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Online Appendix to "Financial conditions and density forecasts for US output and inflation"

Author

Listed:
  • Piergiorgio Alessandri

    (Banca d'Italia)

  • Haroon Mumtaz

    (Queen Mary University of London)

Abstract

Online appendix for the Review of Economic Dynamics article

Suggested Citation

  • Piergiorgio Alessandri & Haroon Mumtaz, 2017. "Online Appendix to "Financial conditions and density forecasts for US output and inflation"," Online Appendices 14-103, Review of Economic Dynamics.
  • Handle: RePEc:red:append:14-103
    Note: The original article was published in the Review of Economic Dynamics
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    File URL: https://www.economicdynamics.org/appendix/14/14-103/14-103.pdf
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    References listed on IDEAS

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    More about this item

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • G01 - Financial Economics - - General - - - Financial Crises

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