George Kapetanios : Citation Profile

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

34

H index

104

i10 index

5766

Citations

RESEARCH PRODUCTION:

138

Articles

313

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 230
   Journals where George Kapetanios has often published
   Relations with other researchers
   Recent citing documents: 209.    Total self citations: 248 (4.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka15
   Updated: 2025-03-08    RAS profile: 2024-12-09    
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Relations with other researchers

Works with:

Diebold, Francis (7)

Price, Simon (6)

Marcellino, Massimiliano (6)

Chronopoulos, Ilias (6)

Pesaran, Mohammad (5)

Chrysikou, Katerina (4)

Raftapostolos, Aristeidis (4)

Bailey, Natalia (4)

shin, yongcheol (3)

Turrell, Arthur (2)

Petrova, Katerina (2)

Mitchell, James (2)

Mora, Aaron (2)

Dendramis, Yiannis (2)

Kapadia, Sujit (2)

Baillie, Richard (2)

Potjagailo, Galina (2)

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

Is cited by:

Pesaran, Mohammad (123)

Marcellino, Massimiliano (84)

GUPTA, RANGAN (80)

Chang, Tsangyao (71)

Chudik, Alexander (58)

Omay, Tolga (57)

Koop, Gary (51)

Kim, Hyeongwoo (49)

Qin, Duo (43)

Korobilis, Dimitris (42)

Shahbaz, Muhammad (40)

Cites to:

Reichlin, Lucrezia (216)

Pesaran, Mohammad (201)

Giannone, Domenico (136)

Marcellino, Massimiliano (107)

Forni, Mario (105)

Diebold, Francis (87)

Watson, Mark (80)

Bai, Jushan (79)

shin, yongcheol (73)

Lippi, Marco (68)

Smets, Frank (66)

Main data

Production by document typepaperchapterarticle1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405025Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202405001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 34Most cited documents12345678910111213141516171819202122232425262728293031323334353605001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250302040h-index Highcharts.comExport to raster or vector imagePrint the chart

Where George Kapetanios has published?

Journals with more than one article published# docs
Economics Letters17
Journal of Econometrics14
Journal of Applied Econometrics10
Journal of Time Series Analysis9
Computational Statistics & Data Analysis8
International Journal of Forecasting8
Journal of Empirical Finance6
Econometric Theory5
Oxford Bulletin of Economics and Statistics5
Journal of Banking & Finance4
Journal of Economic Dynamics and Control4
Empirical Economics4
Econometrics Journal4
Studies in Nonlinear Dynamics & Econometrics4
Econometric Reviews4
Econometrics and Statistics3
Journal of Business & Economic Statistics3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Journal of Forecasting2
Sankhya B: The Indian Journal of Statistics2

Working Papers Series with more than one paper published# docs
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research12
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
CESifo Working Paper Series / CESifo7
Working Paper Series / European Central Bank7
Essex Finance Centre Working Papers / University of Essex, Essex Business School7
Papers / arXiv.org6
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh4
Economic Statistics Centre of Excellence (ESCoE) Technical Reports / Economic Statistics Centre of Excellence (ESCoE)3
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3
Working Papers / Department of Economics, City University London3
Staff Reports / Federal Reserve Bank of New York3
NBER Working Papers / National Bureau of Economic Research, Inc2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Globalization Institute Working Papers / Federal Reserve Bank of Dallas2
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)2
Economics Working Papers / European University Institute2
SERIES / Dipartimento di Economia e Finanza - Universit� degli Studi di Bari "Aldo Moro"2

Recent works citing George Kapetanios (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Linton, Oliver ; Walsh, Christopher ; Vogt, Michael. In: Papers. RePEc:arx:papers:2206.12152.

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2025Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2024From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209.

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2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

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2024Probabilistic Targeted Factor Analysis. (2024). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

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2024VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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2025An Adaptive Moving Average for Macroeconomic Monitoring. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2501.13222.

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2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2025Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Trapin, Luca ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2502.04112.

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2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

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2024Les politiques financières et réglementaires face aux enjeux climatiques. (2024). Serra, Damien ; Mlre, Laurent ; Lagarde, Marine ; Chetboun, David ; Kachenoura, Djedjiga. In: Working Paper. RePEc:avg:wpaper:fr17673.

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2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

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2024.

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2024.

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2024Audit committee oversight and bank financial reporting quality. (2024). Wilson, John ; Chronopoulos, Dimitris K ; Rempoutsika, Lemonia M. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:657-687.

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2024Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067.

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2024Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). Walsh, C ; Vogt, M ; Raucker, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2467.

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2025My neighbours neighbour is not my neighbour: Instrumentation and causality in spatial models. (2025). Holly, S ; Ditzen, J ; Bailey, N. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2501.

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2024.

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2024How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test. (2024). Pesaran, Hashem M ; Xie, Yimeng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11470.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2024Achieving net-zero emission target in Africa: Are sustainable energy innovations and financialization crucial for environmental sustainability of sub-Saharan African state?. (2024). Ankrah, Isaac ; Onifade, Stephen Taiwo ; Musah, Mohammed ; Amoako, George Kofi ; Gyamfi, Bright Akwasi. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005038.

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2025Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Regional heterogeneity and the provincial Phillips curve in China. (2024). Tochkov, Kiril ; El-Shagi, Makram. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1036-1044.

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2024Fiscal policy reactions and impact over the labor income distribution. (2024). Murray, James. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:701-718.

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2024Do tax revenues track economic growth? Comparing panel data estimators. (2024). Corrales, Juan Sebastian ; Angel, Juan Pablo ; Cornevin, Antoine. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002244.

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2024Selection inconsistency for factor-augmented regressions. (2024). Tu, Yundong ; Wang, Siwei. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003240.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Bootstrapping long memory time series: Application in low frequency estimators. (2024). Arteche, Josu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:1-15.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466.

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2024Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946.

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2024When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Hoberg, Kai ; Schlaich, Tim. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis F ; Gabriel, Vasco J ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843.

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2024Female political empowerment and green finance. (2024). Manita, Riadh ; Hossain, Md Zakir ; Boubaker, Sabri ; al Mamun, MD. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000781.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Spatial–temporal dynamics of structural unemployment in declining coal mining regions and potentialities of the ‘just transition’. (2024). Schwarz, Moritz ; Rafaty, Ryan ; Mark, Ebba. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524003586.

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2024Energy-focused green climate policies and trade nexus:Do heterogeneous effects on clean energy poverty matter?. (2024). Aslam, Naveed ; Bunje, Madinatou Yeh ; Nie, Peng ; Namahoro, J P ; Yang, Shaohua ; Gakuru, Elias. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s036054422400608x.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

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2024Local media sentiment towards pollution and its effect on corporate green innovation. (2024). Lu, Shanglin ; Wei, Ran ; He, YU ; Wang, Shixuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643.

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2024Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment. (2024). Gunay, Samet ; Muhammed, Shahnawaz ; Sraieb, Mohamed M. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s105752192400646x.

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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688.

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2024Fifty shades of QE: Robust evidence. (2024). Pastor, Lubos ; Fabo, Brian ; Kempf, Elisabeth ; Janokova, Martina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002601.

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2024Panel data in environmental economics: Econometric issues and applications to IPAT models. (2024). Manner, Hans ; Deixelberger, Beate ; Eibinger, Tobias. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000159.

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2024Uncertainty spill-overs: When policy and financial realms overlap. (2024). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s026156062400055x.

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More than 100 citations found, this list is not complete...

Works by George Kapetanios:

Year  ↓Title  ↓Type  ↓Cited  ↓
2014Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets In: CREATES Research Papers.
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2018Estimation and forecasting in vector autoregressive moving average models for rich datasets.(2018) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 8		article
2024On Robust Inference in Time Series Regression In: Papers.
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2024On Robust Inference in Time Series Regression.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022On Robust Inference in Time Series Regression.(2022) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 1		paper
2023High Dimensional Generalised Penalised Least Squares In: Papers.
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2022A New Test for Market Efficiency and Uncovered Interest Parity In: Papers.
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2023A new test for market efficiency and uncovered interest parity.(2023) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 1		article
2022A New Test for Market Efficiency and Uncovered Interest Parity.(2022) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2022A New Test forMarket Efficiency and Uncovered Interest Parity.(2022) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 1		paper
2023Deep Neural Network Estimation in Panel Data Models In: Papers.
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2023Deep Neural Network Estimation in Panel Data Models.(2023) In: Working Papers.
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2024Heterogeneous Grouping Structures in Panel Data In: Papers.
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2024Investor behavior and multiscale cross-correlations: Unveiling regime shifts in global financial markets In: Papers.
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2018Big Data Econometrics: Now Casting and Early Estimates In: BAFFI CAREFIN Working Papers.
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2019Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels In: SERIES.
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2019Estimation and Inference for Multi-dimensional Heterogeneous Panel Datasets with Hierarchical Multi-factor Error Structure In: SERIES.
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2021Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure.(2021) In: Journal of Econometrics.
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2017Large time-varying parameter VARs: a non-parametric approach In: Temi di discussione (Economic working papers).
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2016Large Time-Varying Parameter VARs: A Non-Parametric Approach.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 22		paper
2019Large time‐varying parameter VARs: A nonparametric approach.(2019) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 22		article
2007Testing for Neglected Nonlinearity in Long-Memory Models In: Journal of Business & Economic Statistics.
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2005Testing for Neglected Nonlinearity in Long Memory Models.(2005) In: Working Papers.
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