Combining competing forecasts of inflation using a bivariate arch model

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Engle, Robert F.; Granger, C.W.J.; Kraft, Dennis

Journal of Economic Dynamics and Control , Volume 8 (2): 151-165 – Nov 1, 1984

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Engle, Robert F.; Granger, C.W.J.; Kraft, Dennis

Journal of Economic Dynamics and Control , Volume 8 (2): 151-165 – Nov 1, 1984

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