Macroeconomic Forecasting Performance under Alternative Specifications of Time‐Varying Volatility

Publisher: John Wiley & Sons Inc

E-ISSN: 1099-1255|30|4|551-575

ISSN: 0883-7252

Source: JOURNAL OF APPLIED ECONOMETRICS, Vol.30, Iss.4, 2015-06, pp. : 551-575

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Abstract