Appendix to 'The Contribution of Structural Break Models to Forecasting Macroeconomic Series'
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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...
متن کاملA Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
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 parameters defining 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 macroeco...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1913412