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Algorithmic modelling of financial conditions for macro predictive purposes : pilot application to USA data
Qin, Duo
;
Van Huellen, Sophie
;
Wang, Qing Chao
; …
- In:
Econometrics : open access journal
10
(
2022
)
2
,
pp. 1-22
-model-based composite indices in that their composition is adequately invariant for
concatenation
during regular updates; (ii) the …
Persistent link: https://www.econbiz.de/10013355130
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