Forecast Error Variance Decompositions with Local Projections

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DOI10.1080/07350015.2019.1610661zbMath1547.62736MaRDI QIDQ6626366

Yuriy Gorodnichenko, Byoungchan Lee

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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