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February 27, 2024Journal of Business and Economic StatisticsOpen Access

Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty

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Authors

NHNiko HauzenbergerFHFlorian HuberMMMassimiliano Marcellino

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Cite This Study

Hauzenberger et al. (2024) studied this question.

synapsesocial.com/papers/68e77577b6db6435876ea0c3https://doi.org/10.1080/07350015.2024.2322089
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