E-LIB Suche - Ergebnisse für: Kapetanios, George

1

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/..

2

Forecasting UK inflation bottom up:

Joseph, Andreas ; Potjagailo, Galina ; Chakraborty, Chiranjit.
International Journal of Forecasting. , 2024

Link: https://doi.org/10.1016/..

3

On Robust Inference in Time Series Regression

NBER working paper series, no. w32554

Baillie, Richard T ; Diebold, Francis X ; Kapetanios, George.. , 2024

Link: https://www.nber.org/pap..

4

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/..

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/..

6

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

Bai, Yu ; Marcellino, Massimiliano ; Kapetanios, George
Econometrics and Statistics. , 2023

Link: https://doi.org/10.1016/..

7

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/..

8

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/..

9

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/..

10

A New Test for Market Efficiency and Uncovered Interest Par..

NBER working paper series, no. w30638

Baillie, Richard T ; Diebold, Francis X ; Kapetanios, George. , 2022

Link: https://www.nber.org/pap..

11

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/..

12

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/..

13

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/..

14

Measuring and communicating uncertainty in official statist..

Statistical working papers : theme General and regional statistics

Kapetanios, George ; Marcellino, Massimiliano ; Kempf, Felix... - 2021 edition . , 2021

Link: https://data.europa.eu/d..

15

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/..