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~isPartOf:"Discussion Paper Series 1: Economic Studies"
~person:"Marcellino, Massimiliano"
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FORECASTING: EXPECTATIONS, INT...
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FAVAR
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forecasting
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monetary transmission
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time-varying parameters
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Marcellino, Massimiliano
Eickmeier, Sandra
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Classical time-varying FAVAR models - estimation,
forecasting
and structural analysis
Eickmeier, Sandra
;
Lemke, Wolfgang
;
Marcellino, Massimiliano
-
Deutsche Bundesbank
-
2011
of monetary policy shocks, and we observe that the reaction of GDP, the GDP deflator, inflation
expectations
and long …
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