1. Forecasting Using Relative Entropy
  2. John C. Robertson, Ellis W. Tallman, Charles H. Whiteman
  3. pp. 383-401
  4. DOI: 10.1353/mcb.2005.0034
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  1. News and Noise in G-7 GDP Announcements
  2. Jon Faust, John Harold Rogers, Jonathan H. Wright
  3. pp. 403-419
  4. DOI: 10.1353/mcb.2005.0029
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  1. Identification Issues in Forward-Looking Models Estimated by GMM, with an Application to the Phillips Curve
  2. Sophocles Mavroeidis
  3. pp. 421-448
  4. DOI: 10.1353/mcb.2005.0031
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  1. Federal Funds Rate Prediction
  2. Lucio Sarno, Daniel L. Thornton, Giorgio Valente
  3. pp. 449-471
  4. DOI: 10.1353/mcb.2005.0035
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  1. Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel
  2. Jan J. J. Groen
  3. pp. 495-516
  4. DOI: 10.1353/mcb.2005.0030
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  1. Nonlinear Forecasting Analysis Using Diffusion Indexes: An Application to Japan
  2. Mototsugu Shintani
  3. pp. 517-538
  4. DOI: 10.1353/mcb.2005.0036
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  1. A Core Inflation Indicator for the Euro Area
  2. R. Cristadoro, Mario Forni, Lucrezia Reichlin, Giovanni Veronese
  3. pp. 539-560
  4. DOI: 10.1353/mcb.2005.0028
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  1. Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
  2. Ray Yeu-Tien Chou
  3. pp. 561-582
  4. DOI: 10.1353/mcb.2005.0027
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  1. The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
  2. Athanasios Orphanides, Simon Van Norden
  3. pp. 583-601
  4. DOI: 10.1353/mcb.2005.0033
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  1. Introduction
  2. Mark W. Watson, Kenneth D. West
  3. p. 381
  4. DOI: 10.1353/mcb.2005.0037
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