Guidolin, Massimo - Federal Reserve Bank of St. Louis - 2005
, the 2001 Midwest
Economics Association, and the 2001 European Economic Association annual meetings. In particular I have … Timmermann. Of course, all errors remain my responsibility.
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Department of Economics, University of Virginia, 118 Rouss Hall … business cycles). Furthermore, the structure of the multivariate
process (its parameters) is time-invariant, i.e. there are no …