George Kapetanios - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2004 | 2003

Title Other author(s)

Big Data Analytics: A New Perspective

Dallas Fed Institute Working Papers [View] (Paper: 0268, 19.02.2016)

JEL: C25, C55

A new approach to multi-step forecasting using dynamic stochastic general equilibrium models

Bank of England Working papers [View] (Paper: swp567, 20.11.2015)

JEL: C5

Unconventional monetary policies and the macroeconomy: the impact of the United Kingdoms QE2 and Funding for Lending Scheme

Bank of England Working papers [View] (Paper: swp542, 14.08.2015)

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (Paper: 1773, 01.04.2015)

JEL: C11, C32, C52

Estimating time-varying DSGE models using minimum distance methods

Bank of England Working papers [View] (Paper: wp507, 22.08.2014)

JEL: C14, C18, E52, E61, E66

Adaptive forecasting in the presence of recent and ongoing structural change

Bank of England Working papers [View] (Paper: wp490, 28.03.2014)

JEL: C1, C59

Generalised density forecast combinations

Bank of England Working papers [View] (Paper: wp492, 28.03.2014)

JEL: C53

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: wp443, 04.12.2012)

Assessing the economy-wide effects of quantitative easing

Bank of England Working papers [View] (Paper: 443, 22.03.2012)

JEL: C11, C32, E52, E58

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)

Parsimonious Estimation with Many Instruments

New York Fed Staff reports [View] (Paper: 386, 27.08.2009)

Multivariate methods for monitoring structural change

Bank of England Working papers [View] (Paper: 369, 08.06.2009)

JEL: C10, C59

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

Model Selection Criteria for Factor-Augmented Regressions

New York Fed Staff reports [View] (Paper: 363, 11.02.2009)

JEL: C22, C52, E37

Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

New York Fed Staff reports [View] (Paper: 327, 20.05.2008)

JEL: C22, C53, E37, E47

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

A state space approach to extracting the signal from uncertain data

Bank of England Working papers [View] (Paper: 336, 23.11.2007)

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

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

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

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)

Forecasting with measurement errors in dynamic models

Bank of England Working papers [View] (Paper: 237, 21.11.2004)

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

Estimating the rank of the spectral density matrix

European Central Bank Working papers [View] (Paper: 0349, 28.04.2004)

JEL: C12, C32, C52

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)

Rational expectations and fixed-event forecasts: an application to UK inflation

Bank of England Working papers [View] (Paper: 176, 11.03.2003)

Papers by year: All | 2016 | 2015 | 2014 | 2012 | 2011 | 2009 | 2008 | 2007 | 2006 | 2004 | 2003