Items where Author is "Kapetanios, G."
Article
Atak, A. & Kapetanios, G. (2013). A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors. Economics Letters, 120(2), pp. 224-228. doi: 10.1016/j.econlet.2013.03.051
Giraitis, L., Kapetanios, G. & Price, S. (2013). Adaptive forecasting in the presence of recent and ongoing structural change. Journal of Econometrics, 177(2), pp. 153-170. doi: 10.1016/j.jeconom.2013.04.003
Eklund, J., Kapetanios, G. & Price, S. (2013). Robust Forecast Methods and Monitoring during Structural Change. The Manchester School, 81(S3), pp. 3-27. doi: 10.1111/manc.12011
Monograph
Kapetanios, G., Price, S., Tasiou, M. & Ventouri, A. (2020). State-level wage Phillips curves (20/08). London, UK: Department of Economics, City, Univerity of London.
Eklund, J., Kapetanios, G. & Price, S. (2011). Forecasting in the presence of recent structural change (11/05). London, UK: Department of Economics, City University London.
Kapetanios, G., Labhard, V. & Price, S. (2007). Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation (07/15). London, UK: Department of Economics, City University London.