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Kapetanios, George
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1

Forecasting UK inflation bottom up:

Joseph, Andreas ; Potjagailo, Galina ; Chakraborty, Chiranjit.
International Journal of Forecasting.  , 2024
Link: https://doi.org/10.1016/..
 
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2

Forecasting in factor augmented regressions under structura..:

Massacci, Daniele ; Kapetanios, George
International Journal of Forecasting.  40 (2024)  1 - p. 62-76 , 2024
Link: https://doi.org/10.1016/..
 
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3

Assessing the economy using faster indicators:

Kapetanios, George ; Papailias, Fotis
Journal of Forecasting.  43 (2023)  1 - p. 208-223 , 2023
Link: https://doi.org/10.1002/..
 
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4

Mean group instrumental variable estimation of time-varying..:

Bai, Yu ; Marcellino, Massimiliano ; Kapetanios, George
Econometrics and Statistics.  , 2023
Link: https://doi.org/10.1016/..
 
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5

A new test for market efficiency and uncovered interest par..:

Baillie, Richard T. ; Diebold, Francis X. ; Kapetanios, George.
Journal of International Money and Finance.  130 (2023)  - p. 102765 , 2023
Link: https://doi.org/10.1016/..
 
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6

Testing for correlation between the regressors and factor l..:

Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol
Empirical Economics.  64 (2023)  6 - p. 2611-2659 , 2023
Link: https://doi.org/10.1007/..
 
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7

Forecasting Value-at-Risk Using Deep Neural Network Quantil..:

Chronopoulos, Ilias ; Raftapostolos, Aristeidis ; Kapetanios, George
Journal of Financial Econometrics.  22 (2023)  3 - p. 636-669 , 2023
Link: https://doi.org/10.1093/..
 
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8

An LM Test for the Conditional Independence between Regress..:

Kapetanios, George ; Serlenga, Laura ; Shin, Yongcheol
Journal of Business & Economic Statistics.  42 (2023)  2 - p. 743-761 , 2023
Link: https://doi.org/10.1080/..
 
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9

Hierarchical Time-Varying Estimation of Asset Pricing Model:

Baillie, Richard T. ; Calonaci, Fabio ; Kapetanios, George
Journal of Risk and Financial Management.  15 (2022)  1 - p. 14 , 2022
Link: https://doi.org/10.3390/..
 
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10

Making text count: Economic forecasting using newspaper tex:

Kalamara, Eleni ; Turrell, Arthur ; Redl, Chris..
Journal of Applied Econometrics.  37 (2022)  5 - p. 896-919 , 2022
Link: https://doi.org/10.1002/..
 
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11

How did consumers react to the COVID‐19 pandemic over time?:

Kapetanios, George ; Neuteboom, Nora ; Ritsema, Feiko.
Oxford Bulletin of Economics and Statistics.  84 (2022)  5 - p. 961-993 , 2022
Link: https://doi.org/10.1111/..
 
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12

ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DA..:

Dendramis, Yiannis ; Giraitis, Liudas ; Kapetanios, George
Econometric Theory.  37 (2021)  6 - p. 1100-1134 , 2021
Link: https://doi.org/10.1017/..
 
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13

WITHDRAWN: Forecasting UK inflation bottom up:

Joseph, Andreas ; Kalamara, Eleni ; Kapetanios, George.
International Journal of Forecasting.  , 2021
Link: https://doi.org/10.1016/..
 
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14

Time-varying instrumental variable estimation:

Giraitis, Liudas ; Kapetanios, George ; Marcellino, Massimiliano
Journal of Econometrics.  224 (2021)  2 - p. 394-415 , 2021
Link: https://doi.org/10.1016/..
 
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15

Unconventional monetary policies and the macroeconomy: The ..:

Churm, Rohan ; Joyce, Michael ; Kapetanios, George.
The Quarterly Review of Economics and Finance.  80 (2021)  - p. 721-736 , 2021
Link: https://doi.org/10.1016/..
 
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