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Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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  56. Structurally Sound Dynamic Index Futures Hedging. (2004). McGlenchy, Patrick ; Kofman, Paul .
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:80.

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  57. Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy. (2004). Fritsche, Ulrich ; Kuzin, Vladimir .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp433.

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  58. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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  59. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

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  60. Anticipation of monetary policy in UK financial markets. (2004). wetherilt, anne ; Lildholdt, Peter .
    In: Bank of England working papers.
    RePEc:boe:boeewp:241.

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  61. Structural breaks in the U.S. inflation process: a further investigation. (2003). Boutahar, Mohamed ; JOUINI, Jamel.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:985-988.

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  62. Disaggregate evidence on the persistence of consumer price inflation. (2003). Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-11.

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  63. The predictive content of the output gap for inflation : resolving in-sample and out-of-sample evidence. (2003). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp03-06.

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  64. Measuring trend output: how useful are the Great Ratios?. (2003). Temple, Jonathan ; Cliff L. F. Attfield, .
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:03/555.

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