George Kapetanios : Citation Profile


Are you George Kapetanios?

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

34

H index

98

i10 index

5415

Citations

RESEARCH PRODUCTION:

132

Articles

305

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1999 - 2023). See details.
   Cites by year: 225
   Journals where George Kapetanios has often published
   Relations with other researchers
   Recent citing documents: 395.    Total self citations: 242 (4.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka15
   Updated: 2023-11-04    RAS profile: 2023-08-05    
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Relations with other researchers


Works with:

Pesaran, Mohammad (10)

Price, Simon (10)

Bailey, Natalia (7)

Marcellino, Massimiliano (7)

Chronopoulos, Ilias (5)

Diebold, Francis (5)

Theodoridis, Konstantinos (4)

Millard, Stephen (4)

Serlenga, Laura (3)

shin, yongcheol (3)

Dendramis, Yiannis (2)

Kapadia, Sujit (2)

Taylor, Robert (2)

Mitchell, James (2)

Tasiou, Menelaos (2)

Turrell, Arthur (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 (121)

Marcellino, Massimiliano (83)

GUPTA, RANGAN (79)

Chang, Tsangyao (71)

Chudik, Alexander (57)

Omay, Tolga (55)

Koop, Gary (46)

Kim, Hyeongwoo (46)

Qin, Duo (43)

Korobilis, Dimitris (41)

Liew, Venus (40)

Cites to:

Reichlin, Lucrezia (211)

Pesaran, Mohammad (186)

Giannone, Domenico (129)

Forni, Mario (104)

Marcellino, Massimiliano (102)

Diebold, Francis (84)

Watson, Mark (75)

Bai, Jushan (71)

shin, yongcheol (70)

Lippi, Marco (67)

Andrews, Donald (62)

Main data


Where George Kapetanios has published?


Journals with more than one article published# docs
Economics Letters17
Journal of Econometrics14
Journal of Applied Econometrics9
Journal of Time Series Analysis9
Computational Statistics & Data Analysis8
International Journal of Forecasting6
Journal of Empirical Finance6
Econometric Theory5
Studies in Nonlinear Dynamics & Econometrics4
Econometrics Journal4
Empirical Economics4
Econometric Reviews4
Oxford Bulletin of Economics and Statistics4
Journal of Economic Dynamics and Control4
Journal of Banking & Finance4
Econometrics and Statistics3
Journal of Business & Economic Statistics3
Journal of Forecasting2
Journal of Applied Econometrics2
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
Essex Finance Centre Working Papers / University of Essex, Essex Business School7
Working Paper Series / European Central Bank7
Edinburgh School of Economics Discussion Paper Series / Edinburgh School of Economics, University of Edinburgh4
Papers / arXiv.org4
Staff Reports / Federal Reserve Bank of New York3
Economic Statistics Centre of Excellence (ESCoE) Technical Reports / Economic Statistics Centre of Excellence (ESCoE)3
EMF Research Papers / Economic Modelling and Forecasting Group3
Globalization Institute Working Papers / Federal Reserve Bank of Dallas2
Economics Working Papers / European University Institute2
SERIES / Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro"2
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Economic Statistics Centre of Excellence (ESCoE) Discussion Papers / Economic Statistics Centre of Excellence (ESCoE)2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing George Kapetanios (2023 and 2022)


YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2022Can Information and Communication Technology and Institutional Quality help mitigate climate change in E7 economies? An Environmental Kuznets Curve extension. (2022). Asongu, Simplice A ; Bekun, Festus V ; Ampomah, Asiedu B ; Gyamfi, Bright A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/052.

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2022.

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2023.

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2022The Effects of Industrialisation on Economic Growth: Panel data evidence for SADC countries. (2022). Bokosi, Fanwell Kenala. In: African Journal of Economic Review. RePEc:ags:afjecr:330309.

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2022Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185.

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2022Monetization, wars, and the Italian fiscal multiplier. (2022). Valentini, Francesco ; Lucchetti, Riccardo (Jack) ; Giri, Federico ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:176.

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2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2022Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2023Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

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2022On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates. (2021). Shin, Minchul ; Diebold, Francis X ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2012.11649.

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2023Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: Papers. RePEc:arx:papers:2104.03757.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2022Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty. (2021). Marcellino, Massimiliano ; Petz, Nico ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2112.01995.

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2022New volatility evolution model after extreme events. (2022). Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling ; Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong. In: Papers. RePEc:arx:papers:2201.03213.

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2023Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605.

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2022The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2023Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2022A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures. (2022). Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2203.02220.

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2022Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051.

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2022Learning Probability Distributions in Macroeconomics and Finance. (2022). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2204.06848.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438.

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2022CCE 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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2023Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2022Macroeconomic Predictions using Payments Data and Machine Learning. (2022). Desai, Ajit ; James, . In: Papers. RePEc:arx:papers:2209.00948.

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2023Multidimensional Interactive Fixed-Effects. (2022). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

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2023Reservoir 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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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2022Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach. (2022). Wunsch, Conny ; Unterhofer, Ulrike. In: Papers. RePEc:arx:papers:2211.12437.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2022Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis. (2022). Ditzen, Jan ; Aydede, Yigit . In: Papers. RePEc:arx:papers:2212.06684.

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2023Inference for Large Panel Data with Many Covariates. (2023). Zou, Jiacheng ; Pelger, Markus. In: Papers. RePEc:arx:papers:2301.00292.

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2023A Machine Learning Approach to Measuring Climate Adaptation. (2023). Vilgalys, Max. In: Papers. RePEc:arx:papers:2302.01236.

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2023Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models. (2023). Yao, Jianfeng ; Li, Zhaoyuan ; Huang, Zhenhong. In: Papers. RePEc:arx:papers:2302.14387.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Does 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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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2023Turning Words into Numbers: Measuring News Media Coverage of Shortages. (2023). Houle, Stephanie ; Chen, Lin. In: Discussion Papers. RePEc:bca:bocadp:23-8.

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2022Macroeconomic Predictions Using Payments Data and Machine Learning. (2022). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:22-10.

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2022Nonparametric Identification of Incomplete Information Discrete Games with Non-equilibrium Behaviors. (2022). Xie, Erhao. In: Staff Working Papers. RePEc:bca:bocawp:22-22.

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2022Determining the Relationships Between Domestic Credits, Economic Growth and Inflation in Turkiye by Nonlinear Cointegration Analysis. (2022). Cetin, Guldenur ; Doganer, Ayca ; Tuna, Yusuf. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:16:y:2022:i:2:p:173-187.

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2022Using newspapers for textual indicators: which and how many?. (2022). PĂ©rez, Javier ; Molina SĂĄnchez, Luis ; Ghirelli, Corinna ; Andres-Escayola, Erik ; Vidal, Elena ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2235.

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2023Energy price shocks and inflation in the euro area. (2023). Tagliabracci, Alex ; delle Monache, Davide ; Corsello, Francesco ; Conflitti, Cristina ; Busetti, Fabio ; Neri, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_792_23.

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2022Revisiting the real exchange rate misalignment-economic growth nexus via the across-sector misallocation channel. (2022). Giordano, Claire. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1385_22.

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2022Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Romero, José ; Naranjo-Saldarriaga, Sara. In: Borradores de Economia. RePEc:bdr:borrec:1218.

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2023Utiliser la presse pour construire un nouvel indicateur de perception d’inflation en France. (2023). Pierre-Antoine, Robert ; Annabelle, De Gaye ; Alexandre, Dhenin ; Julien, Denes ; Jean-Charles, Bricongne ; Olivier, De Bandt. In: Working papers. RePEc:bfr:banfra:921.

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2023Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767.

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2022Pricing Behaviour and Menu Costs in Multi?product Firms. (2022). Nilsen, Oivind A ; Letterie, Wilko. In: Economica. RePEc:bla:econom:v:89:y:2022:i:355:p:746-769.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2023Measuring inflation expectations in interwar Britain. (2023). Lennard, Jason ; Solomou, Solomos ; Meinecke, Finn. In: Economic History Review. RePEc:bla:ehsrev:v:76:y:2023:i:3:p:844-870.

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2022The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2022Financial stress and economic growth: The moderating role of trust. (2022). Tasiou, Menelaos ; Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

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2022Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom. (2022). Duprey, Thibaut ; Hacioluhoke, Sinem ; Chiu, Chingwai ; Chatterjee, Somnath. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:380-400.

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2023Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598.

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2023Every crisis does matter: Comparing the databases of financial crisis events. (2023). Ơiraƈovå, Måria ; Zelenak, Karol ; Siranova, Maria. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:652-686.

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2022R&D intensity and income inequality in the G7: 1870–2016. (2022). Smyth, Russell ; Peng, Bin ; Churchill, Sefa Awaworyi ; Zhang, Quanda. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:263-282.

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2022.

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2022Reducing liquidity mismatch in open-ended funds: a cost-benefit analysis. (2022). Semark, James ; King, Benjamin . In: Bank of England working papers. RePEc:boe:boeewp:0975.

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2022Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0978.

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2023Unwinding quantitative easing: state dependency and household heterogeneity. (2023). Cantore, Cristiano ; Meichtry, Pascal. In: Bank of England working papers. RePEc:boe:boeewp:1030.

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2023Electricity Intensity Convergence in the OECD Countries. (2023). Gallo, Lior. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2023.10.

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2022A Nowcasting Model of Exports Using Maritime Big Data. (2022). Hisano, Ryohei ; Furukawa, Kakuho. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e19.

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2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

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2022CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Walsh, C ; Vogt, M ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2242.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors. (2023). Smith, R P ; Pesaran, M H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2317.

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2022.

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2023UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts. (2023). Minford, Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/22.

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2023UK monetary and fiscal policy since the Great Recession- an evaluation. (2023). Minford, A. Patrick ; Wang, Ziqing ; Meenagh, David ; Mai, Vo Phuong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/9.

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2023Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758.

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2022Is the Slope of the Euro Area Phillips Curve Steeper than It Seems? Heterogeneity and Identification. (2022). van Veen, Tom ; Lieb, Lenard ; Kool, Clemens ; Schuffels, Johannes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10103.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors. (2023). Pesaran, Mohammad ; Smith, Ron P. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10282.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2022UtilizaciĂłn de noticias de prensa como indicador de confianza econĂłmica en tiempo real. (2022). Cova, Juan Pablo ; Peralta, Hugo ; del Pilar, Maria. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:938.

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2023Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2023Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766.

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2022Look who’s Talking: Individual Committee members’ impact on inflation expectations. (2022). Kwiatkowski, Andrzej ; Menzies, Craig ; Rambaccussing, Dooruj. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:305.

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