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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei, (2008)
Jumah, Adusei, (2016)
Asymmetric panel causality tests with an application to the impact of fiscal policy on economic performance in Scandinavia
Hatemi-J, Abdulnasser, (2020)
Tests for cointegration with two unknown regime shifts with an application to financial market integration
Hatemi-J, Abdulnasser, (2008)
Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models