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Forecast of time-varying effects of post-GFC monetary policy + a novel computing application

Publicaciones

Time-varying coefficient estimation in SURE models. Application to portfolio management

Autores: Isabel Casas, Eva Ferreira, Susan Orbe
Publicado en: 2017
Editor: TBA

Reexamining Financial and Economic Predictability with New Estimators of Realized Variance and Variance Risk Premium

Autores: Isabel Casas, Xiuping Mao, Helena Veiga
Publicado en: 2018
Editor: TBA

tvReg: Time-Varying Coefficients Linear Regression for Single and Multiple Equations

Autores: Isabel Casas, Ruben Fernandez-Casal
Publicado en: 2017
Editor: TBA

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