| Nome |
# |
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A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates, file e31e10d2-28a4-31fb-e053-1705fe0a5b99
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26
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Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility, file e31e10d2-5c5d-31fb-e053-1705fe0a5b99
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9
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EuroMInd-C: a disaggregate monthly indicator of economic activity for the Euro area and member countries, file e31e10d2-542e-31fb-e053-1705fe0a5b99
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6
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Capturing macroeconomic tail risks with Bayesian vector autoregressions, file 44abd23d-5688-40b9-9da1-704eb119f032
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5
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Classical time varying factor-augmented vector auto-regressive models-estimation, forecasting and structural analysis, file e31e10d2-56be-31fb-e053-1705fe0a5b99
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5
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Forecasting with factor augmented error correction models, file e31e10d2-289f-31fb-e053-1705fe0a5b99
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4
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Factor-based identification-robust inference in IV regressions, file e31e10d2-54cd-31fb-e053-1705fe0a5b99
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4
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Regime switches in the risk-return trade-off, file e31e10d2-54d3-31fb-e053-1705fe0a5b99
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4
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Mixed frequency structural vector auto-regressive models, file e31e10d2-8c67-31fb-e053-1705fe0a5b99
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4
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The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR, file e31e10d2-8df4-31fb-e053-1705fe0a5b99
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4
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility, file e31e10d2-9271-31fb-e053-1705fe0a5b99
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4
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Forecasting economic activity by Bayesian bridge model averaging, file e31e10d2-edd5-31fb-e053-1705fe0a5b99
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4
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Addressing COVID-19 outliers in BVARs with stochastic volatility, file 9979f073-25c7-4686-ab53-00da6f37b66a
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3
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Forecasting US inflation using Bayesian nonparametric models, file b34d04fd-84f8-4d3f-a4c2-2445c8919610
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3
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EUROMIND: A Monthly Indicator of the Euro Area Economic Conditions, file e31e10d2-1b1e-31fb-e053-1705fe0a5b99
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3
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Common drifting volatility in large Bayesian VARs, file e31e10d2-54ce-31fb-e053-1705fe0a5b99
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3
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Macroeconomic forecasting during the Great Recession: the return of non-linearity?, file e31e10d2-88c1-31fb-e053-1705fe0a5b99
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3
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Markov-Switching mixed-frequency VAR models, file e31e10d2-8923-31fb-e053-1705fe0a5b99
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3
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Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods, file e31e10d2-8b7f-31fb-e053-1705fe0a5b99
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3
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Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs, file e31e10d2-8b92-31fb-e053-1705fe0a5b99
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3
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Structural analysis with multivariate autoregressive index models, file e31e10d2-8b93-31fb-e053-1705fe0a5b99
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3
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Factor-based identification-robust inference in IV regressions, file e31e10d2-8c72-31fb-e053-1705fe0a5b99
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3
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Bayesian VARs: specification choices and forecasting performance, file e31e10d2-8dd3-31fb-e053-1705fe0a5b99
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3
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Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors, file cb3e2079-58a3-4517-b7c5-c6c414bb6bbf
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2
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Markov Switching MIDAS models, file e31e10d2-21c1-31fb-e053-1705fe0a5b99
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2
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Bayesian VARs: specification choices and forecasting performance, file e31e10d2-21c2-31fb-e053-1705fe0a5b99
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2
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The effects of the monetary policy stance on the transmission mechanism, file e31e10d2-22eb-31fb-e053-1705fe0a5b99
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2
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Forecasting economic activity with targeted predictors, file e31e10d2-321f-31fb-e053-1705fe0a5b99
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2
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Markov-Switching mixed-frequency VAR models, file e31e10d2-3223-31fb-e053-1705fe0a5b99
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2
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Markov-Switching mixed-frequency VAR models, file e31e10d2-3225-31fb-e053-1705fe0a5b99
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2
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Macroeconomic forecasting during the Great Recession: the return of non-linearity?, file e31e10d2-5498-31fb-e053-1705fe0a5b99
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2
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility, file e31e10d2-5618-31fb-e053-1705fe0a5b99
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2
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Factor-based identification-robust inference in IV regressions, file e31e10d2-5898-31fb-e053-1705fe0a5b99
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2
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On the importance of sectoral and regional shocks for price-setting, file e31e10d2-8760-31fb-e053-1705fe0a5b99
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2
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Common drifting volatility in large Bayesian VARs, file e31e10d2-92db-31fb-e053-1705fe0a5b99
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2
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On the importance of sectoral and regional shocks for price-setting, file e31e10d2-b610-31fb-e053-1705fe0a5b99
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2
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Explaining the time-varying effects of oil market shocks on US stock returns, file e31e10d2-eaaf-31fb-e053-1705fe0a5b99
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2
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Have standard VARS remained stable since the crisis?, file e31e10d2-eb83-31fb-e053-1705fe0a5b99
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2
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Applied econometrics : an introduction, file e31e10d3-6590-31fb-e053-1705fe0a5b99
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2
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Applied economic forecasting using time series methods, file e31e10d3-6b62-31fb-e053-1705fe0a5b99
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2
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Applied economic forecasting using time series methods, file e31e10d3-6f3a-31fb-e053-1705fe0a5b99
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2
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Tail forecasting with multivariate Bayesian additive regression trees, file 039395e6-c827-4338-8e8c-6a864b540767
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1
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Macro uncertainty in the long run, file 197a5bba-3b00-4f5d-9d8f-614a674e01f2
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1
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Addressing COVID-19 outliers in BVARs with stochastic volatility, file 328a5ee1-1642-457d-bb86-7fd2f2304041
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1
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Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors, file 4fc5704b-e527-468b-9e7e-ea1bda27dc05
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1
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Forecasting US inflation using Bayesian nonparametric models, file 9e6bc009-9052-4a37-8948-77ef56433876
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1
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Forecasting Large Datasets with Bayesian Reduced RankMultivariate Models, file e31e10d2-1b18-31fb-e053-1705fe0a5b99
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1
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MIDAS vs Mixed-Frequency VAR for Nowcasting GDP in the Euro Area, file e31e10d2-1b1a-31fb-e053-1705fe0a5b99
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1
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Bayesian VARs: specification choices and forecasting performance, file e31e10d2-21c3-31fb-e053-1705fe0a5b99
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1
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The effects of the monetary policy stance on the transmission mechanism, file e31e10d2-22e9-31fb-e053-1705fe0a5b99
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1
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Empirical simultaneous prediction regions for path-forecasts, file e31e10d2-289e-31fb-e053-1705fe0a5b99
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1
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The multiscale causal dynamics of foreign exchange markets, file e31e10d2-28a2-31fb-e053-1705fe0a5b99
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1
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Common drifting volatility in large Bayesian VARs, file e31e10d2-5499-31fb-e053-1705fe0a5b99
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1
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Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods, file e31e10d2-54d1-31fb-e053-1705fe0a5b99
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1
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility, file e31e10d2-5514-31fb-e053-1705fe0a5b99
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1
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Mixed frequency structural vector auto-regressive models, file e31e10d2-57f1-31fb-e053-1705fe0a5b99
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1
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U-MIDAS: MIDAS regressions with unrestricted lag polynomial, file e31e10d2-6d65-31fb-e053-1705fe0a5b99
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1
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On the importance of sectoral and regional shocks for price-setting, file e31e10d2-875f-31fb-e053-1705fe0a5b99
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1
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Forecasting economic activity with targeted predictors, file e31e10d2-8982-31fb-e053-1705fe0a5b99
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1
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The econometric analysis of mixed frequency data sampling, file e31e10d2-b7f5-31fb-e053-1705fe0a5b99
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1
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Time variation in macro-financial linkages, file e31e10d2-b7f6-31fb-e053-1705fe0a5b99
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1
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Structural FECM: Cointegration in large-scale structural FAVAR models, file e31e10d2-e991-31fb-e053-1705fe0a5b99
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1
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Macroeconomic uncertainty through the lenses of a mixed-frequency panel Markov-switching model, file e31e10d3-6577-31fb-e053-1705fe0a5b99
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1
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The challenge of Big Data, file e31e10d3-707a-31fb-e053-1705fe0a5b99
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1
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Tax shocks with high and low uncertainty, file e31e10d3-b29f-31fb-e053-1705fe0a5b99
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1
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Using low frequency information for predicting high frequency variables, file e31e10d3-b852-31fb-e053-1705fe0a5b99
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1
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Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors, file e31e10d3-b857-31fb-e053-1705fe0a5b99
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1
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Mixed-frequency models with moving-average components, file e31e10d3-b85b-31fb-e053-1705fe0a5b99
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1
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Measuring uncertainty and its impact on the economy, file e31e10d3-bad2-31fb-e053-1705fe0a5b99
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1
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Forecasting gross domestic product growth with large unbalanced data sets: the mixed frequency three-pass regression filter, file e31e10d3-bad4-31fb-e053-1705fe0a5b99
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1
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Assessing international commonality in macroeconomic uncertainty and its effects, file e31e10d4-2394-31fb-e053-1705fe0a5b99
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1
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A similarity-based approach for macroeconomic forecasting, file e31e10d4-2395-31fb-e053-1705fe0a5b99
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1
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Markov-switching three-pass regression filter, file e31e10d4-23e1-31fb-e053-1705fe0a5b99
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1
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Large time‐varying parameter VARs: a nonparametric approach, file e31e10d4-265b-31fb-e053-1705fe0a5b99
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1
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Using time-varying volatility for identification in Vector Autoregressions: an application to endogenous uncertainty, file e31e10d4-78dc-31fb-e053-1705fe0a5b99
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1
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No-arbitrage priors, drifting volatilities, and the term structure of interest rates, file e31e10d4-78e0-31fb-e053-1705fe0a5b99
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1
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Time-varying instrumental variable estimation, file e31e10d4-78e2-31fb-e053-1705fe0a5b99
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1
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| Totale |
184 |