Kapetanios George

George Kapetanios

Information about the author George Kapetanios will soon be added to the site.
Found 3 papers in total
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK
2011
Factor-based forecasting has been at the forefront of developments in the...
Forecasting euro area inflation using dynamic factor measures of underlying inflation
Forecasting euro area inflation using dynamic factor measures of underlying inflation
2005
Standard measures of prices are often contaminated by transitory shocks. This has...
Forecasting with measurement errors in dynamic models
Forecasting with measurement errors in dynamic models
2005
In this paper, we explore the consequences for forecasting of the following two facts:...
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