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Switching macroeconomic growth and volatility: Evidence from a mean-variance Markov-switching dynamic factor model

Authors: Catherine Doz, Laurent Ferrara, Pierre-Alain Pionnier

Publication: Journal of Economic Dynamics and Control

Published: Nov 1, 2026

Source: Crossref

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Switching macroeconomic growth and volatility: Evidence from a mean-variance Markov-switching dynamic factor model

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