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~subject:"Regime Switching"
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Regime Switching
aggregate economic activity
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forecasting
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leading economic indicators
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Return dispersion, stock market liquidity and
aggregate
economic
activity
Degiannakis, Stavros
;
Andrikopoulos, Andreas
; …
-
Bank of Greece
-
2013
. Moreover, the importance of return dispersion in forecasting
aggregate
economic
activity
is rediscovered in the context of a …
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