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Does the Real Business Cycle Help Forecast the Financial Cycle?

Fredj Jawadi, Hachmi Ben Ameur, Stephanie Bigou and Alexis Flageollet
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Stephanie Bigou: ICM - Institut du Cerveau = Paris Brain Institute - AP-HP - Assistance publique - Hôpitaux de Paris (AP-HP) - INSERM - Institut National de la Santé et de la Recherche Médicale - CHU Pitié-Salpêtrière [AP-HP] - AP-HP - Assistance publique - Hôpitaux de Paris (AP-HP) - SU - Sorbonne Université - SU - Sorbonne Université - CNRS - Centre National de la Recherche Scientifique
Alexis Flageollet: Natixis Asset Management - SAMS

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Date: 2021-09-23
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Published in Computational Economics, 2021, 60 (4), pp.1529-1546. ⟨10.1007/s10614-021-10193-8⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04478764

DOI: 10.1007/s10614-021-10193-8

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