Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility

Journal of Applied Econometrics - Tập 30 Số 4 - Trang 551-575 - 2015
Todd E. Clark1, Francesco Ravazzolo2,3
1Economic Research Department, Federal Reserve Bank of Cleveland, OH, USA
2BI Norwegian Business School, Oslo, Norway
3Research Department, Norges Bank, Oslo, Norway

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