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Combining Forecast Densities from VARS with Uncertain Instabilities

Anne Sofie Jore, Norges Bank
James Mitchell, NIESR
Shaun P. Vahey, Melbourne Business School

Suggested Citation

Anne Sofie Jore, James Mitchell, and Shaun P. Vahey. "Combining Forecast Densities from VARS with Uncertain Instabilities" working paper version, subsequently revised and forthcoming Journal of Applied Econometrics (2009).