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~isPartOf:"Journal of applied econometrics"
~person:"Bollerslev, Tim"
~person:"Kapetanios, George"
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Bollerslev, Tim
Kapetanios, George
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1
Making text count : economic forecasting using newspaper text
Kalamara, Eleni
;
Turrell, Arthur
;
Redl, Chris
; …
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 896-919
Persistent link: https://www.econbiz.de/10013464641
Saved in:
2
Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
Giraitis, Liudas
;
Kapetanios, George
;
Wetherilt, Anne Vila
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 58-84
Persistent link: https://www.econbiz.de/10011642137
Saved in:
3
Daily house price indices : construction, modeling, and longer-run predictions
Bollerslev, Tim
;
Patton, Andrew J.
;
Wang, Wenjing
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1005-1025
Persistent link: https://www.econbiz.de/10011686220
Saved in:
4
Multivariate methods for monitoring structural change
Groen, Jan J. J.
;
Kapetanios, George
;
Price, Simon
- In:
Journal of applied econometrics
28
(
2013
)
2
,
pp. 250-274
Persistent link: https://www.econbiz.de/10009733330
Saved in:
5
Forecasting large datasets with Bayesian reduced rank multivariate models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
6
Estimating time variation in measurement error from data revisions : an application to backcasting and forecasting in dynamic models
Kapetanios, George
;
Yates, Anthony
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 869-893
Persistent link: https://www.econbiz.de/10008667439
Saved in:
7
Special issue: Forecast uncertainty in macroeconomics and finance
Bollerslev, Tim
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008667511
Saved in:
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