Via XX Settembre 97
Government of the Italian Republic (Italy) - Ministry of Economy and Finance - RGS
Mixed-Frequency Data, Dynamic Factor Models, Growth Accounting, Model Averaging, Ledoit-Wolf Shrinkage.
Mixed frequency data; dynamic factor models; growth accounting; model averaging; Ledoit-Wolf shrinkage
Household portfolio choice, Information, Privatizations
C51, C52, E60
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