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An affine macro-finance term structure model for the euro area

✍ Scribed by Wolfgang Lemke


Book ID
116761364
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
429 KB
Volume
19
Category
Article
ISSN
1062-9408

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## Abstract This paper examines the problem of forecasting macro‐variables which are observed monthly (or quarterly) and result from geographical and sectorial aggregation. The aim is to formulate a methodology whereby all relevant information gathered in this context could provide more accurate fo