Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196)
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English | Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts |
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Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (English)
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3 March 2014
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forecast rationality
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asymmetric loss
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GARCH-M
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inflation-output forecasts
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