Vincent Labhard

Forecast combination and the Bank of England's suite of statistical forecasting models

George Kapetanios, Vincent Labhard, Simon Price · Economic Modelling · 2008 · 82 citations

Business, Business Economics, Economics +17

Forecasting Using Bayesian and Information-Theoretic Model Averaging

George Kapetanios, Vincent Labhard, Simon Price · Journal of Business and Economic Statistics · 2007 · 66 citations

Computing, Data Science, Mathematics +14

Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK

Giovanni Caggiano, George Kapetanios, Vincent Labhard · Journal of Forecasting · 2011 · 60 citations

Business, Business Economics, Economics +15

A State Space Approach to Extracting the Signal From Uncertain Data

Alastair Cunningham, Jana Eklund, Chris Jeffery et al. · Journal of Business and Economic Statistics · 2009 · 44 citations

Computing, Economics, Macroeconomics +15

Forecasting using predictive likelihood model averaging

George Kapetanios, Vincent Labhard, Simon Price · Economics Letters · 2006 · 41 citations

Computing, Meteorology, Forecasting +11