Rumeli Feneri Yolu
Sariyer 80910, Istanbul
Turkey
Koc University - Department of Economics
return predictability, model uncertainty, dynamic factor models, variable selection
Economic conditions, Economic models, Financial crises, Supply and demand, Economic policy, COVID-19, Debt Monetisation, External Finance, SIR, Input-Output Tables, Emerging Markets, WP, lockdown, I-O, economic cost, supply shock, infection rate
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Financial conditions index; Coincident economic index; Dynamic factor model; Markov switching; Business cycle; Bayesian inference