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Fotis Papailias
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Cited by
Year
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
F Papailias, DD Thomakos, J Liu
Empirical Economics 52, 255-282, 2017
772017
Big data & macroeconomic nowcasting: Methodological review
G Kapetanios, F Papailias
Economic Statistics Centre of Excellence, National Institute of Economic and …, 2018
432018
Big data types for macroeconomic nowcasting
D Buono, GL Mazzi, G Kapetanios, M Marcellino, F Papailias
Eurostat Review on National Accounts and Macroeconomic Indicators 1 (2017 …, 2017
422017
An improved moving average technical trading rule
F Papailias, DD Thomakos
Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015
392015
Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
G Kapetanios, M Marcellino, F Papailias
Computational statistics & data analysis 100, 369-382, 2016
362016
Big data and macroeconomic nowcasting: From data access to modelling
E Baldacci, D Buono, G Kapetanios, S Krische, M Marcellino, GL Mazzi, ...
Luxembourg: Eurostat. Doi: http://dx. doi. org/10.2785/360587 90, 2016
222016
Return signal momentum
F Papailias, J Liu, DD Thomakos
Journal of Banking & Finance 124, 106063, 2021
172021
Empty streets, speeding and motor vehicle collisions during Covid-19 lockdowns: evidence from Northern Ireland
S Vandoros, F Papailias
MedRxiv, 2021.01. 03.21249173, 2021
162021
Modified information criteria and selection of long memory time series models
RT Baillie, G Kapetanios, F Papailias
Computational statistics & data analysis 76, 116-131, 2014
162014
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues
F Papailias, D Thomakos
International Journal of Forecasting 33 (1), 214-229, 2017
152017
Volatility discovery
GF Dias, C Scherrer, F Papailias
132016
Big data econometrics: Now casting and early estimates
D Buono, G Kapetanios, M Marcellino, G Mazzi, F Papailias
Milan, Bocconi University, Baffi-Carefin centre working paper 82, 2018
122018
Forecasting long memory series subject to structural change: A two-stage approach
F Papailias, GF Dias
International Journal of Forecasting 31 (4), 1056-1066, 2015
122015
Bandwidth selection by cross-validation for forecasting long memory financial time series
RT Baillie, G Kapetanios, F Papailias
Journal of Empirical Finance 29, 129-143, 2014
122014
Block bootstrap and long memory
G Kapetanios, F Papailias
Working paper, 2011
102011
A generalised fractional differencing bootstrap for long memory processes
G Kapetanios, F Papailias, AMR Taylor
Journal of Time Series Analysis 40 (4), 467-492, 2019
82019
Evaluation of nowcasting/flash estimation based on a big set of indicators
D Buono, G Kapetanios, M Marcellino, GL Mazzi, F Papailias
16th Conference of IAOS, 2018
82018
Variable selection for large unbalanced datasets using non-standard optimisation of information criteria and variable reduction methods
G Kapetanios, MG Marcellino, F Papailias
quantf research Working Paper Series: WP04/2014, 2014
82014
An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area …
G Camba-Mendez, G Kapetanios, F Papailias, MR Weale
quantf research Working Paper Series: WP09/2014, 2014
82014
Big data and macroeconomic nowcasting
G Kapetanios, M Marcellino, F Papailias
European Commission, Worldwide Consultants 79, 2016
72016
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Articles 1–20