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Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline .
In: Working Papers Series.
RePEc:bcb:wpaper:446.

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  48. Testing Predictive Ability and Power Robustification. (2009). Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-035.

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  49. Understanding forecast failure of ESTAR models of real exchange rates. (2009). Buncic, Daniel.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2009_18.

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  50. Inflation and Inflation Uncertainty in the Euro Area. (2009). Paesani, Paolo ; onorante, luca ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2720.

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  51. Do high-frequency measures of volatility improve forecasts of return distributions?. (2008). McCurdy, Tom ; Maheu, John.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-324.

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  52. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Discussion Papers.
    RePEc:swe:wpaper:2008-23.

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  53. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: Discussion Papers.
    RePEc:swe:wpaper:2008-10.

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  54. Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation. (2008). Valderrama, Maria ; Rumler, Fabio.
    In: Working Papers.
    RePEc:onb:oenbwp:148.

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  55. DSGE model-based forecasting of non-modelled variables. (2008). Sill, Keith ; Schorfheide, Frank ; Kryshko, Maxym .
    In: Working Papers.
    RePEc:fip:fedpwp:08-17.

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  56. Testing a DSGE model and its partner database. (2008). Parra-Alvarez, Juan ; Mahadeva, Lavan.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:004507.

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  57. Out-of-sample comparison of copula specifications in multivariate density forecasts. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-10.

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  58. Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:08-03.

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  59. Open economy DSGE-VAR forecasting and policy analysis - head to head with the RBNZ published forecasts. (2007). Smith, Christie ; Matheson, Troy ; Lees, Kirdan.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:2007/01.

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  60. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0203.

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  61. Evaluating An Estimated New Keynesian Small Open Economy Model. (2007). Villani, Mattias ; Lindé, Jesper ; Laséen, Stefan ; Adolfson, Malin ; Linde, Jesper ; Laseen, Stefan .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6027.

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