Articles with public access mandates - g kapetaniosLearn more
Not available anywhere: 2
Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
L Giraitis, G Kapetanios, A Wetherilt, F Žikeš
Journal of Applied Econometrics 31 (1), 58-84, 2016
Mandates: UK Economic and Social Research Council
Kernel-based volatility generalised least squares
I Chronopoulos, G Kapetanios, K Petrova
Econometrics and Statistics 20, 2-11, 2021
Mandates: UK Engineering and Physical Sciences Research Council, UK Economic and …
Available somewhere: 29
Exponent of cross‐sectional dependence: Estimation and inference
N Bailey, G Kapetanios, MH Pesaran
Journal of Applied Econometrics 31 (6), 929-960, 2016
Mandates: UK Economic and Social Research Council
Inference on stochastic time-varying coefficient models
L Giraitis, G Kapetanios, T Yates
Journal of Econometrics 179 (1), 46-65, 2014
Mandates: UK Economic and Social Research Council
Generalised density forecast combinations
G Kapetanios, J Mitchell, S Price, N Fawcett
Journal of Econometrics 188 (1), 150-165, 2015
Mandates: UK Economic and Social Research Council
Adaptive forecasting in the presence of recent and ongoing structural change
L Giraitis, G Kapetanios, S Price
Journal of Econometrics 177 (2), 153-170, 2013
Mandates: UK Economic and Social Research Council
Inference on multivariate heteroscedastic time varying random coefficient models
L Giraitis, G Kapetanios, T Yates
Journal of Time Series Analysis 39 (2), 129-149, 2018
Mandates: UK Economic and Social Research Council
A comprehensive evaluation of macroeconomic forecasting methods
A Carriero, AB Galvao, G Kapetanios
International Journal of Forecasting 35 (4), 1226-1239, 2019
Mandates: UK Economic and Social Research Council
SARS‐CoV‐2 infection and venous thromboembolism after surgery: an international prospective cohort study
COVIDSurg Collaborative, GlobalSurg Collaborative, D Nepogodiev, ...
Anaesthesia 77 (1), 28-39, 2022
Mandates: US National Institutes of Health, British Heart Foundation, National …
A nonlinear panel data model of cross-sectional dependence
G Kapetanios, J Mitchell, Y Shin
Journal of Econometrics 179 (2), 134-157, 2014
Mandates: UK Economic and Social Research Council
Effects of pre‐operative isolation on postoperative pulmonary complications after elective surgery: an international prospective cohort study
COVIDSurg Collaborative, GlobalSurg Collaborative, D Nepogodiev, ...
Anaesthesia 76 (11), 1454-1464, 2021
Mandates: British Heart Foundation, National Institute for Health Research, UK …
Shifts in volatility driven by large stock market shocks
Y Dendramis, G Kapetanios, E Tzavalis
Journal of Economic Dynamics and Control 55, 130-147, 2015
Mandates: UK Economic and Social Research Council
Exponent of cross-sectional dependence for residuals
N Bailey, G Kapetanios, MH Pesaran
Sankhya B 81 (Suppl 1), 46-102, 2019
Mandates: UK Economic and Social Research Council
A time varying DSGE model with financial frictions
AB Galvão, L Giraitis, G Kapetanios, K Petrova
Journal of Empirical Finance 38, 690-716, 2016
Mandates: UK Economic and Social Research Council
Structural analysis with multivariate autoregressive index models
A Carriero, G Kapetanios, M Marcellino
Journal of Econometrics 192 (2), 332-348, 2016
Mandates: UK Economic and Social Research Council
Elective surgery system strengthening: development, measurement, and validation of the surgical preparedness index across 1632 hospitals in 119 countries
JC Glasbey, TEF Abbott, A Ademuyiwa, A Adisa, E Alameer, S Alshryda, ...
The Lancet 400 (10363), 1607-1617, 2022
Mandates: National Institute for Health Research, UK
Estimation of time-varying covariance matrices for large datasets
Y Dendramis, L Giraitis, G Kapetanios
Econometric Theory 37 (6), 1100-1134, 2021
Mandates: European Commission
Estimation and forecasting in vector autoregressive moving average models for rich datasets
GF Dias, G Kapetanios
Journal of Econometrics 202 (1), 75-91, 2018
Mandates: Danish National Research Foundation
Reducing the environmental impact of surgery on a global scale: systematic review and co-prioritization with healthcare workers in 132 countries
British Journal of Surgery 110 (7), 804-817, 2023
Mandates: US National Institutes of Health
A time-varying parameter structural model of the UK economy
G Kapetanios, RM Masolo, K Petrova, M Waldron
Journal of Economic Dynamics and Control 106, 103705, 2019
Mandates: UK Engineering and Physical Sciences Research Council
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