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Keywords: MIDAS
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2023) 50 (8): 1789–1823.
Published: 06 April 2023
...) model that nests neural networks and uses Mixed Data Sampling (MIDAS) techniques. The authors use data information related to COVID-19, financial markets and household finances. Findings The authors' results show that household debt repayments' response to the first principal component of COVID-19...
