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Forecasting (41)
Realized volatility (7)
South Africa (SA) (4)
Economic policy uncertainty (EPU) (3)
Geopolitical risks (GPRs) (3)
Heterogeneous autoregressive realized volatility (HAR-RV) (3)
Inflation rate (3)
Macroeconomic fundamentals (3)
State space models (3)
Uncertainty (3)
Volatility (3)
Bayesian (2)
Co-volatility (2)
Commodity markets (2)
Conditional distribution (2)
Dynamic model averaging (DMA) (2)
Exchange rates (2)
Factor-augmented models (2)
Gold (2)
Gold-price returns (2)
Higher order statistics (2)
Inflation (2)
Interest rates (2)
Large-scale BVAR models (2)
Leverage effects (2)
Oil price (2)
Oil prices (2)
Predictive values (2)
Realized covariance (2)
Risk assessment (2)
United Kingdom (UK) (2)
United States (US) (2)
Asymmetric loss (1)
Bayesian model averaging (BMA) (1)
Bayesian shrinkage (1)
Bayesian VAR (1)
Bayesian Vector Autoregressions (BVAR) (1)
Bayesian vector autoregressive (BVAR) (1)
Bayesian vector autoregressive (BVAR) model (1)
Boosted regression trees (BRT) (1)
Boosting approach (1)
Brazil, Russia, India, China and South Africa (BRICS) (1)
Business cycle turning points (1)
Business cycles (1)
Carbon dioxide (CO2) (1)
CO2 emissions (1)
Competing models (1)
Constant parameter (1)
Consumption inequalities (1)
Copula models (1)
Core inflation (1)
Coronavirus disease 2019 (COVID-19) (1)
Costs (1)
COVID-19 pandemic (1)
Crude oil realized volatility (1)
Day-ahead (1)
Developed markets (1)
Directional accuracy (1)
Dynamic models (1)
Dynamic stochastic general equilibrium (DSGE) (1)
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