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Items where Author is "Kapetanios, G"

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Kapetanios, G and Price, S and Theodoridis, K (2015) 'A new approach to multi-step forecasting using dynamic stochastic general equilibrium models.' Economics Letters, 136 (C). pp. 237-242. ISSN 0165-1765

Kapetanios, G and Mitchell, J and Price, S and Fawcett, N (2015) 'Generalised density forecast combinations.' Journal of Econometrics, 188 (1). pp. 150-165. ISSN 0304-4076


Kapetanios, G and Price, SG and Young, G (2017) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kapetanios, G and Cipollini, Andrea (2009) A stochastic variance factor model for large datasets and an application to S&P data. Working Paper. Finance Discussion Papers, Colchester.

This list was generated on Thu Aug 11 09:55:51 2022 BST.