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George Kapetanios : Citation Profile


Are you George Kapetanios?

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

14

H index

16

i10 index

575

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: 14.    Total self citations: 6 (1.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka15
   Updated: 2018-02-17    RAS profile: 2016-10-31    
   Missing citations? Add them    Incorrect content? Let us know

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 (25)

Qin, Duo (15)

Liew, Venus (13)

Eickmeier, Sandra (12)

Leon-Ledesma, Miguel (10)

shin, yongcheol (10)

Ducanes, Geoffrey (9)

Fuertes, Ana-Maria (8)

Bec, Frédérique (8)

Bahmani-Oskooee, Mohsen (7)

Nolan, Charles (7)

Cites to:

Reichlin, Lucrezia (9)

Taylor, Mark (8)

Forni, Mario (7)

Corsetti, Giancarlo (5)

Rogoff, Kenneth (5)

Obstfeld, Maurice (5)

Caballero, Ricardo (5)

Peel, David (5)

Giannone, Domenico (4)

Watson, Mark (4)

Kilian, Lutz (4)

Main data


Where George Kapetanios has published?


Recent works citing George Kapetanios (2018 and 2017)


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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2017Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices. (2017). Brun-Aguerre, Raphael ; Greenwood-Nimmo, Matthew ; Fuertes, Ana-Maria. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:587-612.

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2017Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Working Papers. RePEc:bok:wpaper:1714.

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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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2017The impact of FDI on the performance and entrepreneurship of domestic firms. (2017). Apostolov, Mico. In: Journal of International Entrepreneurship. RePEc:kap:jinten:v:15:y:2017:i:4:d:10.1007_s10843-017-0205-4.

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2017Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality. (2017). Saafi, Sami ; Farhat, Abdeljelil ; Haj, Meriem Bel . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:14:y:2017:i:2:p:265-301.

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

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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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2017Forecasting Using Random Subspace Methods. (2017). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

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2017Are PIIGS so Different? An Empirical Analysis of Demand and Supply Shocks. (2017). Andrade, João ; Syssoyevamasson, Irina. In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:2:p:189-222.

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2017Google data in bridge equation models for German GDP. (2017). Götz, Thomas ; Knetsch, Thomas A ; Gotz, Thomas B. 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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paper20
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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This paper has another version. Agregated cites: 0
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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article42
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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paper37
2002Credibility of the Russian Stabilisation Programme in 1995-98 In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper23
2001A Comparison of Personal Sector Saving Rates in the UK, US and Italy In: National Institute of Economic and Social Research (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: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper1
2001A Timeless Perspective on Optimality in Forward-Looking Rational Expectations Models In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper39
2001Some evidence on financial factors in the determination of aggregate business investment for the G7 In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper6
2001Balance of payments prospects in EMU In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper116
2001Openness, integration and transition: prospects and policies for economies in transition In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper1
2000Evaluating macroeconomic models of the business cycle In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper1
2000Inward investment and technical progress in the United Kingdom manufacturing sector In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper26
2000Pay settlements in Britain In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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paper1
2002Unit Root Tests in Three-Regime SETAR Models In: Working Papers.
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paper62
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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paper39
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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