2022
DOI: 10.1080/10920277.2022.2100425
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Ensemble Economic Scenario Generators: Unity Makes Strength

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Cited by 2 publications
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“…-We use a homoskedastic autoregressive model for price inflation, wage inflation, and the dividend yield with (monetary) regime-dependent long-run levels, as supported by the conclusions of Bégin (2021Bégin ( , 2023. -We rely on sophisticated models for the short rate, the stock index and alternative asset returns, as well as the investment grade corporate bond yields.…”
Section: Economic and Financial Frameworkmentioning
confidence: 99%
“…-We use a homoskedastic autoregressive model for price inflation, wage inflation, and the dividend yield with (monetary) regime-dependent long-run levels, as supported by the conclusions of Bégin (2021Bégin ( , 2023. -We rely on sophisticated models for the short rate, the stock index and alternative asset returns, as well as the investment grade corporate bond yields.…”
Section: Economic and Financial Frameworkmentioning
confidence: 99%