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 0 2 11 839 2 9 31 1,754
A Comparison of Personal Sector Saving Rates in the UK, US and Italy 0 0 0 61 1 1 3 583
A New Approach for Detecting Shifts in Forecast Accuracy 0 1 50 50 0 6 47 47
A New Nonparametric Test of Cointegration Rank 0 0 0 149 0 0 0 406
A Nonlinear Approach to Public Finance Sustainability in Latin America 0 1 1 191 1 2 3 520
A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models 0 0 0 120 0 0 1 432
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 1 1 6 504 2 3 15 1,383
A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models 0 0 0 102 0 0 0 1,036
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 0 6 53 5 6 21 118
An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests 0 0 1 160 0 2 6 487
Balance of payments prospects in EMU 1 1 1 181 2 2 9 612
Bootstrap Statistical Tests of Rank Determination for System Identification 0 0 0 101 1 1 1 593
Credibility of the Russian Stabilisation Programme in 1995-98 0 0 0 282 1 3 6 1,567
Estimation and Inference in a Non-Linear State Space Model: Durable Consumption 0 0 1 192 0 0 1 440
Evaluating macroeconomic models of the business cycle 0 0 0 64 0 0 1 424
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting 0 0 0 176 1 1 4 470
GLS Detrending for Nonlinear Unit Root Tests 0 0 0 166 0 0 0 334
Import prices and exchange rate pass-through: theory and evidence from the United Kingdom 0 2 13 761 0 5 34 2,027
Inward investment and technical progress in the United Kingdom manufacturing sector 0 0 1 48 0 0 6 309
Measuring Conditional Persistence in Time Series 1 2 11 399 2 7 32 1,250
Model Selection in Threshold Models 0 1 6 678 1 3 13 2,263
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 1 7 531
Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests 0 0 0 418 2 2 4 2,257
Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests 0 0 1 399 1 3 7 1,394
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 1 640
Rational expectations and fixed-event forecasts: an application to UK inflation 0 0 2 148 3 5 10 570
Revisiting useful approaches to data-rich macroeconomic forecasting 0 0 1 141 1 3 22 311
Some evidence on financial factors in the determination of aggregate business investment for the G7 0 0 0 183 0 0 1 1,018
Testing for Neglected Nonlinearity in Long Memory Models 0 0 0 155 1 1 3 310
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations 0 1 11 269 3 10 37 677
The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests 0 0 0 255 1 3 5 869
The effect of tuition fees on students' demands and expectations: evidence from case studies of four 0 0 0 63 0 1 7 325
Threshold Models for Trended Time Series 0 1 2 842 0 1 3 2,453
Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks 0 1 4 275 1 4 17 600
Unit Root Tests in Three-Regime SETAR Models 0 1 4 221 1 2 10 499
Total Working Papers 3 15 136 9,251 35 88 370 30,080


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 2 7 1,364
Total Journal Articles 0 0 0 51 0 2 7 1,364


Statistics updated 2019-09-09