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Paper / 2023SMQ / 113760399759247
Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?
econometrics / time seriesResource overview

Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?

Paper2023

by Szydlo, Jan

Tags
econometricstime series

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Suggested foundations for financial time series. Specialist prerequisites vary by paper.

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