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person:"Kapetanios, George"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~person:"Mitchell, James"
~source:"econis"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
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Combining forecast densities from VARs with uncertain instabilities
Jore, Anne Sofie
;
Mitchell, James
;
Vahey, Shaun P.
-
2008
Persistent link: https://www.econbiz.de/10003993467
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2
Constructing bivariate density forecasts of inflation and output growth using copulae : modelling dependence using the survey of professional forecasters
Mitchell, James
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583342
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3
Understanding revisions to density forecasts : an application to the survey of professional forecasters
Mitchell, James
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583350
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4
Uncertainty in UK manufacturing : evicence from qualitative survey data
Mitchell, James
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003266730
Saved in:
5
A test of m structural breaks under the unit root hypothesis
Kapetanios, George
(
contributor
)
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558145
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