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Queen Mary University of London
School of Economics and Finance, Queen Mary University of London
Working Paper Series, School of Economics and Finance, Queen Mary University of London
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Results 71-80 of 86.
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Year of Publication
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2004
Getting PPP right: Identifying mean-reverting real exchange rates in panels
Chortareas, Georgios
;
Kapetanios, George
2003
Determining the stationarity properties of individual series in panel datasets
Kapetanios, George
2002
A note on covariance stationarity conditions for dynamic random coefficient models
Kapetanios, George
2010
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, Massimiliano
2008
Getting PPP right: Identifying mean-reverting real exchange rates in panels
Chortareas, Georgios
;
Kapetanios, George
2006
Forecasting using predictive likelihood model averaging
Kapetanios, George
;
Labhard, Vincent
;
Price, Simon
2005
Cluster analysis of panel datasets using non-standard optimisation of information criteria
Kapetanios, George
2005
Testing for neglected nonlinearity in long memory models
Baillie, Richard
;
Kapetanios, George
2008
Revisiting useful approaches to data-rich macroeconomic forecasting
Groen, Jan J. J.
;
Kapetanios, George
2004
The impact of large structural shocks onn economic relationships: Evidence from oil price shocks
Kapetanios, George
;
Tzavalis, Elias
Author
9
Marcellino, Massimiliano
7
Giraitis, Liudas
5
Carriero, Andrea
5
Chortareas, Georgios
5
Shin, Yongcheol
4
Blake, Andrew P.
4
Price, Simon
3
Baillie, Richard
3
Cipollini, Andrea
3
Tzavalis, Elias
.
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