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Keywords: Distributed lag model
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Journal Articles
Fulbright Review of Economics and Policy (2022) 2 (2): 136–160.
Published: 25 November 2022
... as measures of uncertainty. Design/methodology/approach This study employs Westerlund and Narayan (2015) (WN)-type distributed lag model that simultaneously accounts for persistence, endogeneity and conditional heteroscedasticity, within a single model framework. The tail risks are obtained using...

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