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~isPartOf:"Bundesbank Discussion Paper"
~person:"Marcellino, Massimiliano"
~subject:"VAR model"
~subject:"time-varying parameters"
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Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela
;
Marcellino, Massimiliano
-
2016
an accurate calibration of forecast
confidence
intervals, and is better suited at long horizons and in high …
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