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14 February 2020

State-Level Wage Phillips Curves

Vol: 08/2020 Authors: George Kapetanios, Simon Price, Menelaos Tasiou, Alexia Ventouri Month: February Year: 2020
  • Price
  • Model Uncertainty and Macro-Econometrics
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17 December 2018

Time Varying Cointegration and the UK Great Ratios

Vol: 53/2018 Authors: George Kapetanios, Stephen Millard, Katerina Petrova, Simon Price Month: October Year: 2018
  • Price
  • Model Uncertainty and Macro-Econometrics
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17 January 2022

Stock Returns Predictability with Unstable Predictors

Vol: 04/2022 Authors: Fabio Calonaci, George Kapetanios, Simon Price Month: January Year: 2022
  • Price
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics
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27 September 2017

A UK Financial Conditions Index Using Targeted Data Reduction: Forecasting and Structural Identification

Vol: 58/2017 Authors: George Kapetanios, Simon Price, Garry Young Month: September Year: 2017
  • Price
  • Finance and the Macroeconomy
  • Model Uncertainty and Macro-Econometrics