Advanced Search
MyIDEAS: Login

George Kapetanios

Contents:

This is information that was supplied by George Kapetanios in registering through RePEc. If you are George Kapetanios , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: George
Middle Name:
Last Name: Kapetanios
Suffix:

RePEc Short-ID: pka15

Email:
Homepage:
Postal Address:
Phone:

Affiliation

School of Economics and Finance
Queen Mary
Location: London, United Kingdom
Homepage: http://www.econ.qmul.ac.uk/
Email:
Phone: +44 (0) 20 7882 5096
Fax: +44 (0) 20 8983 3580
Postal: London E1 4NS
Handle: RePEc:edi:deqmwuk (more details at EDIRC)

Works

as in new window

Working papers

  1. Georgios Chortareas & George Kapetanios & Merih Uctum, 2003. "An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests," Working Papers 485, Queen Mary, University of London, School of Economics and Finance.
  2. Georgios Chortareas & George Kapetanios & Merih Uctum, 2003. "A Nonlinear Approach to Public Finance Sustainability in Latin America," Working Papers 486, Queen Mary, University of London, School of Economics and Finance.
  3. George Kapetanios, 2003. "A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems," Working Papers 483, Queen Mary, University of London, School of Economics and Finance.
  4. George Kapetanios & Massimiliano Marcellino, 2003. "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers 489, Queen Mary, University of London, School of Economics and Finance.
  5. Hasan Bakhshi & George Kapetanios & Anthony Yates, 2003. "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers 176, Bank of England.
  6. Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge.
  7. Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary, University of London, School of Economics and Finance.
  8. Valerie Herzberg & George Kapetanios & Simon Price, 2003. "Import prices and exchange rate pass-through: theory and evidence from the United Kingdom," Bank of England working papers 182, Bank of England.
  9. George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary, University of London, School of Economics and Finance.
  10. n/a, 2002. "Credibility of the Russian Stabilisation Programme in 1995-98," NIESR Discussion Papers 149, National Institute of Economic and Social Research.
  11. George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary, University of London, School of Economics and Finance.
  12. Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary, University of London, School of Economics and Finance.
  13. George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary, University of London, School of Economics and Finance.
  14. George Kapetanios, 2002. "A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models," Working Papers 475, Queen Mary, University of London, School of Economics and Finance.
  15. George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary, University of London, School of Economics and Finance.
  16. George Kapetanios, 2002. "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers 467, Queen Mary, University of London, School of Economics and Finance.
  17. George Kapetanios & Yongcheol Shin, 2002. "GLS Detrending for Nonlinear Unit Root Tests," Working Papers 472, Queen Mary, University of London, School of Economics and Finance.
  18. George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary, University of London, School of Economics and Finance.
  19. George Kapetanios, 2002. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 473, Queen Mary, University of London, School of Economics and Finance.
  20. George Kapetanios, 2002. "Measuring Conditional Persistence in Time Series," Working Papers 474, Queen Mary, University of London, School of Economics and Finance.
  21. Kapetanios, George & Simon Price, 2002. "Estimation and Inference in a Non-Linear State Space Model: Durable Consumption," Royal Economic Society Annual Conference 2002 110, Royal Economic Society.
  22. George Kapetanios, 2002. "Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset," Working Papers 471, Queen Mary, University of London, School of Economics and Finance.
  23. Dr Heather Rolfe, 2001. "The effect of tuition fees on students' demands and expectations: evidence from case studies of four," NIESR Discussion Papers 152, National Institute of Economic and Social Research.
  24. n/a, 2001. "A Comparison of Personal Sector Saving Rates in the UK, US and Italy," NIESR Discussion Papers 150, National Institute of Economic and Social Research.
  25. Professor E. Philip Davis, 2001. "Some evidence on financial factors in the determination of aggregate business investment for the G7," NIESR Discussion Papers 155, National Institute of Economic and Social Research.
  26. Nigel Pain & Ray Barrell & Dawn Holland, 2001. "Openness, integration and transition: prospects and policies for economies in transition," NIESR Discussion Papers 165, National Institute of Economic and Social Research.
  27. n/a, 2001. "Balance of payments prospects in EMU," NIESR Discussion Papers 164, National Institute of Economic and Social Research.
  28. n/a, 2001. "A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models," NIESR Discussion Papers 154, National Institute of Economic and Social Research.
  29. Dr Garry Young, 2000. "Evaluating macroeconomic models of the business cycle," NIESR Discussion Papers 166, National Institute of Economic and Social Research.
  30. John Forth, 2000. "Pay settlements in Britain," NIESR Discussion Papers 169, National Institute of Economic and Social Research.
  31. Nigel Pain, 2000. "Inward investment and technical progress in the United Kingdom manufacturing sector," NIESR Discussion Papers 167, National Institute of Economic and Social Research.
  32. Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge.
  33. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.
    RePEc:nsr:niesrd:151 is not listed on IDEAS
    RePEc:nsr:niesrd:153 is not listed on IDEAS

Articles

  1. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale, 2001. "An automatic leading indicator of economic activity: forecasting GDP growth for European countries," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 37.

NEP Fields

24 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2002-12-02 2003-04-13
  2. NEP-ECM: Econometrics (18) 1999-03-22 1999-03-22 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2002-12-10 2003-01-19 2003-01-19 2003-02-15 2003-04-13 2003-04-13. Author is listed
  3. NEP-EEC: European Economics (1) 2003-04-21
  4. NEP-ETS: Econometric Time Series (18) 1999-03-22 1999-03-22 2002-07-08 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2003-01-19 2003-01-19 2003-01-19 2003-01-19 2003-04-13. Author is listed
  5. NEP-IFN: International Finance (5) 2002-12-02 2002-12-02 2002-12-02 2003-01-19 2003-04-21. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2003-04-21
  7. NEP-PKE: Post Keynesian Economics (1) 2003-02-10
  8. NEP-RMG: Risk Management (6) 2002-12-02 2002-12-02 2002-12-02 2002-12-02 2003-01-19 2003-01-19. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Closeness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, George Kapetanios should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.