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Forecasting economic and financial variables with global VARs

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Can exchange rate volatility explain persistence in the forward premium?

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Forecasting economic and financial variables with global VARs

Pesaran, M. Hashem (contributor); … - 2008

This paper considers the problem of forecasting real and financial macroeconomic variables across a large number of countries in the global economy. To this end, a global vector autoregressive (GVAR) model previously estimated over the 1979:Q1–2003:Q4 period by Dees, de Mauro, Pesaran, and...