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~accessRights:"free"
~isPartOf:"Finance and Economics Discussion Series"
~isPartOf:"Policy research working paper"
~isPartOf:"Working paper"
~language:"eng"
~person:"McCracken, Michael W."
~subject:"VAR model"
~type:"book"
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McCracken, Michael W.
Mumtaz, Haroon
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ECONIS (ZBW)
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1
Real-time forecasting with a large, mixed frequency, Bayesian VAR
McCracken, Michael W.
;
Owyang, Michael T.
;
Sekhposyan, …
-
2015
Persistent link: https://www.econbiz.de/10011392887
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2
Evaluating conditional forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
-
2014
Persistent link: https://www.econbiz.de/10010412910
Saved in:
3
Evaluating the accuracy of forecasts from vector autoregressions
Clark, Todd E.
;
McCracken, Michael W.
-
2013
Persistent link: https://www.econbiz.de/10009722028
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4
Real-time forecast averaging with ALFRED
Banternghansa, Chanont
;
McCracken, Michael W.
-
2010
Persistent link: https://www.econbiz.de/10008668611
Saved in:
5
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783064
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