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~accessRights:"free"
~person:"Byrne, Joseph P."
~person:"Gupta, Rangan"
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Bayes-Statistik
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Byrne, Joseph P.
Gupta, Rangan
Korobilis, Dimitris
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Grassi, Stefano
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Koop, Gary
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Term structure dynamics, macro-finance factors and model uncertainty
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
-
2015
Persistent link: https://www.econbiz.de/10010517185
Saved in:
2
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
Balcilar, Mehmet
;
Gupta, Rangan
;
Eyden, Renee van
; …
-
Department of Economics, Faculty of Economic and …
-
2015
FCIs are constructed using rolling-window principal component analysis (PCA),
dynamic
model
averaging
(DMA) in the context …
Persistent link: https://www.econbiz.de/10011220717
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