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person:"Kapetanios, George"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Working papers / Bank of England"
~person:"Murphy, David"
~person:"Theodoridis, Konstantinos"
~subject:"Theorie"
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Filtered historical simulation Value-at-Risk models and their competitors
Gurrola-Perez, Pedro
;
Murphy, David
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2015
Persistent link: https://www.econbiz.de/10010497517
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2
Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Barnett, Alina
;
Mumtaz, Haroon
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Theodoridis, Konstantinos
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2012
Persistent link: https://www.econbiz.de/10009559829
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A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
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1999
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
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