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coverage or tone to provide the largest forecasting performance improvements in the prediction of the conditional variance of …
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Gross domestic product (GDP) is the standard measure of the value added created through the production of goods and services in a country during a certain period. As such, it also measures the income earned from that production, or the total amount spent on final goods and services (less...
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information content of a pool of variables. Results using quarterly data for France, Germany, Italy and the United Kingdom show … that the overall forecasting performance of the automatic leading indicator model appears better than that of more …
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