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Predictive Macro-Finance With Dynamic Partition Models


  • 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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    References listed on IDEAS

    1. David Card & Alexandre Mas & Jesse Rothstein, 2008. "Tipping and the Dynamics of Segregation," The Quarterly Journal of Economics, Oxford University Press, vol. 123(1), pages 177-218.
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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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