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Addressing the life expectancy gap in pension policy. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
In: Insurance: Mathematics and Economics.
RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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  1. How life-table right-censoring affected the Brazilian social security factor: an application of the gamma-Gompertz-Makeham model. (2024). Bernardino, Wilton ; Patricio, Silvio C ; Souza, Filipe Costa.
    In: Journal of Population Research.
    RePEc:spr:joprea:v:41:y:2024:i:3:d:10.1007_s12546-024-09334-1.

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  2. Study on the Correlation between Life Expectancy and the Ecological Environment around the Cities along the Belt and Road. (2023). Wu, Yijin ; Jiang, Yan ; Li, Dehua.
    In: IJERPH.
    RePEc:gam:jijerp:v:20:y:2023:i:3:p:2147-:d:1046057.

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  3. Intergenerational actuarial fairness when longevity increases: Amending the retirement age. (2023). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:113:y:2023:i:c:p:161-184.

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  4. Progressive Pension Formula and Life Expectancy Heterogeneity. (2021). Devolder, Pierre ; Diakite, Keivan.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:7:p:127-:d:587894.

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  5. Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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  6. Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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  7. Calibration of Transition Intensities for a Multistate Model: Application to Long-Term Care. (2021). Real, Pedro Corte ; Oliveira, Matilde C ; Esquivel, Manuel L ; Guerreiro, Gracinda R.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:2:p:37-:d:495746.

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  8. Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9408.

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  9. Funding for longer lives. Retirement wallet and risk-sharing annuities. (2019). Bravo, Jorge ; Jorge, Eva Maria.
    In: EKONOMIAZ. Revista vasca de Economía.
    RePEc:ekz:ekonoz:2019212.

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    RePEc:jns:jbstat:v:231:y:2011:i:1:p:63-81.

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  22. Combination of long term and short term forecasts, with application to tourism demand forecasting. (2011). Andrawis, Robert R. ; El-Shishiny, Hisham ; Atiya, Amir F..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:3:p:870-886.

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  23. Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition. (2011). Andrawis, Robert R. ; El-Shishiny, Hisham ; Atiya, Amir F..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:3:p:672-688.

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  24. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

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  25. Nowcasting GDP in Real-Time: A Density Combination Approach. (2011). Thorsrud, Leif ; Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R..
    In: Working Papers.
    RePEc:bny:wpaper:0003.

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  26. Adaptive Forecasting of Exchange Rates with Panel Data. (2010). Morales-Arias, Leonardo ; Dross, Alexander .
    In: Research Paper Series.
    RePEc:uts:rpaper:285.

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  27. Should macroeconomic forecasters use daily financial data and how?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: University of Cyprus Working Papers in Economics.
    RePEc:ucy:cypeua:09-2010.

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  28. Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2010). Kourtellos, Andros ; Andreou, Elena ; Ghysels, Eric.
    In: Working Paper series.
    RePEc:rim:rimwps:42_10.

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  29. Averaging forecasts from VARs with uncertain instabilities. (2010). McCracken, Michael ; Clark, Todd.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:1:p:5-29.

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  30. Stock return predictability and dividend-price ratio: a nonlinear approach. (2010). Wohar, Mark ; McMillan, David G..
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:4:p:351-365.

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  31. Real-time forecast averaging with ALFRED. (2010). McCracken, Michael ; Banternghansa, Chanont.
    In: Working Papers.
    RePEc:fip:fedlwp:2010-033.

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  32. Does forecast combination improve Norges Bank inflation forecasts?. (2010). Thorsrud, Leif ; Smith, Christie ; Jore, Anne Sofie ; Bjørnland, Hilde ; Gerdrup, Karsten R. ; Bjornland, Hilde C..
    In: Working Papers.
    RePEc:bny:wpaper:0002.

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  33. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
    In: Working Papers.
    RePEc:bdm:wpaper:2010-04.

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  34. Forecast Combinations. (2010). Timmermann, Allan ; Capistrán, Carlos ; Aiolfi, Marco.
    In: CREATES Research Papers.
    RePEc:aah:create:2010-21.

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  35. Differences in housing price forecastability across US states. (2009). Strauss, Jack ; Rapach, David E..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:25:y:2009:i:2:p:351-372.

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  36. Forecasts of US short-term interest rates: A flexible forecast combination approach. (2009). Timmermann, Allan ; Guidolin, Massimo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:2:p:297-311.

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  37. Flexible shrinkage in portfolio selection. (2009). Golosnoy, Vasyl ; Okhrin, Yarema.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:33:y:2009:i:2:p:317-328.

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  38. Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts.. (2009). Capistrán, Carlos ; Benavides, Guillermo.
    In: Working Papers.
    RePEc:bdm:wpaper:2009-01.

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  39. Monetary Policy Evaluation in Real Time: Forward-Looking Taylor Rules Without Forward-Looking Data. (2008). Nikolsko-Rzhevskyy, Alex.
    In: MPRA Paper.
    RePEc:pra:mprapa:11352.

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  40. Averaging forecasts from VARs with uncertain instabilities. (2008). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-030.

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  41. Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance. (2007). Golosnoy, Vasyl ; Herwartz, Helmut.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5903.

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  42. Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information. (2007). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel.
    In: MPRA Paper.
    RePEc:pra:mprapa:2512.

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  43. Forecasting real housing price growth in the Eighth District states. (2007). Strauss, Jack ; Rapach, David E..
    In: Regional Economic Development.
    RePEc:fip:fedlrd:y:2007:i:nov:p:33-42:n:v.3no.2.

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  44. Online forecast combinations of distributions: Worst case bounds. (2007). Sancetta, Alessio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:621-651.

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  45. Online Forecast Combination for Dependent Heterogeneous Data. (2007). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0718.

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  46. Averaging forecasts from VARs with uncertain instabilities. (2006). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp06-12.

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  47. Forecasting employment growth in Missouri with many potentially relevant predictors: an analysis of forecast combining methods. (2005). Strauss, Jack ; Rapach, David E..
    In: Regional Economic Development.
    RePEc:fip:fedlrd:y:2005:i:nov:p:97-112:n:v.1no.1.

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  48. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1196.

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  49. Forecasting Time Series Subject to Multiple Structural Breaks. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1237.

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  50. ‘Forecasting Time Series Subject to Multiple Structural Breaks’. (2004). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0433.

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