What does financial volatility tell us about macroeconomic fluctuations? (Q1624058)
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English | What does financial volatility tell us about macroeconomic fluctuations? |
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What does financial volatility tell us about macroeconomic fluctuations? (English)
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15 November 2018
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financial volatility
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real-time data
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predictive ability tests
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dynamic factor model
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Markov switching
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