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person:"Peersman, Gert"
~isPartOf:"Research working papers / Federal Reserve Bank of Kansas City"
~isPartOf:"Working papers / University of Michigan, Department of Economics"
~person:"Clark, Todd E."
~person:"Kilian, Lutz"
~person:"Nielsen, Morten Ørregaard"
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Peersman, Gert
Clark, Todd E.
Kilian, Lutz
Nielsen, Morten Ørregaard
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Real-time density forecasts from VARs with stochastic volatility
Clark, Todd E.
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2009
Persistent link: https://www.econbiz.de/10003844506
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2
Decomposing the declining volatility of long-term inflation expectations
Clark, Todd E.
;
Davig, Troy
-
2009
Persistent link: https://www.econbiz.de/10003808770
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3
Forecasting with small macroeconomic VARs in the presence of instabilities
Clark, Todd E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003736187
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4
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003736216
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5
A practitioner's guide to lag-order selection for vector autoregressions
Ivanov, Ventzislav
;
Kilian, Lutz
-
2000
Persistent link: https://www.econbiz.de/10001464030
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6
Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410046
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7
How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz
;
Chang, Pao-li
-
1998
Persistent link: https://www.econbiz.de/10001410004
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