Working Paper: Extensions to IVX methods of inference for return predictability

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- Working Paper: Extensions to IVX methods of inference for return predictability
https://www.bportugal.pt/sites/default/files/anexos/papers/wp202104.pdf
 
- Working Paper: Spectral decomposition of the information about latent variables in dynamic macroeconomic models
https://www.bportugal.pt/sites/default/files/anexos/papers/wp202105.pdf

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Banco de Portugal Working Paper