Fotis Papailias
TitleCited byYear
An improved moving average technical trading rule
F Papailias, DD Thomakos
Physica A: Statistical Mechanics and its Applications 428, 458-469, 2015
252015
The Baltic Dry Index: cyclicalities, forecasting and hedging strategies
F Papailias, DD Thomakos, J Liu
Empirical Economics 52 (1), 255-282, 2017
242017
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
192016
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
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
102017
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, 2016
102016
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
92017
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
82014
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
72015
Block bootstrap and long memory
G Kapetanios, F Papailias
Working Paper, 2011
72011
Volatility discovery
GF Dias, CM Scherrer, F Papailias
CREATES Research Papers 7, 2016
62016
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
62014
“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU
DD Thomakos, F Papailias
Review of International Economics 22 (1), 131-150, 2014
62014
Improved Moving Average (IMA) Strategies
F Papailias, DD Thomakos
Market Technician, Journal of the Society of Technical Analysts, 2012
62012
Big data & macroeconomic nowcasting: Methodological review
G Kapetanios, F Papailias
Economic Statistics Centre of Excellence, National Institute of Economic and …, 2018
52018
Filtering techniques for big data and big data based uncertainty indexes
G Kapetanios, M Marcellino, F Papailias
Eurostat Statistical WP, 2017
42017
Trading Energy ETFs with an improved moving average strategy
F PAPAILIAS, DD THOMAKOS
International Journal of Energy and Statistics 1 (01), 31-43, 2013
42013
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
22018
Inference for impulse response coefficients from multivariate fractionally integrated processes
RT Baillie, G Kapetanios, F Papailias
Econometric Reviews 36 (1-3), 60-84, 2017
22017
Guidance and Recommendations on the Use of Big data for Macroeconomic Nowcasting
G Kapetanios, M Marcellino, F Papailias
Publications Office of the European Union, 2017
22017
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Articles 1–20