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~isPartOf:"International journal of forecasting"
~isPartOf:"Staff reports / Federal Reserve Bank of New York"
~person:"Foroni, Claudia"
~subject:"Inflation"
~subject:"VAR model"
~subject:"Volatility"
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Foroni, Claudia
Pesaran, M. Hashem
10
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10
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10
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9
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7
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International journal of forecasting
Staff reports / Federal Reserve Bank of New York
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2
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1
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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Using low frequency information for predicting high frequency variables
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 774-787
Persistent link: https://www.econbiz.de/10012031105
Saved in:
2
Markov-switching mixed-frequency VAR models
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 692-711
Persistent link: https://www.econbiz.de/10011474529
Saved in:
3
A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates
Foroni, Claudia
;
Marcellino, Massimiliano
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 554-568
Persistent link: https://www.econbiz.de/10010513618
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