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Stock returns predictability with unstable predictors
Calonaci, Fabio
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Kapetanios, George
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Price, Simon
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2022
Persistent link: https://www.econbiz.de/10012878864
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Forecasting in the presence of recent structural change
Eklund, Jana
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Kapetanios, George
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Price, Simon
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2011
Persistent link: https://www.econbiz.de/10009405772
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Adaptive forcasting in the presence of recent and ongoing structural change
Giraitis, Liudas
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Kapetanios, George
;
Price, Simon
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2012
Persistent link: https://www.econbiz.de/10009561176
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A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George
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Price, Simon
;
Young, Garry
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2017
Persistent link: https://www.econbiz.de/10011747023
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5
State-level wage Phillips curves
Kapetanios, George
;
Price, Simon
;
Tasiou, Menelaos
; …
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2020
Persistent link: https://www.econbiz.de/10012224954
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6
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen
;
Petrova, Katerina
; …
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2018
Persistent link: https://www.econbiz.de/10012203995
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7
Generalised density forecast combinations
Fawcett, N.
;
Kapetanios, George
;
Mitchell, James
; …
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2014
Persistent link: https://www.econbiz.de/10010348803
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