-F347, 2012
4552012
Unit‐root testing against the alternative hypothesis of up to m structural breaks
G Kapetanios
Journal of Time Series Analysis 26 (1), 123-133, 2005
3272005
Testing for cointegration in nonlinear smooth transition error correction models
G Kapetanios, Y Shin, A Snell
Econometric Theory 22 (2), 279-303, 2006
2862006
Getting PPP right: identifying mean-reverting real exchange rates in panels
G Chortareas, G Kapetanios
Journal of Banking & Finance 33 (2), 390-404, 2009
2412009
Forecasting exchange rates with a large Bayesian VAR
A Carriero, G Kapetanios, M Marcellino
International Journal of Forecasting 25 (2), 400-417, 2009
1822009
Exponent of cross‐sectional dependence: Estimation and inference
N Bailey, G Kapetanios, MH Pesaran
Journal of Applied Econometrics 31 (6), 929-960, 2016
1752016
Unit root tests in three‐regime SETAR models
G Kapetanios, Y Shin
The Econometrics Journal 9 (2), 252-278, 2006
1672006
Factor-GMM estimation with large sets of possibly weak instruments
G Kapetanios, M Marcellino
Computational Statistics & Data Analysis 54 (11), 2655-2675, 2010
1512010
An automatic leading indicator of economic activity: forecasting GDP growth for European countries
G Camba‐Mendez, G Kapetanios, RJ Smith, MR Weale
The Econometrics Journal 4 (1), S56-S90, 2001
1342001
Forecast combination and the Bank of England's suite of statistical forecasting models
G Kapetanios, V Labhard, S Price
Economic Modelling 25 (4), 772-792, 2008
1282008
A testing procedure for determining the number of factors in approximate factor models with large datasets
G Kapetanios
Journal of Business & Economic Statistics 28 (3), 397-409, 2010
1272010
A bootstrap procedure for panel data sets with many cross‐sectional units
G Kapetanios
The Econometrics Journal 11 (2), 377-395, 2008
1262008
A parametric estimation method for dynamic factor models of large dimensions
G Kapetanios, M Marcellino
Journal of Time Series Analysis 30 (2), 208-238, 2009
1242009
Inference on stochastic time-varying coefficient models
L Giraitis, G Kapetanios, T Yates
Journal of Econometrics 179 (1), 46-65, 2014
1232014
Forecasting using Bayesian and information-theoretic model averaging: An application to UK inflation
G Kapetanios, V Labhard, S Price
Journal of Business & Economic Statistics 26 (1), 33-41, 2008
1122008
Forecasting large datasets with Bayesian reduced rank multivariate models
A Carriero, G Kapetanios, M Marcellino
Journal of Applied Econometrics 26 (5), 735-761, 2011
1042011
Nonlinear mean reversion in real exchange rates
GE Chortareas, G Kapetanios, Y Shin
Economics Letters 77 (3), 411-417, 2002
1002002
Revisiting useful approaches to data-rich macroeconomic forecasting
JJJ Groen, G Kapetanios
Computational Statistics & Data Analysis 100, 221-239, 2016
952016
The system can't perform the operation now. Try again later.
Articles 1–20