Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility
Author:
Affiliation:
1. Economic Research Department; Federal Reserve Bank of Cleveland; OH USA
2. Research Department; Norges Bank; Oslo Norway
3. BI Norwegian Business School; Oslo Norway
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/jae.2379/fullpdf
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