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• W2093089564 abstract "We provide probability forecasts of key Turkish macroeconomic variables such as inflation and output growth. The probability forecasts are derived from a core vector error correction model of the Turkish economy and its several variants. We use model and window averaging to address uncertainties arising from estimated models and possible structural breaks. The performances of the different models and their combinations are evaluated using relevant forecast accuracy tests in different pseudo out-of-sample settings. The results indicate that successful directional forecasts can be obtained for output growth and inflation. Averaging over both the models and the estimation windows improves the level of accuracy of the forecasts." @default.
• W2093089564 created "2016-06-24" @default.
• W2093089564 creator A5063253854 @default.
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• W2093089564 date "2014-03-01" @default.
• W2093089564 modified "2023-09-23" @default.
• W2093089564 title "Probability Forecasts of Macroaggregates in the Turkish Economy" @default.
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• W2093089564 doi "https://doi.org/10.2753/ree1540-496x500213" @default.
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