Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
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- 1 April 2004
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 22 (2) , 129-162
- https://doi.org/10.1198/073500104000000019
Abstract
Financial institutions are ultimately exposed to macroeconomic fluctuations in the global economy. This article proposes and builds a compact global model capable of generating forecasts for a core...Keywords
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