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A UK financial conditions index using targeted data reduction: forecasting and structural identification

Kapetanios, George and Price, Simon and Young, Garry (2018) A UK financial conditions index using targeted data reduction: forecasting and structural identification. Econometrics and Statistics, 7. pp. 1-17. DOI https://doi.org/10.1016/j.ecosta.2017.12.002



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Filename: FCI_2017_final.pdf

Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0

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