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Humphreys, David - 1988

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Money and the natural rate of interest : structural estimates for the United States and the euro area

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A model of near-rational exuberance

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Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea (contributor); … - 2008

this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis … produces systematically better forecasts than a random walk for most of the countries, and at any forecast horizon, including …