Expand icon Search icon File icon file Download

Items where Author is "Kapetanios, G"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Article | Monograph
Number of items: 4.


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. DOI https://doi.org/10.1016/j.econlet.2015.09.034

Kapetanios, G and Mitchell, J and Price, S and Fawcett, N (2015) Generalised density forecast combinations. Journal of Econometrics, 188 (1). pp. 150-165. DOI https://doi.org/10.1016/j.jeconom.2015.02.047


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 Sun May 28 10:47:34 2023 BST.