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Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices
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A flexible predictive density combination model for large financial data sets in regular and crisis periods
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Lawrence R. Klein's principles in modeling and contributions in nowcasting, real-time forecasting, and machine learning
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A flexible predictive density combination for large financial data sets in regular and crisis periods
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Forecasting core inflation in India
a four-step approach -
Bayesian rank selection in multivariate regression
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Dynamical interaction between financial and business cycles
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Improving the robustness of Markov-Switching dynamic factor models with time-varying volatility
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An overview of the factor-augmented error-correction model