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 0 3 842 1 2 18 1,776
A Comparison of Personal Sector Saving Rates in the UK, US and Italy 0 0 0 61 0 3 6 589
A New Approach for Detecting Shifts in Forecast Accuracy 0 0 0 51 1 2 16 71
A New Nonparametric Test of Cointegration Rank 0 1 1 151 1 3 6 414
A Nonlinear Approach to Public Finance Sustainability in Latin America 0 0 1 192 0 0 4 525
A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models 0 0 1 121 0 0 4 437
A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems 0 0 1 140 0 0 1 316
A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models 0 0 1 507 0 0 4 1,392
A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models 0 0 2 104 3 3 7 1,043
A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models 0 1 4 57 1 7 16 135
An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests 0 0 3 163 0 0 6 496
Balance of payments prospects in EMU 0 0 1 182 0 3 11 627
Big data analytics: a new perspective 0 1 2 214 1 6 19 266
Bootstrap Statistical Tests of Rank Determination for System Identification 0 0 0 101 0 0 2 599
Credibility of the Russian Stabilisation Programme in 1995-98 0 0 0 282 0 2 6 1,573
Estimation and Inference in a Non-Linear State Space Model: Durable Consumption 0 0 1 193 0 1 6 446
Evaluating macroeconomic models of the business cycle 0 0 0 64 0 3 7 433
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting 0 0 0 176 0 1 3 474
GLS Detrending for Nonlinear Unit Root Tests 0 0 0 166 0 0 3 340
Import prices and exchange rate pass-through: theory and evidence from the United Kingdom 0 1 7 771 0 4 26 2,064
Inward investment and technical progress in the United Kingdom manufacturing sector 0 0 0 48 0 0 4 313
Measuring Conditional Persistence in Time Series 0 1 18 417 4 10 50 1,307
Model Selection in Threshold Models 0 1 7 685 1 2 16 2,282
Model selection criteria for factor-augmented regressions 0 0 0 100 0 1 2 379
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset 0 1 4 251 0 2 11 544
Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests 0 0 0 418 0 2 8 2,266
Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests 0 0 0 399 0 4 6 1,400
Openness, integration and transition: prospects and policies for economies in transition 0 0 1 55 0 1 2 258
Parsimonious estimation with many instruments 0 0 0 30 0 0 3 86
Pay settlements in Britain 0 0 0 165 2 3 8 649
Rational expectations and fixed-event forecasts: an application to UK inflation 0 0 0 148 0 3 3 575
Revisiting useful approaches to data-rich macroeconomic forecasting 0 0 1 143 0 1 8 322
Some evidence on financial factors in the determination of aggregate business investment for the G7 0 0 0 183 0 0 1 1,021
Testing for Neglected Nonlinearity in Long Memory Models 0 0 0 155 0 0 3 313
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations 1 3 5 275 4 10 35 718
The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests 0 0 0 255 0 1 5 875
The effect of tuition fees on students' demands and expectations: evidence from case studies of four 0 0 0 63 1 3 16 344
Threshold Models for Trended Time Series 0 0 0 842 0 0 1 2,454
Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks 2 4 9 284 3 7 26 629
Unit Root Tests in Three-Regime SETAR Models 0 0 0 221 0 3 6 506
Total Working Papers 3 14 73 9,675 23 93 385 31,257


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 0 12 1,379
Total Journal Articles 0 0 0 51 0 0 12 1,379


Statistics updated 2020-11-03