George Kapetanios - Concepedia

Author

George Kapetanios

Also Known As

Alexander Chudik, G. Kapetanios, GEORGE KAPETANIOS, George Kapetanios, George Kappetanios, Kapetanios, G., Kapetanios, George, M. Hashem Pesaran

417

Publications

8.9K

Citations

H-Index

129

Concepts

All Affiliations

Queen Mary University of London King's College London Bank of England European Central Bank National Institute of Economic and Social Research

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	32	63	3.3K
2	Engineering	28	61	3.2K
3	Management	10	10	361
4	Education	3	3	87
5	Social Sciences	2	2	79

George Kapetanios

135

Publications

8.2K

Citations

H-Index

Page 1

	Year	Citations
Testing for a unit root in the nonlinear STAR framework George Kapetanios, Yongcheol Shin, Andy Snell Journal of Econometrics Relativistic AstrophysicsValidated NumericsCosmologyStellar StructureNonlinear Star Framework	2002	1.5K
Panels with non-stationary multifactor error structures George Kapetanios, M. Hashem Pesaran, Toshio Yamagata Journal of Econometrics Modal AnalysisEngineeringPanel DataStructural OptimizationStructural Mechanics	2010	930
Assessing the Economy‐wide Effects of Quantitative Easing George Kapetanios, Haroon Mumtaz, Ibrahim Stevens, The Economic Journal Monetary PolicyEconomicsJournal Article AssessingInternational FinanceMonetary Theory	2012	260
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS George Kapetanios, Yongcheol Shin, Andy Snell Econometric Theory Empirical FinanceMonetary PolicyEconomicsInternational FinanceFinance	2006	254
Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks George Kapetanios Journal of Time Series Analysis Econometric ModelEconomicsMacroeconomicsFinancial Time Series AnalysisUnspecified Number	2005	253
Getting PPP right: Identifying mean-reverting real exchange rates in panels Georgios Chortareas, George Kapetanios Journal of Banking & Finance EconomicsInternational FinanceMacroeconomicsPanel DataExchange Rate Movement	2008	211
Forecasting exchange rates with a large Bayesian VAR Andrea Carriero, George Kapetanios, Massimiliano Marcellino International Journal of Forecasting EngineeringMacroeconomicsLarge Bayesian VarExchange Rate MovementBusiness	2009	169
A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets George Kapetanios Journal of Business and Economic Statistics	2009	149
A bootstrap procedure for panel data sets with many cross-sectional units George Kapetanios Econometrics Journal EngineeringStatistical FoundationPanel DataMany Cross-sectional UnitsData Science	2008	148
Inference on stochastic time-varying coefficient models Liudas Giraitis, George Kapetanios, Tony Yates Journal of Econometrics EngineeringEconometricsStatistical InferenceEstimation TheoryStatistics	2013	147

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