Rate My Professor George Kapetanios

Kapetanios's research specializations lie in the econometrics of structural change, analysis of large datasets, and their applications to empirical finance and macroeconomics. He has published extensively in leading academic journals, amassing 1140 citations as per his institutional profile. Prominent recent works include "Machine Learning for Economic Policy" (Journal of Econometrics, 2025, co-authored with Haghighi, Joseph, Kurz, Lenza, and Marcucci), "Nonparametric Time Varying IV-SVARs: Estimation and Inference" (Review of Economics and Statistics, 2025, with Braun and Marcellino), "Reducing labour market flexibility: A causal inference study on reform in The Netherlands" (Economics Letters, 2025, with Patra, Neuteboom, and Ventouri), and "An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects" (Journal of Business and Economic Statistics, 2024, with Serlenga and Shin). Kapetanios has made notable contributions to economic policy through collaborations with the Bank of England and the European Central Bank, developing innovative forecasting models highlighted in King's College London's Research Excellence Framework 2021 impact case study. He serves as an editor for the International Journal of Forecasting and plays a pivotal role in designing postgraduate finance programs that prioritize graduate employability.