The Contribution of Structural Break Models to Forecasting Macroeconomic Series
نویسندگان
چکیده
منابع مشابه
The Contribution of Structural Break Models to Forecasting Macroeconomic Series
This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the model which applies in each regime and the out-of-sample probability of a break occurring. In an extensive empirical evaluation involving many important macroeconomic time series, we de...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2014
ISSN: 0883-7252
DOI: 10.1002/jae.2387