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~person:"Chan, Joshua"
~person:"West, Kenneth D."
~source:"econis"
~subject:"Theory"
~type_genre:"Article in journal"
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ECONIS (ZBW)
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Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
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2
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
Saved in:
3
Exchange rates and fundamentals
Engel, Charles
;
West, Kenneth D.
- In:
Journal of political economy
113
(
2005
)
3
,
pp. 485-517
Persistent link: https://www.econbiz.de/10002974256
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