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Items where Author is "Kapetanios, George"

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Number of items: 6.

Article

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) 'A Generalised Fractional Differencing Bootstrap for Long Memory Processes.' Journal of Time Series Analysis, 40 (4). 467 - 492. ISSN 0143-9782

Baltas, Konstantinos N and Kapetanios, George and Tsionas, Efthymios and Izzeldin, Marwan (2017) 'Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology.' Journal of Banking and Finance, 83. 36 - 56. ISSN 0378-4266

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

Monograph

Kapetanios, George and Papailias, Fotis and Taylor, AM Robert (2019) A Generalised Fractional Differencing Bootstrap for Long Memory Processes. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kapetanios, George and Tasiou, Menelaos and Price, Simon and Ventouri, Alexia (2018) State-level wage Phillips curves. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Kapetanios, George and Millard, Stephen and Price, Simon and Petrova, Katerina (2018) Time varying cointegration and the UK Great Ratios. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Wed Nov 13 04:55:01 2019 GMT.