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You can find it on http://www.forexfactory.com/. Click details on "Non-Farm Employment Change" and you will have consensus and actual data for last 15+ years.


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A limitation of both papers is they focus on point estimates, i.e they compare $\sigma_{t}$ with $h_{t}$ in the loss functions of the SPA Tests. A possible suggestion to overcome it, is to use a loss function based on density forecast, in order to capture the whole forecast density distribution and not only a single point. This may have important ...



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