George Kapetanios - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2004 | 2003

	Title	Other author(s)
Abstract	Assessing the economy-wide effects of quantitative easing Bank of England Working papers [View] (Paper: wp443, 04.12.2012)	Ibrahim Stevens Haroon Mumtaz Konstantinos Theodoridis
Full text	Assessing the economy-wide effects of quantitative easing Bank of England Working papers [View] (Paper: 443, 22.03.2012) JEL: C11, C32, E52, E58	Ibrahim Stevens Konstantinos Theodoridis Haroon Mumtaz
Full text	Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change Bank of England Working papers [View] (Paper: 434, 28.07.2011)	Tony Yates
Abstract Full text	Parsimonious Estimation with Many Instruments New York Fed Staff reports [View] (Paper: 386, 27.08.2009)	Jan J. J. Groen
Abstract Full text	Multivariate methods for monitoring structural change Bank of England Working papers [View] (Paper: 369, 08.06.2009) JEL: C10, C59	Jan J. J. Groen Simon Price
Full text	Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK European Central Bank Working papers [View] (Paper: 1051, 13.05.2009) JEL: C10, C15, C53	Giovanni Caggiano Vincent Labhard
Abstract Full text	Model Selection Criteria for Factor-Augmented Regressions New York Fed Staff reports [View] (Paper: 363, 11.02.2009) JEL: C22, C52, E37	Jan J. J. Groen
Abstract Full text	Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting New York Fed Staff reports [View] (Paper: 327, 20.05.2008) JEL: C22, C53, E37, E47	Jan J. J. Groen
Full text	Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling European Central Bank Working papers [View] (Paper: 0850, 26.01.2008) JEL: C12, C15, C32	Gonzalo Camba-Mendez
Abstract Full text	A state space approach to extracting the signal from uncertain data Bank of England Working papers [View] (Paper: 336, 23.11.2007)	Alastair Cunningham Christopher Jeffery Vincent Labhard Jana Eklund
Abstract Full text	Forecast combination and the Bank of England’s suite of statistical forecasting models Bank of England Working papers [View] (Paper: 323, 23.06.2007) JEL: C53	Vincent Labhard Simon Price
Abstract Full text	The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests Bank of England Working papers [View] (Paper: 311, 11.10.2006) JEL: C23, F31	Georgios Chortareas
Abstract Full text	Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation Bank of England Working papers [View] (Paper: 268, 01.01.2006) JEL: C11, C15, C53	Vincent Labhard Simon Price
Abstract Full text	Forecasting with measurement errors in dynamic models Bank of England Working papers [View] (Paper: 237, 21.11.2004)	Tony Yates Richard Harrison
Abstract Full text	Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models Bank of England Working papers [View] (Paper: 238, 21.11.2004)	Tony Yates
Full text	Forecasting euro area inflation using dynamic factor measures of underlying inflation European Central Bank Working papers [View] (Paper: 0402, 07.11.2004) JEL: C13, C32, E31	Gonzalo Camba-Mendez
Full text	Estimating the rank of the spectral density matrix European Central Bank Working papers [View] (Paper: 0349, 28.04.2004) JEL: C12, C32, C52	Gonzalo Camba-Mendez
Abstract Full text	Import prices and exchange rate pass-through: theory and evidence from the United Kingdom Bank of England Working papers [View] (Paper: 182, 02.04.2003)	Valerie Herzberg Simon Price
Abstract Full text	Rational expectations and fixed-event forecasts: an application to UK inflation Bank of England Working papers [View] (Paper: 176, 11.03.2003)	Hasan Bakhshi Anthony Yates

Papers by year: All | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2004 | 2003