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Estimating the size and growth of unrecorded economic activity in transition countries : a re-evaluation of electric consumption method estimates and their implications

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A common model approach to macroeconomics : using panel data reduce sampling error

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Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset … the longer their investment horizon, while the optimal allocation to stocks declines as a function of the investment … returns from the dividend yield give rise to a non-monotonic relationship between the investment horizon and the demand for …