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  1. Pérez Forero, Fernando [Author]

    Forecasting Peruvian macroeconomic variables with Bayesian Vector autorregressions with time-varying in the mean = Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo

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    [Lima, Peru]: [Banco Central de Reserva del Perú], [2021]

    Published in: Banco Central de Reserva del Perú: Serie de documentos de trabajo ; 2021,1

  2. Nason, James Michael [Author]; Smith, Gregor W. [Author]

    UK inflation forecasts since the Thirteenth Century

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    Kingston, Ontario, Canada: Department of Economics, Queen's University, 2-2021

    Published in: Queen's University: Queen's Economics Department working paper ; 1454

  3. Nason, James Michael [Author]; Smith, Gregor W. [Author]

    UK inflation forecasts since the thirteenth century

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    Canberra: Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis, March 2021

    Published in: Australian National University: CAMA working paper series ; 20210032

  4. Kang, Jian [Author]; Jakobsen, Johan Stax [Author]; Silvennoinen, Annastiina [Author]; Teräsvirta, Timo [Author]; Wade, Glen [Author]

    A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model

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    Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2022

    Published in: Aarhus Universitet: CREATES research paper ; 2022,1

  5. Kang, Jian [Author]; Jakobsen, Johan Stax [Author]; Silvennoinen, Annastiina [Author]; Teräsvirta, Timo [Author]; Wade, Glen [Author]

    A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model

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    2022

    Published in: Econometrics ; 10(2022), 3 vom: Sept., Artikel-ID 30, Seite 1-41

  6. Hartwig, Benny [Author]

    Bayesian VARs and prior calibration in times of COVID-19

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    2024

    Published in: Studies in nonlinear dynamics and econometrics ; 28(2024), 1 vom: Feb., Seite 1-24

  7. Pouliasis, Panos K. [Author]; Bentsos, Christos [Author]

    Oil price uncertainty and the relation to tanker shipping

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    2024

    Published in: International journal of finance & economics ; 29(2024), 2 vom: Apr., Seite 2472-2494

  8. Jaichand, Yuvana [Author]; Van Eyden, Reneé [Author]; Gupta, Rangan [Author]

    Presidential approval ratings and stock market performance in Latin America

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    Pretoria, South Africa: Department of Economics, University of Pretoria, [2024]

    Published in: Department of Economics working paper series ; 2024,11

  9. Ballestra, Luca Vincenzo [Author]; D'Innocenzo, Enzo [Author]; Guizzardi, Andrea [Author]

    Score-driven modeling with jumps : an application to S&P500 returns and options

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    2024

    Published in: Journal of financial econometrics ; 22(2024), 2 vom: Frühjahr, Seite 375-406

  10. Liu, Xiaoxing [Author]; Shehzad, Khurram [Author]

    Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model

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    2023

    Published in: Journal of applied economics ; 26(2023), 1, Artikel-ID 2212455, Seite 1-24