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~institution:"C.E.P.R. Discussion Papers"
~person:"Marcellino, Massimiliano"
~subject:"VAR model"
~subject:"time-varying parameters"
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FORECASTING: EXPECTATIONS, INT...
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Classical time-varying FAVAR models - Estimation,
forecasting
and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
C.E.P.R. Discussion Papers
-
2011
expectations
and long-term interest rates to a same-sized monetary policy shock has decreased since the early-1980s. …
Persistent link: https://www.econbiz.de/10008921778
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