Kapetanios, George
Kapetanios, George 1971-
Kapetanios, G. (George)
Καπετάνιος, Γιώργος 1971-
George Kapetanios researcher
VIAF ID: 37817359 ( Personal )
Permalink: http://viaf.org/viaf/37817359
Preferred Forms
- 100 0 _ ‡a George Kapetanios ‡c researcher
- 100 1 0 ‡a Kapetanios, G. ‡q (George)
- 100 1 _ ‡a Kapetanios, George
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- 100 1 _ ‡a Kapetanios, George ‡d 1971-
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4xx's: Alternate Name Forms (6)
5xx's: Related Names (5)
- 510 2 _ ‡a Bank of England
- 510 2 _ ‡a Bank of England ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a King's College London ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Queen Mary / School of Economics and Finance
- 510 2 _ ‡a Queen Mary, University of London
Works
Title | Sources |
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Alternative approaches to estimation and inference in large multifactor panels small sample results with an application to modelling of asset returns | |
A bootstrap test of cointegration rank | |
Cointegrating VAR models with endogenous / (0) variables : theoretical extensions and an application to UK monetary policy | |
Estimating the rank of the spectral density matrix | |
Exponent of cross-sectional dependence : estimation and inference | |
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments | |
Forecast combination and the Bank of England's suite of statistical forecasting models | |
Forecasting Euro area inflation using dynamic factor measures of underlying inflation | |
Forecasting Government Bond Yields with Large Bayesian VARs | |
Forecasting large datasets with Bayesian reduced rank multivariate models | |
Forecasting with measurement errors in dynamic models | |
Import prices and exchange rate pass-through : theory and evidence from the United Kingdom | |
Impulse response functions from structural dynamic factor models: a Monte Carlo evaluation | |
Model selection in threshold models, 1999: | |
Model selection uncertainty and dynamic models | |
Panels with nonstationary multifactor error structures | |
A parametric estimation method for dynamic factor models of large dimensions | |
A radial basis function artificial neural network test for neglected nonlinearity | |
Rational expectations and fixed-event forecasts : an application to UK inflation | |
Spectral based methods to identify common trends and common cycles | |
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling | |
A test of m structural breaks under the unit root hypothesis | |
Testing for a unit root against nonlinear star models | |
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests |