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Absolute Convergence, Inflation Differentials, Stability, Unit Root Tests
Italian economy, european sovereign debt crisis, forecasting and simulation
asymmetric least squares, globalization, inflation quantiles, Phillips curve, time varying parameters
Cramér-von Mises distribution, stationarity test, stochastic trend, unit root, unobserved component
macro-econometric models, Italy, forecasting, policy simulation
Dickey-Fuller test, initial condition, law of one price, stationarity test
expected inflation, incomplete information, learning
Forecast encompassing, Model evaluation, Nested models, Non-nested models, Equal predictive ability
quantile regression, Phillips curve, time-varying distribution
fan charts, macroeconomic forecasts, model combination
Bayesian methods, potential output, unobserved components
Kalman filter, state-space models, unit roots
natural rate, secular stagnation, spectral analysis
non-construction investment, uncertainty, credit constraints
structural breaks, time-varying parameters
monetary policy, natural interest rate, effective lower bound
asymmetric least squares, expectiles, density forecasts, GDP growth, risks
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Preliminary data, macroeconomic forecasting, bank of Italy quarterly economic model
Learning, DSGE, Expectations de-anchoring, Inflation
