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~isPartOf:"Journal of forecasting"
~person:"Kapetanios, George"
~person:"Rossi, Barbara"
~person:"So, Mike Ka-pui"
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Forecasting model
8
Prognoseverfahren
8
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Euro area
3
Eurozone
3
Factor analysis
3
Faktorenanalyse
3
Time series analysis
3
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3
EU countries
2
EU-Staaten
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factor models
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nowcasting
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1996-2004
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Finanzmarkt
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Großbritannien
1
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8
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Kapetanios, George
Rossi, Barbara
So, Mike Ka-pui
Gupta, Rangan
15
Franses, Philip Hans
12
Marcellino, Massimiliano
8
Clements, Michael P.
7
Wang, Yudong
7
Chen, Cathy W. S.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Granger, C. W. J.
5
Kunst, Robert M.
5
McAleer, Michael
5
O'Hare, Colin
5
Peel, David
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Banerjee, Anindya
4
Brooks, Chris
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Dua, Pami
4
Gerlach, Richard
4
Hall, Stephen G.
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kouassi, Eugène
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
McMillan, David G.
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
Taylor, Nicholas
4
Bessler, David A.
3
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Journal of forecasting
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Working paper
15
Barcelona GSE working paper series : working paper
14
International journal of forecasting
12
Discussion paper / Centre for Economic Policy Research
11
Bank of England Working Paper
10
Journal of econometrics
9
Working Papers / Duke University, Department of Economics
8
Working papers / Bank of England
8
ERID working paper
7
Journal of applied econometrics
6
Working papers / Duke University, Department of Economics
6
CAMA working paper series
5
Discussion papers / CEPR
5
ECB Working Paper
5
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Staff working papers / Bank of England
5
Working Paper
5
Working Papers / School of Economics and Finance, Queen Mary
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Working Papers / Barcelona Graduate School of Economics (Barcelona GSE)
4
CAMA Working Paper
3
CEPR Discussion Papers
3
EUI working paper / ECO
3
Economics letters
3
Working paper series / European Central Bank
3
Bank of England working papers
2
CAFE Research Paper
2
Economic Research Initiatives at Duke Working Paper
2
FRB of Philadelphia Working Paper
2
Handbook of economic forecasting ; Volume 2B
2
Journal of Econometrics
2
Journal of banking & finance
2
Journal of economic literature
2
Journal of empirical finance
2
NBER Working Paper
2
NBER working paper series
2
Working Paper Series / European Central Bank
2
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1
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
Saved in:
2
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
Saved in:
3
Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni
;
Kapetanios, George
;
Labhard, Vincent
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
Saved in:
4
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
5
A threshold factor multivariate stochastic volatility model
So, Mike Ka-pui
;
Ts'ai, Cheng-jen
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 712-735
Persistent link: https://www.econbiz.de/10003918208
Saved in:
6
Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Méndez, Gonzalo
;
Kapetanios, George
- In:
Journal of forecasting
24
(
2005
)
7
,
pp. 491-503
Persistent link: https://www.econbiz.de/10003199671
Saved in:
7
A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui
;
Chen, Cathy W. S.
;
Chen, Ming-tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
Saved in:
8
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
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