The Econometrics of Macroeconomic Forecasting.
When an econometric model coincides with the mechanism generating the data in an unchanging world, the theory of economic forecasting is reasonably well developed. However, less is known about forecasting when model and mechanism differ in a non-stationary and changing world. The paper addresses the...
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| Médium: | Journal article |
| Jazyk: | English |
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Blackwell Publishing for the Royal Economic Society
1997
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