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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Guérin, Pierre"
~subject:"Forecasting model"
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Markov-switching mixed-frequency VAR models
Foroni, Claudia
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Guérin, Pierre
;
Marcellino, Massimiliano
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2014
Persistent link: https://www.econbiz.de/10010342583
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
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2013
Persistent link: https://www.econbiz.de/10010243731
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