Thomas Doan

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Forecasting and Conditional Projection Using Realistic Prior Distributions

NBER Working Paper No. w1202

Number of pages: 81 Posted: 03 May 2004 Last Revised: 16 Oct 2022

Thomas Doan, Robert Litterman and Christopher A. Sims

Independent, Kepos Capital and Princeton University - Department of Economics

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Thomas Doan

Independent

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Scholarly Papers (1)

Forecasting and Conditional Projection Using Realistic Prior Distributions

Abstract: