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Forecasting exchange rates with a large Bayesian VAR
Carriero, A.; Kapetanios, G.; Marcellino, M. - In: International journal of forecasting 25 (2009) 2, pp. 400-418
Persistent link: https://www.econbiz.de/10008892136
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Forecasting exchange rates with a large Bayesian VAR
Carriero, A.; Kapetanios, G.; Marcellino, M. - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10008231944
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
Kapetanios, George; Marcellino, Massimiliano - In: Economics letters 108 (2010) 1, pp. 36-40
Persistent link: https://www.econbiz.de/10008422817
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Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2048
Persistent link: https://www.econbiz.de/10009972344
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Bootstrap neural network cointegration tests against nonlinear alternative hypotheses
Kapetanios, George - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 2
Persistent link: https://www.econbiz.de/10009949787
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Rational expectations and fixed-event forecasts: An application to UK inflation
Bakhshi, H.; Kapetanios, G.; Yates, T. - In: Empirical economics : a journal of the Institute for … 30 (2005) 3, pp. 539-554
Persistent link: https://www.econbiz.de/10006234503
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A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, A.; Kapetanios, G. - In: Economics letters 100 (2008) 1, pp. 130-134
Persistent link: https://www.econbiz.de/10008057561
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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
Saikkonen, Pentti; Balke, N.S.; Fomby, T.B.; Bec, F.; … - In: Econometric theory 24 (2008) 1, pp. 294
Persistent link: https://www.econbiz.de/10007896786
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, A.; Kapetanios, G. - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10008172664
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A bootstrap procedure for panel data sets with many cross-sectional units
Kapetanios, G. - In: The econometrics journal 11 (2008) 2, pp. 377-395
Persistent link: https://www.econbiz.de/10008077657