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~subject:"Prognoseverfahren"
~language:"eng"
~person:"Kaufmann, Daniel"
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Prognoseverfahren
Taylor rule
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natural rate of unemployment
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Nominal stability
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Theorie
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Exchange rate
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Exchange rate models
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trend inflation
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unobserved components stochastic volatility model
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Volatility
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Volatilität
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Kaufmann, Daniel
Clark, Todd E.
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McCracken, Michael W.
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Mertens, Elmar
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Diebold, Francis X.
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Schorfheide, Frank
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Shin, Minchul
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Aastveit, Knut Are
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Carriero, Andrea
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Huber, Florian
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Marcellino, Massimiliano
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Jungbacker, Borus
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Koopman, Siem Jan
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Frazier, David T.
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Loiza-Maya, Ruben
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Marcellino, Massimiliano Giuseppe
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Martin, Gael M.
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Timmermann, Allan
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An, Yunbi
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Bekierman, Jeremias
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Escobar, Marcos
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Gargano, Antonio
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Glasserman, Paul
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Gong, Zhenxian
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Hol Uspensky, Eugenie
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Hol, Eugenie
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Jo, Soojin
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Jungbacker, B.
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Koopman, S.J.
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Krisztin, Tamás
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Mandal, Anandadeep
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Poshakwale, Sunil S.
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Trend fundamentals and exchange rate dynamics
Huber, Florian
;
Kaufmann, Daniel
-
2019
We estimate a multivariate unobserved components
stochastic
volatility
model
to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10012118184
Saved in:
2
Trend fundamentals and exchange rate dynamics
Huber, Florian
;
Kaufmann, Daniel
-
2015
We estimate a multivariate unobserved components-
stochastic
volatility
model
to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011326550
Saved in:
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