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Publication Year:
2017
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src
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Statistical test
Todd E. Clark
;
Michael W. McCracken
Tests of Predictive Ability for Vector Autoregressions Used for Conditional F...
Many forecasts are conditional in nature. For example, a number of central banks routinely report forecasts conditional on particular paths of policy instruments. Even though...
DOI:10.15456/jae.2022326.0702698868
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