Alessia Paccagnini : Citation Profile


Are you Alessia Paccagnini?

University College Dublin (99% share)
Australian National University (1% share)

7

H index

3

i10 index

126

Citations

RESEARCH PRODUCTION:

13

Articles

41

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 12
   Journals where Alessia Paccagnini has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 26 (17.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa357
   Updated: 2018-07-14    RAS profile: 2018-05-04    
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Relations with other researchers


Works with:

Bekiros, Stelios (22)

GUPTA, RANGAN (9)

Tirelli, Patrizio (8)

Albonico, Alice (8)

Cardani, Roberta (6)

Villa, Stefania (6)

Kanda, Patrick (4)

Kanda, Tunda P. (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessia Paccagnini.

Is cited by:

GUPTA, RANGAN (21)

Balcilar, Mehmet (12)

Miller, Stephen (8)

Albonico, Alice (8)

Majumdar, Anandamayee (8)

Bekiros, Stelios (6)

rossi, lorenza (6)

Kanda, Tunda P. (5)

Ratti, Ronald (4)

Wohar, Mark (4)

Krenz, Astrid (4)

Cites to:

Wouters, Raf (87)

Smets, Frank (84)

Schorfheide, Frank (60)

Reichlin, Lucrezia (40)

Sims, Christopher (34)

Del Negro, Marco (28)

Coenen, Günter (28)

Forni, Mario (28)

Rubio-Ramirez, Juan F (26)

Fernandez-Villaverde, Jesus (25)

Watson, Mark (25)

Main data


Where Alessia Paccagnini has published?


Working Papers Series with more than one paper published# docs
Open Access publications / School of Economics, University College Dublin12
Working Papers / University of Milano-Bicocca, Department of Economics9
Working Papers / School of Economics, University College Dublin5
Working Papers / University of Pretoria, Department of Economics3
Working Papers / Department of Research, Ipag Business School2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Alessia Paccagnini (2018 and 2017)


YearTitle of citing document
2017The Use of Financial Market Variables in Forecasting. (2017). Gebauer, Stefan. In: DIW Roundup: Politik im Fokus. RePEc:diw:diwrup:115en.

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2017What keeps long-term U.S. interest rates so low?. (2017). LI, Huiqing ; Akram, Tanweer. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:380-390.

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2017Equitable fiscal consolidations. (2017). Tirelli, Patrizio ; Ferrara, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:207-223.

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2018Fitting and forecasting yield curves with a mixed-frequency affine model: Evidence from China. (2018). Shang, Yuhuang ; Zheng, Tingguo . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:145-154.

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2018A term structure model under cyclical fluctuations in interest rates. (2018). Moreno, Manuel ; Platania, Federico ; Novales, Alfonso. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2017Fiscal policy and liquidity traps with heterogeneous agents. (2017). Piergallini, Alessandro. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:103-106.

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2017The role of oil prices in the forecasts of South African interest rates: A Bayesian approach. (2017). Kotze, Kevin ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:270-278.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). GUPTA, RANGAN ; Demirer, Riza ; Tiwari, Aviral Kumar ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2017Inflation bias and markup shocks in a LAMP model with strategic interaction of monetary and fiscal policy. (2017). rossi, lorenza ; Albonico, Alice. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:39-55.

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2018Discretionary policy in a small open economy: Exchange rate regimes and multiple equilibria. (2018). Himmels, Christoph ; Kirsanova, Tatiana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:53-64.

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2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:295.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2018On the Impact of Policy Uncertainty on Oil Prices: An Asymmetry Analysis. (2018). Bahmani-Oskooee, Mohsen ; Niroomand, Farhang ; Harvey, Hanafiah. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:12-:d:128355.

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2017Should the ECB coordinate EMU fiscal policies?. (2017). Kirsanova, Tatiana ; Ribeiro, Ana Paula ; Machado, Celsa. In: Working Papers. RePEc:gla:glaewp:2018-02.

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2017Do Misperceptions about Demand Matter? Theory and Evidence. (2017). Benhima, Kenza ; Poilly, Celine. In: Working Papers. RePEc:hal:wpaper:halshs-01518467.

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2017Do Misperceptions about Demand Matter? Theory and Evidence. (2017). Benhima, Kenza ; Poilly, Celine. In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:17.08.

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2018The Dynamics of Japanese Government Bonds Nominal Yields. (2018). LI, Huiqing ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_906.

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2017Inflation bias and markup shocks in a LAMP model with strategic interaction of monetary and fiscal policy. (2017). rossi, lorenza ; Albonico, Alice ; Alice, Albonico ; Lorenza, Rossi . In: Working Papers. RePEc:mib:wpaper:362.

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2017Debunking the Myth of Southern Profligacy. A DSGE Analysis of Business Cycles in the EMU’s Big Four. (2017). Tirelli, Patrizio ; Cardani, Roberta ; Albonico, Alice ; Patrizio, Tirelli ; Roberta, Cardani . In: Working Papers. RePEc:mib:wpaper:373.

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2018Does the foreign sector help forecast domestic variables in DSGE models?. (2018). Rubaszek, Michał ; Kolasa, Marcin. In: NBP Working Papers. RePEc:nbp:nbpmis:282.

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2017Inflation Bias and Markup Shocks in a LAMP Model with Strategic Interaction of Monetary and Fiscal Policy. (2017). rossi, lorenza ; Albonico, Alice. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0133.

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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). GUPTA, RANGAN ; Demirer, Riza ; Tiwari, Aviral Kumar ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775.

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2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. (2017). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0.

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2017A new look at oil price pass-through into inflation: evidence from disaggregated European data. (2017). Poncela, Pilar ; Jiménez-Rodríguez, Rebeca ; Senra, Eva ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0048-9.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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2018Comparing Central Europe and the Baltic macro-economies: A Bayesian approach. (2018). Serpieri, Carolina ; Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Beqiraj, Elton. In: EconStor Preprints. RePEc:zbw:esprep:175242.

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2017The effects of fiscal policy in an estimated DSGE model: The case of the German stimulus packages during the great recession. (2017). Holtemöller, Oliver ; Drygalla, Andrej ; Kiesel, Konstantin ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:342017.

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Works by Alessia Paccagnini:


YearTitleTypeCited
2015Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics.
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2014Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications.
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2015Identifying Noise Shocks: a VAR with Data Revisions In: Discussion Papers.
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2015Identifying noise shocks: a VAR with data revisions.(2015) In: LSE Research Online Documents on Economics.
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2009On the Statistical Identification of DSGE Models In: CEPR Discussion Papers.
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2009On the statistical identification of DSGE models.(2009) In: Journal of Econometrics.
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2007On the Statistical Identification of DSGE Models.(2007) In: Working Papers.
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2009On the statistical identification of DSGE models.(2009) In: Open Access publications.
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2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
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2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
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2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
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2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
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2017Great recession, slow recovery and muted fiscal policies in the US In: Journal of Economic Dynamics and Control.
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2016Great Recession, Slow Recovery and Muted Fiscal Policies in the US.(2016) In: Working Papers.
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2016The macroeconomic determinants of the US term structure during the Great Moderation In: Economic Modelling.
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2014The Macroeconomic Determinants of the US Term-Structure during the Great Moderation.(2014) In: Working Papers.
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2016The Macroeconomic Determinants of the US Term-Structure During The Great Moderation.(2016) In: Open Access publications.
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2015Oil price forecastability and economic uncertainty In: Economics Letters.
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2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 16
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2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
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2016In search of the Euro area fiscal stance In: Journal of Empirical Finance.
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2016In search of the Euro Area Fiscal Stance.(2016) In: Working Papers.
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2016In search of the Euro area fiscal stance.(2016) In: Working Papers.
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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
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2015Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers.
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2017PIIGS in the Euro area: An empirical DSGE model In: Discussion Papers in Economics.
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2016PIIGS in the Euro Area. An Empirical DSGE Model.(2016) In: Working Papers.
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2014Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers.
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2014Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers.
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2013Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers.
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2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models.(2016) In: Journal of Forecasting.
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2012Comparing Hybrid DSGE Models In: Working Papers.
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2013DGSE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa In: Working Papers.
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2013DSGE Model-Based Forecasting of Modeled and Non-Modeled Inflation Variables in South Africa.(2013) In: Working Papers.
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2014Estimating a DSGE model with Limited Asset Market Participation for the Euro Area In: Working Papers.
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2015Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US In: Working Papers.
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2017Forecasting with FAVAR: macroeconomic versus financial factors In: NBP Working Papers.
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2011Does Trade Foster Institutions? An Empirical Assessment In: Review of Economics and Institutions.
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2011Does Trade Foster Institutions? An Empirical Assessment.(2011) In: Open Access publications.
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2010DSGE Model Validation in a Bayesian Framework: an Assessment In: MPRA Paper.
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2017Dealing with Misspecification in DSGE Models: A Survey In: MPRA Paper.
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2015Forecasting Inflation in an Inflation Targeting Economy: Structural Versus Non-Structural Models In: Working Papers.
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2013Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series.
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2013On the predictability of time-varying VAR and DSGE models In: Empirical Economics.
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2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
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2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
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2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa In: Applied Economics.
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2015DSGE model-based forecasting of modelled and nonmodelled inflation variables in South Africa.(2015) In: Open Access publications.
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This paper has another version. Agregated cites: 3
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2011Does Trade Foster Institutions? In: Open Access publications.
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2015Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions In: Working Papers.
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2017The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers.
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