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A stochastic volatility model where volatility was driven solely by a latent variable called news...

Price index compilers frequently face situations where price observations are missing due to...

Using realized volatility to estimate conditional variance of financial returns, we compare...

We estimate the respective contributions of institutions, geography, and trade in determining...

The Consumer Price Index Manual (2004) provides guidelines for aggregation formulas that are...

Deeper economic integration within the Caribbean has been a regional policy priority since the...