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Publication Year:
2011
None:
1
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XLS
Antonello D'Agostino
;
Luca Gambetti
;
Domenico Giannone
Macroeconomic forecasting and structural change (replication data)
The aim of this paper is to assess whether modeling structural change can help improving the accuracy of macroeconomic forecasts. We conduct a simulated real-time out-of-sample...
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