Shock Identification of Macroeconomic Forecasts Based on Daily Panels
Year of publication: |
2005-04
|
---|---|
Authors: | Amstad, Marlene ; Fischer, Andreas M |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | common factors | daily panels | inflation forecasting |
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Shock Identification of Macroeconomic Forecasts based on Daily Panels
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