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Government Debt and Risk Premia
The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors
Optimal Monetary Policy in a Data-Rich Environment
Tim Armstrong
Eric Ghysels
Spatial Correlation Robust Inference
Alexander Torgovitsky
Homophily and Selection: The Network Propensity Score
Financial Trading Over The Years: A Multifractal Intensity Perspective
Sovereign Default Risk and Real Economic Activity
Keeping up with peers in India: A new social interactions model of perceived needs
Selection of An Optimal Rolling Window Length in Time-varying Predictive Regression
Predictive Macro-Finance: Dynamic Term Structure Modeling with Regime Switches
Forecasting the Yield curve in a Data-Rich Environment: A No-Arbitrage Factor-Augmented VAR Approach
Siddhartha Chib
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