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type_genre:"Working Paper"
~isPartOf:"Working papers / Bank of England"
~person:"Mumtaz, Haroon"
~subject:"Bayesian inference"
~subject:"Monetary policy"
~subject:"VAR model"
~subject:"Volatility"
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Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
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Mumtaz, Haroon
;
Pinter, Gabor
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2015
Persistent link: https://www.econbiz.de/10011312174
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Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Barnett, Alina
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Mumtaz, Haroon
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Theodoridis, Konstantinos
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2012
Persistent link: https://www.econbiz.de/10009559829
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