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~institution:"International Monetary Fund"
~institution:"Rimini Centre for Economic Analysis (RCEA)"
~subject:"forecasting"
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Macrofinance Model of the Czech Economy; Asset Allocation Perspective
International Monetary Fund (IMF)
;
International …
-
2012
The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine months. These yield misalignments tend to persist for a number of months. This...
Persistent link: https://www.econbiz.de/10011242415
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Factor Analysis of a Large DSGE Model
Onatski, Alexei
;
Ruge-Murcia, Francisco J.
-
Rimini Centre for Economic Analysis (RCEA)
-
2010
nite sample properties of the
principal
components
estimates of the factor space, investigate the substantive reason(s) for the …
Persistent link: https://www.econbiz.de/10008751298
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