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Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
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2013
Persistent link: https://www.econbiz.de/10009750019
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Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
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Chan, Joshua
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Strachan, Rodney W.
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2014
Persistent link: https://www.econbiz.de/10010348808
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The anatomy of small open economy trends
Görtz, Christoph
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Theodoridis, Konstantinos
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2022
Persistent link: https://www.econbiz.de/10012878884
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Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
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2015
Persistent link: https://www.econbiz.de/10011758150
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