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Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:661.

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Cited: 7

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Cites: 29

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Cocites: 50

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Citations received by this document

  1. Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2016). Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:791.

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  2. Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:785.

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  3. Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2015). Medel, Carlos A..
    In: MPRA Paper.
    RePEc:pra:mprapa:67081.

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  4. Forecasting Inflation with a Simple and Accurate Benchmark: The Case of the US and a Set of Inflation Targeting Countries. (2015). Pincheira, Pablo ; Medel, Carlos A..
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:65:y:2015:i:1:p:2-29.

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  5. Forecasting Inflation with a Simple and Accurate Benchmark: a Cross-Country Analysis. (2012). Pincheira, Pablo ; Medel, Carlos A..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:677.

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  6. Non-Ricardian Aspects of Fiscal Policy in Chile. (2012). Fornero, Jorge ; Cespedes, Luis ; Gali, Jordi.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:663.

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  7. A Joint Test of Superior Predictive Ability for Chilean Inflation Forecasts. (2012). Pincheira, Pablo.
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:15:y:2012:i:3:p:04-39.

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References

References cited by this document

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  21. Patton, A. and A. Timmermann (2012): “Forecast Rationality Tests Based on Multi-Horizon Bounds” . Journal of Business & Economic Statistics, forthcoming.

  22. Pincheira P. (2012) “Shrinkage Based Tests of Predictability” . Journal of Forecasting, forthcoming.

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  28. White H. (2000). “A Reality Check for Data Snooping” . Econometrica 68: 1097-1126.

  29. Wright, J. (2008). “Bayesian Model Averaging and exchange rate forecasts” . Journal of Econometrics. 146(2): 329-341, October.

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