Locally Stationary Quantile Regression for Inflation and Interest Rates
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Publication:6620907
DOI10.1080/07350015.2021.1874389zbMATH Open1547.62963MaRDI QIDQ6620907
Zhibiao Zhao, Zhuying Xu, Seon Jin Kim
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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- A time varying approach to the stock return-inflation puzzle
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