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Publications by George Kapetanios
Assessing the Economy-Wide Effects of Quantitative Easing*
Economic Journal
Economics
Econometrics
A Generalised Fractional Differencing Bootstrap for Long Memory Processes
Journal of Time Series Analysis
Uncertainty
Applied Mathematics
Statistics
Probability
Credit Market Freedom and Cost Efficiency in US State Banking
Journal of Empirical Finance
Economics
Finance
Econometrics
An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies
SSRN Electronic Journal
Exponent of Cross-Sectional Dependence for Residuals
Sankhya B
Uncertainty
Applied Mathematics
Statistics
Probability
Correction To: Exponent of Cross-Sectional Dependence for Residuals
Sankhya B
Uncertainty
Applied Mathematics
Statistics
Probability
Model Selection in Threshold Models
Journal of Time Series Analysis
Uncertainty
Applied Mathematics
Statistics
Probability
Estimating Deterministically Time-Varying Variances in Regression Models
Economics Letters
Economics
Finance
Econometrics
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions
SSRN Electronic Journal
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset
SSRN Electronic Journal