Access Statistics for George Kapetanios

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions 1 2 10 841 1 5 33 1,762
A Comparison of Personal Sector Saving Rates in the UK, US and Italy 0 0 0 61 0 0 3 583
A New Approach for Detecting Shifts in Forecast Accuracy 0 1 10 51 4 12 39 62
A New Nonparametric Test of Cointegration Rank 0 0 1 150 0 1 2 408
A Nonlinear Approach to Public Finance Sustainability in Latin America 0 0 1 191 0 1 4 521
A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models 0 0 0 120 0 1 2 434
A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems 0 0 0 139 0 0 0 315
A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models 0 1 5 506 1 4 13 1,390
A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models 1 2 2 104 1 2 2 1,038
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 1 1 1 54 1 4 14 122
An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests 0 0 0 160 0 1 7 490
Balance of payments prospects in EMU 1 1 2 182 3 5 15 619
Bootstrap Statistical Tests of Rank Determination for System Identification 0 0 0 101 0 6 7 599
Credibility of the Russian Stabilisation Programme in 1995-98 0 0 0 282 0 0 3 1,567
Estimation and Inference in a Non-Linear State Space Model: Durable Consumption 0 0 1 192 1 1 2 441
Evaluating macroeconomic models of the business cycle 0 0 0 64 0 3 3 427
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting 0 0 0 176 1 3 5 473
GLS Detrending for Nonlinear Unit Root Tests 0 0 0 166 0 2 4 338
Import prices and exchange rate pass-through: theory and evidence from the United Kingdom 2 3 11 766 6 15 36 2,046
Inward investment and technical progress in the United Kingdom manufacturing sector 0 0 1 48 2 2 6 311
Measuring Conditional Persistence in Time Series 1 5 12 404 4 16 42 1,270
Model Selection in Threshold Models 0 0 1 678 2 6 12 2,271
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset 0 0 2 247 1 4 11 535
Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests 0 0 0 418 0 2 5 2,260
Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests 0 0 0 399 1 2 6 1,396
Openness, integration and transition: prospects and policies for economies in transition 0 0 1 54 0 0 2 256
Pay settlements in Britain 0 0 0 165 1 1 3 642
Rational expectations and fixed-event forecasts: an application to UK inflation 0 0 2 148 0 0 11 572
Revisiting useful approaches to data-rich macroeconomic forecasting 0 0 1 142 1 4 19 316
Some evidence on financial factors in the determination of aggregate business investment for the G7 0 0 0 183 0 3 3 1,021
Testing for Neglected Nonlinearity in Long Memory Models 0 0 0 155 0 1 2 311
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations 1 2 13 271 2 10 43 690
The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests 0 0 0 255 1 3 7 872
The effect of tuition fees on students' demands and expectations: evidence from case studies of four 0 0 0 63 0 3 11 329
Threshold Models for Trended Time Series 0 0 1 842 0 1 3 2,454
Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks 0 1 2 276 2 7 18 609
Unit Root Tests in Three-Regime SETAR Models 0 0 3 221 0 1 10 501
Total Working Papers 8 19 83 9,275 36 132 408 30,251


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An automatic leading indicator of economic activity: forecasting GDP growth for European countries 0 0 0 51 0 3 8 1,368
Total Journal Articles 0 0 0 51 0 3 8 1,368


Statistics updated 2020-01-03