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- The rise and fall of the natural interest rate,
with G. Fiorentini, A. Galesi and G. Pérez-Quirós, CEMFI Working Paper 1805.
- Dynamic specification tests for static factor models,
with G. Fiorentini, CEMFI Working Paper
0912. (Abstract). (This paper has been largely superseded by Tests for serial dependence in static, non-Gaussian factor models
and Dynamic specification tests for dynamic factor models).
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Last revised: 8th January 2019