Modeling the impact of forecast-based regime switches on macroeconomic time series
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More about this item
Keywords
forecasting; inflation; nonlinear time series; regime switching;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-01-17 (Central Banking)
- NEP-ECM-2013-09-13 (Econometrics)
- NEP-ETS-2014-01-17 (Econometric Time Series)
- NEP-FOR-2014-01-17 (Forecasting)
- NEP-MAC-2013-09-13 (Macroeconomics)
- NEP-MAC-2014-01-17 (Macroeconomics)
- NEP-MON-2013-09-13 (Monetary Economics)
- NEP-MON-2014-01-17 (Monetary Economics)
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