Information about:
George Kapetanios

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Affiliation

• Bank of England

  Location: London, United Kingdom
  Homepage: http://www.bankofengland.co.uk/
  Email:
  Phone: +44 (020) 7601 4444
  Fax: +44 (020) 7601 5460
  Postal: Threadneedle Street, London EC2R 8AH
  Handle: RePEc:edi:boegvuk (registered authors at this institution)

• Department of Economics
  Queen Mary
  University of London

  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 (registered authors at this institution)

Working papers

1. 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, Department of Economics. [Downloadable!]

2. 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, Department of Economics. [Downloadable!]

3. 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, Department of Economics. [Downloadable!]

4. 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. [Downloadable!]
   Other versions:
   • George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary, University of London, Department of Economics. [Downloadable!]

5. 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, Department of Economics. [Downloadable!]
   Other versions:
   • Georgios Chortareas & George Kapetanios, . "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England. [Downloadable!]
   
   Published as:
   • Georgios Chortareas & George Kapetanios, 2004. "The Yen Real Exchange Rate may be Stationary after all: Evidence from Non-linear Unit-root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(1), pages 113-131, 02. [Downloadable!] (restricted)

6. 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, Department of Economics. [Downloadable!]

7. George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary, University of London, Department of Economics. [Downloadable!]

8. 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, Department of Economics. [Downloadable!]

9. George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary, University of London, Department of Economics. [Downloadable!]

10. George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary, University of London, Department of Economics. [Downloadable!]

11. George Kapetanios & Yongcheol Shin, 2002. "GLS Detrending for Nonlinear Unit Root Tests," Working Papers 472, Queen Mary, University of London, Department of Economics. [Downloadable!]

12. Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary, University of London, Department of Economics. [Downloadable!]

13. George Kapetanios, 2002. "Measuring Conditional Persistence in Time Series," Working Papers 474, Queen Mary, University of London, Department of Economics. [Downloadable!]

14. George Kapetanios, 2002. "A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models," Working Papers 475, Queen Mary, University of London, Department of Economics. [Downloadable!]

15. 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, Department of Economics. [Downloadable!]

16. 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. [Downloadable!]

17. George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary, University of London, Department of Economics. [Downloadable!]

18. George Kapetanios, 2002. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 473, Queen Mary, University of London, Department of Economics. [Downloadable!]

19. 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, Department of Economics. [Downloadable!]

20. George Kapetanios, 2000. "Model Selection Uncertainty and Dynamic Models," NIESR Discussion Papers 165, National Institute of Economic and Social Research. [Downloadable!]

21. George Kapetanios & James Mitchell & Martin R. Weale, 2000. "Cointegrating VAR models with endogenous I(0) variables: theoretical extensions and an application to UK monetary policy," NIESR Discussion Papers 169, National Institute of Economic and Social Research. [Downloadable!]

22. George Kapetanios, 2000. "Incorporating lag order selection uncertainty in parameter inference for AR models," NIESR Discussion Papers 167, National Institute of Economic and Social Research. [Downloadable!]

23. George Kapetanios & Y. Shin & A. Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," NIESR Discussion Papers 164, National Institute of Economic and Social Research. [Downloadable!]

24. George Kapetanios, 2000. "Information Criteria, Model Selection Uncertainty and the Determination of Cointegration Rank," NIESR Discussion Papers 166, National Institute of Economic and Social Research. [Downloadable!]

25. Andrew P Blake & George Kapetanios, 1999. "A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity," NIESR Discussion Papers 153, National Institute of Economic and Social Research. [Downloadable!]
    Published as:
    • Andrew P. Blake & George Kapetanios, 2003. "A radial basis function artificial neural network test for neglected nonlinearity," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 357-373, December. [Downloadable!] (restricted)

26. Andrew P Blake & George Kapetanios, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," NIESR Discussion Papers 154, National Institute of Economic and Social Research. [Downloadable!]
    Published as:
    • Blake, Andrew P. & Kapetanios, George, 2000. "A radial basis function artificial neural network test for ARCH," Economics Letters, Elsevier, vol. 69(1), pages 15-23, October. [Downloadable!] (restricted)

27. Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge. [Downloadable!]

28. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge. [Downloadable!]

29. George Kapetanios, 1999. "A test of m structural breaks under the unitroot hypothesis," NIESR Discussion Papers 152, National Institute of Economic and Social Research. [Downloadable!]

30. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries," NIESR Discussion Papers 149, National Institute of Economic and Social Research. [Downloadable!]
    Published as:
    • 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.

31. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "Tests of Rank in Reduced Rank Regression Models," NIESR Discussion Papers 150, National Institute of Economic and Social Research. [Downloadable!]

32. Gonzalo Camba-Mendez & George Kapetanios & Martin R. Weale, 1999. "The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany,Italy and the UK," NIESR Discussion Papers 155, National Institute of Economic and Social Research. [Downloadable!]

33. Gonzalo Camba-Mendez & George Kapetanios, 1999. "A Bootstrap Test of Cointegration Rank," NIESR Discussion Papers 151, National Institute of Economic and Social Research. [Downloadable!]

34. Valerie Herzberg & George Kapetanios & Simon Price, . "Import prices and exchange rate pass-through: theory and evidence from the United Kingdom," Bank of England working papers 182, Bank of England. [Downloadable!]

35. Hasan Bakhshi & George Kapetanios & Anthony Yates, . "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers 176, Bank of England. [Downloadable!]
    Published as:
    • H. Bakhshi & G. Kapetanios & T. Yates, 2005. "Rational expectations and fixed-event forecasts: An application to UK inflation," Empirical Economics, Springer, vol. 30(3), pages 539-553, October. [Downloadable!] (restricted)

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.
   Other versions:
   • Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries," NIESR Discussion Papers 149, National Institute of Economic and Social Research. [Downloadable!]

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

This page was last updated on 2009-11-30.