Nothing Special   »   [go: up one dir, main page]
create a website
Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
In: Department of Economics Working Papers.
RePEc:wiw:wiwwuw:wuwp176.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 58

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The economic value of business cycle forecasts for potential investors – Evidence from Germany. (2018). Dopke, Jorg ; Tegtmeier, Lars ; Muller, Karsten.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:46:y:2018:i:c:p:445-461.

    Full description at Econpapers || Download paper

  2. RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES. (2016). Caporin, Massimiliano ; Costola, Michele.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500032.

    Full description at Econpapers || Download paper

  3. Forecasting Global Equity Indices using Large Bayesian VARs. (2014). Huber, Florian ; Krisztin, Tamas ; Piribauer, Philipp.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp184.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. A. Bailey, S. Millard, S. Wells. 2001. Capital flows and exchange rates. Bank of England Quarterly Bulletin, Autumn, 310-318.
    Paper not yet in RePEc: Add citation now

  2. A. Carriero, G. Kapetanios, M. Marcellino. 2009. Forecasting exchange rates with a large Bayesian VAR. International Journal of Forecasting, 25, 400-417.

  3. A.E. Raftery, D. Madigan, J.A. Hoeting. 1997. Bayesian model averaging for regression models. Journal of the American Statistical Association, 92, 179-191.
    Paper not yet in RePEc: Add citation now

  4. C. Bergmeir, M. Costantini, J.M. Ben ıtez. 2014. On the usefulness of cross validation for directional forecast evaluation. Computational Statistics and Data Analysis, forthcoming.

  5. C. Ilut. 2012. Ambiguity aversion: Implications for the uncovered interest rate parity puzzle. American Economic Journal: Macroeconomics, 4, 33-65.

  6. C.J. Neely, P.A. Weller. 2013. Lessons from the evolution of foreign exchange trading strategies. Journal of Banking & Finance, 37, 3783-3798.

  7. C.J. Neely. 2008. Central bank authorities’ beliefs about foreign exchange intervention. Journal of International Money and Finance, 27, 1-25.

  8. C.W.J. Granger, R. Ramanathan. 1984. Improved methods of combining forecasts. Journal of Forecasting, 3, 197-204.
    Paper not yet in RePEc: Add citation now
  9. D. Politis, J. Romano. 1994. The stationary bootstrap. Journal of the American Statistical Association, 89, 1303-1313.
    Paper not yet in RePEc: Add citation now
  10. F. Bacchini, A. Ciammola, R. Iannaccone, M. Marini. 2010. Combining forecasts for a flash estimate of Euro area GDP. Contributi ISTAT, No. 3.
    Paper not yet in RePEc: Add citation now

  11. G. Bekaert, R. Campbell, R. Harvey, C. Lundblad. 2007. Liquidity and expected returns: Lessons from emerging markets. Review of Financial Studies, 20, 1783-1831.

  12. G. Chortareas, Y. Jiang, J.C. Nankervis. 2013. Volatility and Spillover Effects of Yen Interventions. Review of International Economics, 21, 671-689.

  13. G. Claeskens, N.L. Hjort. 2008. Model Selection and Model Averaging. Cambridge: Cambridge University Press.

  14. G. Gonzalez-Rivera, T.H. Lee, S. Mishra. 2004. Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood. International Journal of forecasting, 20, 629-645.

  15. H. White. 2000. A reality check for data snooping. Econometrica, 68, 1097-1127.

  16. J. Berkowitz, L. Giorgianni. 2001. Long-horizon exchange rate predictability? Review of Economics and Statistics, 83, 81-91.

  17. J. Boudoukh, M. Richardson, R.F. Whitelaw. 2008. The myth of long-horizon predictability. Review of Financial Studies, 21, 1577-1605.

  18. J. Crespo Cuaresma. 2007. Forecasting euro exchange rates: How much does model averaging help? Working paper of University of Innsbruck, 2007-24.

  19. J. Hlouskova, M. Wagner. 2013. The determinants of long-run economic growth: A conceptually and computationally simple approach. Swiss Journal of Economics and Statistics, 149, 445-492.

  20. J. James, I. Marsh, L. Sarno. 2012. Handbook of Exchange Rates. John Wiley & Sons Inc.
    Paper not yet in RePEc: Add citation now

  21. J. Krishnakumar and D. Neto. 2012. Testing uncovered interest rate parity and term structure using a three-regime threshold unit root VECM: An application to the swiss isle of interest rates. Oxford Bulletin of Economics and Statistics, 74, 180-202.

  22. J. Romano, M. Wolf. 2005. Stepwise multiple testing as formalized data snooping. Econometrica, 73, 1237-1282.

  23. J. Yang, X. Su, J.W. Kolari. 2008. Do Euro exchange rates follow a martingale? Some out-of-sample evidence? Journal of Banking and Finance, 32, 729-740.

  24. J.A. Frenkel. 1976. A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence. Scandinavian Journal of Economics, 78, 200-224.

  25. J.H. Stock, M.W. Watson. 2004. Combination forecasts of output growth in a seven-country data set. Journal of Forecasting, 23, 405-430.

  26. K. Miyajima, 2013. Foreign exchange intervention and expectation in emerging economies. BIS Working Papers 414, Bank for International Settlements.

  27. L. Kilian. 1999. Exchange rates and monetary fundamentals: What do we learn from long-horizon regressions? Journal of Applied Econometrics, 14, 491-510.

  28. L. Menkhoff, M.P. Taylor. 2007. The obstinate passion of foreign exchange professionals: Technical analysis. Journal of Economic Literature, 45, 936-972.

  29. L. Sarno, G. Valente, H. Leon. 2006. Nonlinearity in deviations from uncovered interest parity: An explanation of the forward bias puzzle. Review of Finance, 10, 443-482.

  30. M. Beine, A. Benassy-Quere, R. MacDonald. 2007. The impact of central bank intervention on exchange-rate forecast heterogeneity. Journal of the Japanese and International Economies, 21, 38-63.

  31. M. Costantini, C. Pappalardo. 2010. A hierarchical procedure for the combination of forecasts. International Journal of Forecasting, 26, 725-743.

  32. M. Dal Bianco, M. Camacho, G.P. Quiros. 2012. Short-run forecasting of the euro-dollar exchange rate with economic fundamental. Journal of International Money and Finance, 31, 377-396.

  33. M. Feldkircher. 2012. Forecast combination and Bayesian model averaging: A prior sensitivity analysis. Journal of Forecasting, 31, 361-376.

  34. M. Qi, Y. Wu. 2006. Technical trading-rule profitability, data snooping, and reality check: Evidence from the foreign exchange market. Journal of Money Credit and Banking, 38, 2135-2158.
    Paper not yet in RePEc: Add citation now

  35. M.D. Bordo, O.F. Humpage, A.J. Schwartz. 2012. Epilogue: Foreign Exchange Market Operations in the Twentieth Century. NBER Working Paper 17984.

  36. M.D. Chinn, R.A. Meese. 1995. Banking on currency forecasts: How predictable is change in money? Journal of International Economics, 38, 161-178.

  37. N.C. Mark, D. Sul. 2001. Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton Woods panel. Journal of International Economics, 53, 29-52.

  38. N.C. Mark. 1995. Exchange rates and fundamentals: evidence on long-horizon prediction. American Economic Review, 85, 201-218.

  39. N.L. Hjort, G. Claeskens. 2003. Frequentist model average estimators. Journal of American Statistical Association, 98, 879-899.
    Paper not yet in RePEc: Add citation now

  40. N.P. Hsu, Y. Hsu, C. Kuan. 2010. Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias. Journal of Empirical Finance, 17, 471-484.

  41. O. Blaskowitz, H. Herwartz. 2009. Adaptive forecasting of the EURIBOR swap term structure. Journal of Forecasting, 28, 575-594.

  42. O. Blaskowitz, H. Herwartz. 2011. On economic evaluation of directional forecasts. International Journal of Forecasting, 27, 1058-1065.f

  43. P. Boothe. 1983. Speculative profit opportunities in the canadian foreign exchange market, 1974-78. The Canadian Journal of Economics, 16, 603-611.

  44. P. Hooper, J. Morton. 1982. Fluctuations in the dollar: A model of nominal and real exchange rate determination. Journal of International Money and Finance, 1, 39-56.

  45. P.R. Hansen. 2005. A test for superior predictive ability. Journal of Business and Economic Statistics, 23, 365380.

  46. R. Dornbusch. 1976. Expectations and exchange rate dynamics. Journal of Political Economy, 84, 1161-1176.

  47. R. Fair. 1979. An analysis of the accuracy of four macroeconometric models. Journal of Political Economy, 87, 701-18.

  48. R. Gencay. 1998. The predictability of security returns with simple technical trading rules. Journal of Empirical Finance, 5, 347-359.

  49. R. MacDonald, M.P. Taylor. 1994. The monetary model of the exchange rate: Long-run relationships, short-run dynamics and how to beat a random walk. Journal of International Money and Finance, 13, 276-290.

  50. R.A. Meese, K.S. Rogoff. 1983. Empirical exchange rate models of the seventies. Do they fit out of sample? Journal of International Economics, 14, 3-24.

  51. R.B. Litterman. 1986. Forecasting with Bayesian vector autoregressions. Five years of experience. Journal of Business and Economic Statistics, 4, 25-38.

  52. R.D.F. Harris, F. Yilmaz. 2009. A momentum trading strategy based on the low frequency component of the exchange rate. Journal of Banking and Finance, 33, 1575-1585.

  53. R.M. Kunst and K. Neusser. 1986. A forecasting comparison of some VAR techniques. International Journal of Forecasting, 2, 447-456.

  54. R.Z. Aliber. 2000. Capital Flows, Exchange Rates, and the New International Financial Architecture: Six Financial Crises in Search of a Generic Explanation. Open Economies Review, 11, 43-61.

  55. T. Doan, R. Litterman, C. Sims. 1984. Forecasting and conditional projections using realist prior distributions. Econometric Review, 3, 1-100.
    Paper not yet in RePEc: Add citation now

  56. X. Sala-i-Martin, G. Doppelhofer, R.I. Miller. 2004. Determinants of long-term growth: A Bayesian averaging of classical estimates (BACE) approach. American Economic Review, 94, 813-835.

  57. Y. Hong and T.H. Lee. 2003. Inference on predictability of foreign exchange rate changes via generalized spectrum and nonlinear time series models. Review of Economics and Statistics, 85, 1048-1062.

  58. Y.W. Cheung, M.D. Chinn, A.G. Pascual. 2005. Empirical exchange rate models of the nineties: Are any fit to survive? Journal of International Money and Finance, 24, 11501175.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:64143.

    Full description at Econpapers || Download paper

  2. Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2015_10.

    Full description at Econpapers || Download paper

  3. Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

    Full description at Econpapers || Download paper

  4. Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas.
    In: Working Papers.
    RePEc:awi:wpaper:0590.

    Full description at Econpapers || Download paper

  5. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp176.

    Full description at Econpapers || Download paper

  6. Forecasting with Bayesian Global Vector Autoregressions. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus ; Crespo-Cuaresma, Jesus.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa14p25.

    Full description at Econpapers || Download paper

  7. Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
    RePEc:str:wpaper:1408.

    Full description at Econpapers || Download paper

  8. Using large data sets to forecast sectoral employment. (2014). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN ; Uwilingiye, Josine.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:23:y:2014:i:2:p:229-264.

    Full description at Econpapers || Download paper

  9. Monetary Policy Shocks and Foreign Investment Income: Evidence from a large Bayesian VAR. (2014). Auer, Simone.
    In: Working Papers.
    RePEc:snb:snbwpa:2014-02.

    Full description at Econpapers || Download paper

  10. Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:39_14.

    Full description at Econpapers || Download paper

  11. Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:58131.

    Full description at Econpapers || Download paper

  12. Bayesian Averaging of Classical Estimates in Asymmetric Vector Autoregressive (AVAR) Models. (2014). Mapa, Dennis ; Albis, Manuel Leonard ; Albis, Manuel Leonard F., ; Albis , Manuel Leonard F., .
    In: MPRA Paper.
    RePEc:pra:mprapa:55902.

    Full description at Econpapers || Download paper

  13. Forecasting with Bayesian Global Vector Autoregressive Models: A Comparison of Priors. (2014). Huber, Florian ; Feldkircher, Martin ; Crespo Cuaresma, Jesus.
    In: Working Papers.
    RePEc:onb:oenbwp:189.

    Full description at Econpapers || Download paper

  14. Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Costantini, Mauro.
    In: Economics Series.
    RePEc:ihs:ihsesp:305.

    Full description at Econpapers || Download paper

  15. Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-004.

    Full description at Econpapers || Download paper

  16. Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2014_10.

    Full description at Econpapers || Download paper

  17. Theory and practice of GVAR modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:180.

    Full description at Econpapers || Download paper

  18. Monetary policy shocks and foreign investment income: evidence from a large Bayesian VAR. (2014). Auer, Simone.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:170.

    Full description at Econpapers || Download paper

  19. Forecasting with dimension switching VARs. (2014). Koop, Gary.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:30:y:2014:i:2:p:280-290.

    Full description at Econpapers || Download paper

  20. Forecasting exchange rates using panel model and model averaging. (2014). Garratt, Anthony ; Mise, Emi .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:37:y:2014:i:c:p:32-40.

    Full description at Econpapers || Download paper

  21. Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1351.

    Full description at Econpapers || Download paper

  22. Bilateral Linkages and the International Transmission of Business Cycles. (2014). Kent, Lance.
    In: Working Papers.
    RePEc:cwm:wpaper:149.

    Full description at Econpapers || Download paper

  23. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4807.

    Full description at Econpapers || Download paper

  24. Theory and Practice of GVAR Modeling. (2014). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1408.

    Full description at Econpapers || Download paper

  25. Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). Louzis, Dimitrios.
    In: Working Papers.
    RePEc:bog:wpaper:184.

    Full description at Econpapers || Download paper

  26. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2013). Koop, Gary.
    In: Working Papers.
    RePEc:str:wpaper:1303.

    Full description at Econpapers || Download paper

  27. Large time-varying parameter VARs. (2013). Koop, Gary ; Korobilis, Dimitris.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:177:y:2013:i:2:p:185-198.

    Full description at Econpapers || Download paper

  28. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

    Full description at Econpapers || Download paper

  29. Large Time-Varying Parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: Working Paper series.
    RePEc:rim:rimwps:11_12.

    Full description at Econpapers || Download paper

  30. Using VARs and TVP-VARs with Many Macroeconomic Variables. (2012). Koop, Gary.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:4:y:2012:i:3:p:143-167.

    Full description at Econpapers || Download paper

  31. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: MPRA Paper.
    RePEc:pra:mprapa:38591.

    Full description at Econpapers || Download paper

  32. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18467.

    Full description at Econpapers || Download paper

  33. Large time-varying parameter VARs. (2012). Koop, Gary ; Korobilis, Dimitris.
    In: Working Papers.
    RePEc:gla:glaewp:2012_04.

    Full description at Econpapers || Download paper

  34. Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

    Full description at Econpapers || Download paper

  35. Optimal portfolios with minimum capital requirements. (2012). Santos, Andre ; Ruiz, Esther ; van Dijk, Dick ; Santos, André A. P., ; Nogales, Francisco J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:1928-1942.

    Full description at Econpapers || Download paper

  36. Prior selection for vector autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121494.

    Full description at Econpapers || Download paper

  37. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/106648.

    Full description at Econpapers || Download paper

  38. Prior Selection for Vector Autoregressions. (2012). Primiceri, Giorgio ; Lenza, Michele ; Giannone, Domenico.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8755.

    Full description at Econpapers || Download paper

  39. An application of data-rich environment for policy analysis of the Indian economy. (2012). Mumtaz, Haroon ; Kumar, Nitin.
    In: Joint Research Papers.
    RePEc:ccb:jrpapr:2.

    Full description at Econpapers || Download paper

  40. Monetary Policy and Risk-Premium Shocks in Hungary; Results from a Large Bayesian VAR. (2011). Carare, Alina ; Popescu, Adina.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/259.

    Full description at Econpapers || Download paper

  41. Bayesian VARs: specification choices and forecast accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1112.

    Full description at Econpapers || Download paper

  42. Bayesian VARs: Specification Choices and Forecast Accuracy. (2011). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8273.

    Full description at Econpapers || Download paper

  43. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2010). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: NBER Chapters.
    RePEc:nbr:nberch:11912.

    Full description at Econpapers || Download paper

  44. Forecasting Government Bond Yields with Large Bayesian VARs. (2010). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7796.

    Full description at Econpapers || Download paper

  45. Forecasting with Factor-augmented Error Correction Models. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7677.

    Full description at Econpapers || Download paper

  46. Forecasting with Factor-augmented Error Correction. (2010). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Discussion Papers.
    RePEc:bir:birmec:09-06r.

    Full description at Econpapers || Download paper

  47. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:szg:worpap:0904.

    Full description at Econpapers || Download paper

  48. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:09.08.

    Full description at Econpapers || Download paper

  49. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7383.

    Full description at Econpapers || Download paper

  50. Forecasting with Factor-Augmented Error Correction Models. (2009). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya.
    In: Discussion Papers.
    RePEc:bir:birmec:09-06.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-07 12:54:02 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.