A copula-VAR-X approach for industrial production modelling and forecasting

Author: Bianchi Carluccio   Carta Alessandro   Fantazzini Dean   De Giuli Maria Elena   Maggi Mario  

Publisher: Routledge Ltd

ISSN: 1466-4283

Source: Applied Economics, Vol.42, Iss.25, 2010-10, pp. : 3267-3277

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Abstract