Incertidumbre y el precio del riesgo en un proceso de convergencia nominal
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Volume (Year): XXXII (2009)
Issue (Month): 4 (octubre-diciembre)
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200423, Rutgers University, Department of Economics.
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- Daniel Peña & Ismael Sánchez, 2007. "Measuring the Advantages of Multivariate vs. Univariate Forecasts," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(6), pages 886-909, November.
- Barbara Rossi & Tatevik Sekhposyan, 2010.
"Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?,"
10-16, Duke University, Department of Economics.
- Tatevik Sekhposyan & Barbara Rossi, 2008. "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
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"Forecast Comparisons in Unstable Environments,"
08-04, Duke University, Department of Economics.
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