Concepedia

George Kapetanios

GK

135

Publications

8.2K

Citations

43

H-Index

2000

Active since

Affiliations

Queen Mary University of London(Current)

King's College London

Bank of England

European Central Bank

National Institute of Economic and Social Research

George Kapetanios is an author at Queen Mary University of London specializing in business, econometrics, and economics.

ORCID

Top concepts

Publications per year

2000–2024

135

Publications

135

Testing for a unit root in the nonlinear STAR framework

George Kapetanios, Yongcheol Shin, Andy Snell · Journal of Econometrics · 2002 · 1.5K citations

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Panels with non-stationary multifactor error structures

George Kapetanios, M. Hashem Pesaran, Toshio Yamagata · Journal of Econometrics · 2010 · 930 citations · Full text

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Assessing the Economy‐wide Effects of Quantitative Easing

George Kapetanios, Haroon Mumtaz, Ibrahim Stevens et al. · The Economic Journal · 2012 · 260 citations

, , +13

TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS

George Kapetanios, Yongcheol Shin, Andy Snell · Econometric Theory · 2006 · 254 citations

, , +12

Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks

George Kapetanios · Journal of Time Series Analysis · 2005 · 253 citations

, , +12

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