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Predictive Macro-Finance With Dynamic Partition Models

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  • Zantedeschi, Daniel
  • Damien, Paul
  • Polson, Nicholas G.

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  • Zantedeschi, Daniel & Damien, Paul & Polson, Nicholas G., 2011. "Predictive Macro-Finance With Dynamic Partition Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 427-439.
  • Handle: RePEc:bes:jnlasa:v:106:i:494:y:2011:p:427-439
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jasa.2011.ap09732
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    Cited by:

    1. Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014. "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers 2014-19, Economic Research Institute, Bank of Korea.
    2. Kang, Kyu Ho, 2015. "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 51-66.

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