George Kapetanios : Citation Profile


Are you George Kapetanios?

King's College (80% share)
Bank of England (20% share)

14

H index

16

i10 index

568

Citations

RESEARCH PRODUCTION:

1

Articles

36

Papers

RESEARCH ACTIVITY:

   17 years (1999 - 2016). See details.
   Cites by year: 33
   Journals where George Kapetanios has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 6 (1.05 %)

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   Permalink: http://citec.repec.org/pka15
   Updated: 2017-10-14    RAS profile: 2016-10-31    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with George Kapetanios.

Is cited by:

Marcellino, Massimiliano (24)

Qin, Duo (15)

Liew, Venus (13)

Eickmeier, Sandra (12)

Leon-Ledesma, Miguel (10)

shin, yongcheol (10)

Ducanes, Geoffrey (9)

Bec, Frédérique (8)

Fuertes, Ana-Maria (8)

Damjanovic, Vladislav (7)

Damjanovic, Tatiana (7)

Cites to:

Reichlin, Lucrezia (9)

Taylor, Mark (8)

Forni, Mario (7)

Corsetti, Giancarlo (5)

Peel, David (5)

Rogoff, Kenneth (5)

Caballero, Ricardo (5)

Obstfeld, Maurice (5)

Pesaran, M (4)

Kilian, Lutz (4)

Lippi, Marco (4)

Main data


Where George Kapetanios has published?


Recent works citing George Kapetanios (2017 and 2016)


YearTitle of citing document
2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2016In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388.

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2016Optimal monetary policy in a New Keynesian model with heterogeneous expectations. (2016). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Giannini, Bianca . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:373-387.

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2016Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined. (2016). Sandberg, Rickard . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:699-713.

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2016Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

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2016Nonlinear forecasting with many predictors using kernel ridge regression. (2016). van Dijk, Dick ; Exterkate, Peter ; Heij, Christiaan ; Patrick, . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:736-753.

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2016Regime-dependent exchange-rate pass-through to import prices. (2016). Kili, Rehim . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:295-308.

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2017Nonlinear adjustment effects in the purchasing power parity. (2017). Phiri, Andrew. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_08.

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2016Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre. In: Working Papers. RePEc:igi:igierp:591.

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2017Calificación riesgo país y flujos de capital en México: 1998-2012/Country risk rating and capital flows in Mexico: 1998-2012. (2017). Rosas, Mario Alberto ; Ortega, Miguel Flores . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_1_9.

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2016Empirical Investigation of Purchasing Power Parity for Turkey: Evidence from Recent Nonlinear Unit Root Tests. (2016). YILDIRIM, Dilem. In: ERC Working Papers. RePEc:met:wpaper:1604.

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2017An Automatic Leading Indicator Based Growth Forecast For 2016-17 and The Outlook Beyond.. (2017). Chakravartti, Parma ; Mundle, Sudipto . In: Working Papers. RePEc:npf:wpaper:17/193.

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2016Does economic growth really depend on the magnitude of debt? A threshold model approach. (2016). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Osiska, Magdalena . In: MPRA Paper. RePEc:pra:mprapa:71476.

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2016Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices. (2016). Greenwood-Nimmo, Matthew ; Fuertes, Ana-Maria ; Raphael, Brun-Aguerre ; Matthew, Greenwood-Nimmo ; Ana-Maria, Fuertes . In: MPRA Paper. RePEc:pra:mprapa:71764.

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2016Discretion Rather than Rules? Binding Commitments versus Discretionary Policymaking. (2016). Jensen, Christian . In: MPRA Paper. RePEc:pra:mprapa:76838.

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2017Threshold cointegration and spatial price transmission when expectations matter. (2017). Santeramo, Fabio ; Moschini, Giancarlo ; Lence, Sergio . In: MPRA Paper. RePEc:pra:mprapa:80202.

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2016OWNERSHIP AND CONTROL STRUCTURES A CASE STUDY. (2016). Apostolov, Mico. In: Management Research and Practice. RePEc:rom:mrpase:v:8:y:2016:i:2:p:23-37.

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2017Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2017). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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2016Predictive Macro-Impacts of PLS-based Financial Conditions Indices: An Application to the USA. (2016). Qin, Duo ; Wang, Qingchao . In: Working Papers. RePEc:soa:wpaper:201.

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2016Cobb–Douglas production function on FDI in Southeast Europe. (2016). Apostolov, Mico. In: Journal of Economic Structures. RePEc:spr:jecstr:v:5:y:2016:i:1:d:10.1186_s40008-016-0043-x.

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2016Quantile unit root test and PPP: evidence from 23 OECD countries. (2016). Ranjbar, Omid ; Bahmani-Oskooee, Mohsen. In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:31:p:2899-2911.

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2016Forecasting using Random Subspace Methods. (2016). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

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2016In-sample inference and forecasting in misspecified factor models. (2016). Rossi, Barbara ; Carrasco, Marine . In: Economics Working Papers. RePEc:upf:upfgen:1530.

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2017Google data in bridge equation models for German GDP. (2017). Gotz, Thomas B ; Knetsch, Thomas A. In: Discussion Papers. RePEc:zbw:bubdps:182017.

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Works by George Kapetanios:


YearTitleTypeCited
2003Rational expectations and fixed-event forecasts: an application to UK inflation In: Bank of England working papers.
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paper12
2003Import prices and exchange rate pass-through: theory and evidence from the United Kingdom In: Bank of England working papers.
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paper19
2003Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests In: Cambridge Working Papers in Economics.
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paper0
2003Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests.(2003) In: Working Papers.
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paper
1999Threshold Models for Trended Time Series In: Cambridge Working Papers in Economics.
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paper8
1999Model Selection in Threshold Models In: Cambridge Working Papers in Economics.
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paper21
2002Estimation and Inference in a Non-Linear State Space Model: Durable Consumption In: Royal Economic Society Annual Conference 2002.
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paper0
2001An automatic leading indicator of economic activity: forecasting GDP growth for European countries In: Econometrics Journal.
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article41
2016A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models In: Globalization and Monetary Policy Institute Working Paper.
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paper0
2015Revisiting useful approaches to data-rich macroeconomic forecasting In: Staff Reports.
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paper36
2002Credibility of the Russian Stabilisation Programme in 1995-98 In: NIESR Discussion Papers.
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paper23
2001A Comparison of Personal Sector Saving Rates in the UK, US and Italy In: NIESR Discussion Papers.
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paper9
2001The effect of tuition fees on students demands and expectations: evidence from case studies of four In: NIESR Discussion Papers.
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paper1
2001A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models In: NIESR Discussion Papers.
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paper39
2001Some evidence on financial factors in the determination of aggregate business investment for the G7 In: NIESR Discussion Papers.
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paper6
2001Balance of payments prospects in EMU In: NIESR Discussion Papers.
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paper116
2001Openness, integration and transition: prospects and policies for economies in transition In: NIESR Discussion Papers.
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paper1
2000Evaluating macroeconomic models of the business cycle In: NIESR Discussion Papers.
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paper1
2000Inward investment and technical progress in the United Kingdom manufacturing sector In: NIESR Discussion Papers.
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paper25
2000Pay settlements in Britain In: NIESR Discussion Papers.
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paper1
2002Unit Root Tests in Three-Regime SETAR Models In: Working Papers.
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paper60
2002Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting In: Working Papers.
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paper4
2002A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models In: Working Papers.
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paper3
2002Bootstrap Statistical Tests of Rank Determination for System Identification In: Working Papers.
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paper0
2002Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks In: Working Papers.
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paper23
2002Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations In: Working Papers.
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paper1
2002Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset In: Working Papers.
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paper14
2002GLS Detrending for Nonlinear Unit Root Tests In: Working Papers.
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paper2
2002Testing for Neglected Nonlinearity in Long Memory Models In: Working Papers.
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paper11
2002Measuring Conditional Persistence in Time Series In: Working Papers.
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paper2
2002A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models In: Working Papers.
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paper0
2003A New Nonparametric Test of Cointegration Rank In: Working Papers.
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paper1
2003A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems In: Working Papers.
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paper2
2003The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests In: Working Papers.
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paper38
2003An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests In: Working Papers.
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paper15
2003A Nonlinear Approach to Public Finance Sustainability in Latin America In: Working Papers.
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paper1
2003A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions In: Working Papers.
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paper32

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