George Kapetanios

All Institutions: Bocconi University; Queen Mary University of London; European University Institute; King's College London; University of Pennsylvania

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Based on the Following Papers:

A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions

Year: 2006
Journal: No Journal Matched
Authors: George Kapetanios; Massimiliano Marcellino

Impulse Response Functions from Structural Dynamic Factor Models: A Monte Carlo Evaluation

Year: 2006
Journal: No Journal Matched
Authors: George Kapetanios; Massimiliano Marcellino

Forecasting Exchange Rates with a Large Bayesian VAR

Year: 2008
Journal: International Journal of Forecasting
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models

Year: 2009
Journal: Journal of Applied Econometrics
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Forecasting Government Bond Yields with Large Bayesian VARs

Year: 2010
Journal: No Journal Matched
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Factor-GMM Estimation with Large Sets of Possibly Weak Instruments

Year: 2010
Journal: No Journal Matched
Authors: George Kapetanios; Massimiliano Marcellino

Structural Analysis with Multivariate Autoregressive Index Models

Year: 2015
Journal: No Journal Matched
Authors: Andrea Carriero; George Kapetanios; Massimiliano Marcellino

Factor Based Identification: Robust Inference in IV Regressions

Year: 2015
Journal: No Journal Matched
Authors: George Kapetanios; Lynda Khalaf; Massimiliano Marcellino

A Similarity-Based Approach for Macroeconomic Forecasting

Year: 2020
Journal: No Journal Matched
Authors: Massimiliano Marcellino; George Kapetanios; Yiannis Dendramis

Time-Varying Instrumental Variable Estimation

Year: 2020
Journal: No Journal Matched
Authors: Massimiliano Marcellino; George Kapetanios; Liudas Giraitis

A New Test for Market Efficiency and Uncovered Interest Parity

Year: 2022
Journal: Journal of International Money and Finance
Authors: Richard T. Baillie; Francis X. Diebold; George Kapetanios; Kun Ho Kim

Time Varying Three Pass Regression Filter

Year: 2023
Journal: No Journal Matched
Authors: Yiannis Dendramis; George Kapetanios; Massimiliano Marcellino

Author Disambiguation

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