George Kapetanios

Bank of England

SCHOLARLY PAPERS

7

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140

SSRN CITATIONS
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in Total Papers Citations

10

CROSSREF CITATIONS

5

Scholarly Papers (7)

Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

CAMA Working Paper No. 14/2012
Number of pages: 48 Posted: 24 Mar 2012
Liudas Giraitis, George Kapetanios and Simon Price
Queen Mary, Bank of England and Essex Business School
Downloads 29 (584,010)
Citation 5

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recent and ongoing structural change, forecast combination, robust forecasts

Exponent of Cross-Sectional Dependence for Residuals

CESifo Working Paper No. 7223
Number of pages: 54 Posted: 31 Oct 2018
Natalia Bailey, M. Hashem Pesaran and George Kapetanios
Monash University, University of Southern California - Department of Economics and Bank of England
Downloads 25 (611,171)
Citation 3

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pair-wise correlations, cross-sectional dependence, cross-sectional averages, weak and strong factor models, CAPM and Fama-French factors

3.

A Time Varying Parameter Structural Model of the UK Economy

Bank of England Working Paper No. 677
Number of pages: 33 Posted: 13 Sep 2017
University of St Andrews, Bank of England, Bank of England and Bank of England
Downloads 28 (574,692)
Citation 2

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DSGE models, Bayesian methods, local likelihood, time varying parameters, forecasting

4.

A New Approach to Multi-Step Forecasting Using Dynamic Stochastic General Equilibrium Models

Bank of England Working Paper No. 567
Number of pages: 15 Posted: 25 Nov 2015
George Kapetanios, Simon Price and Konstantinos Theodoridis
Bank of England, Bank of England and Cardiff University
Downloads 26 (587,174)

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DSGE models, multi-step prediction errors, forecasting

5.

Forecasting in the Presence of Recent Structural Change

Australian National University – Centre for Applied Macroeconomic Analysis (CAMA) Working Paper No. 23/2011
Number of pages: 43 Posted: 20 Jul 2011
Jana Eklund, George Kapetanios and Simon Price
Royal Bank of Scotland (RBS), Bank of England and Essex Business School
Downloads 23 (606,784)
Citation 6

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6.

Forecasting UK GDP growth with large survey panels

Bank of England Working Paper No. 923
Number of pages: 41 Posted: 01 Jun 2021
Nikoleta Anesti, Eleni Kalamara and George Kapetanios
Bank of England, affiliation not provided to SSRN and Bank of England
Downloads 9 (708,648)

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Forecasting, survey data, text indicators, machine learning

7.

Robust Forecast Methods and Monitoring During Structural Change

The Manchester School, Vol. 81, pp. 3-27, 2013
Number of pages: 25 Posted: 31 Oct 2013
Jana Eklund, George Kapetanios and Simon Price
Bank of England - Monetary Analysis, Bank of England and Essex Business School
Downloads 0 (793,642)
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