IDEAS home Printed from https://ideas.repec.org/e/pka15.html
   My authors  Follow this author

George Kapetanios

Personal Details

First Name:George
Middle Name:
Last Name:Kapetanios
Suffix:
RePEc Short-ID:pka15

Affiliation

(80%) Business School
King's College London

London, United Kingdom
http://www.kcl.ac.uk/business

: +44-2078483770
+44 (0)207 848 4254
Bush House, 30 Aldwych, London WC2B 4BG
RePEc:edi:dmkcluk (more details at EDIRC)

(20%) Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/

: +44 (0)20 3461 4878
+44 (0)20 3461 4771
Threadneedle Street, London EC2R 8AH
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chudik, Alexander & Kapetanios, George & Pesaran, M. Hashem, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization and Monetary Policy Institute Working Paper 290, Federal Reserve Bank of Dallas.
  2. Groen, Jan J. J. & Kapetanios, George, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports 327, Federal Reserve Bank of New York, revised 01 Oct 2015.
  3. George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary University of London, School of Economics and Finance.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Tatiana Kirsanova, 2002. "Credibility of the Russian Stabilisation Programme in 1995-98," National Institute of Economic and Social Research (NIESR) Discussion Papers 193, National Institute of Economic and Social Research.
  13. George Kapetanios, 2002. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 473, Queen Mary University of London, School of Economics and Finance.
  14. 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.
  15. George Kapetanios, 2002. "Measuring Conditional Persistence in Time Series," Working Papers 474, Queen Mary University of London, School of Economics and Finance.
  16. 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.
  17. 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.
  18. 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.
  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, School of Economics and Finance.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. Dr Heather Rolfe, 2001. "The effect of tuition fees on students' demands and expectations: evidence from case studies of four," National Institute of Economic and Social Research (NIESR) Discussion Papers 190, National Institute of Economic and Social Research.
  26. Dirk Te Velde, 2001. "Balance of payments prospects in EMU," National Institute of Economic and Social Research (NIESR) Discussion Papers 178, National Institute of Economic and Social Research.
  27. Nigel Pain & Ray Barrell & Dawn Holland, 2001. "Openness, integration and transition: prospects and policies for economies in transition," National Institute of Economic and Social Research (NIESR) Discussion Papers 177, National Institute of Economic and Social Research.
  28. Professor E. Philip Davis, 2001. "Some evidence on financial factors in the determination of aggregate business investment for the G7," National Institute of Economic and Social Research (NIESR) Discussion Papers 187, National Institute of Economic and Social Research.
  29. Andrew Blake, 2001. "A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 188, National Institute of Economic and Social Research.
  30. Tatiana Kirsanova, 2001. "A Comparison of Personal Sector Saving Rates in the UK, US and Italy," National Institute of Economic and Social Research (NIESR) Discussion Papers 192, National Institute of Economic and Social Research.
  31. Dr Garry Young, 2000. "Evaluating macroeconomic models of the business cycle," National Institute of Economic and Social Research (NIESR) Discussion Papers 176, National Institute of Economic and Social Research.
  32. Nigel Pain, 2000. "Inward investment and technical progress in the United Kingdom manufacturing sector," National Institute of Economic and Social Research (NIESR) Discussion Papers 175, National Institute of Economic and Social Research.
  33. John Forth, 2000. "Pay settlements in Britain," National Institute of Economic and Social Research (NIESR) Discussion Papers 173, National Institute of Economic and Social Research.
  34. Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge.
  35. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge.

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 1-37.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

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

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (19) 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 2008-06-07. Author is listed
  2. NEP-ETS: Econometric Time Series (19) 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 2008-06-07. Author is listed
  3. 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
  4. NEP-IFN: International Finance (5) 2002-12-02 2002-12-02 2002-12-02 2003-01-19 2003-04-21. Author is listed
  5. NEP-CMP: Computational Economics (2) 2002-12-02 2003-04-13
  6. NEP-MAC: Macroeconomics (2) 2003-04-21 2008-06-07
  7. NEP-CBA: Central Banking (1) 2008-06-07
  8. NEP-EEC: European Economics (1) 2003-04-21
  9. NEP-FOR: Forecasting (1) 2008-06-07
  10. NEP-ORE: Operations Research (1) 2017-02-05
  11. NEP-PKE: Post Keynesian Economics (1) 2003-02-10

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. 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.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.