An overview of forecasting facing breaks
Economic forecasting may go badly awry when there are structural breaks, such that the relationships between variables that held in the past are a poor basis for making predictions about the future. We review a body of research that seeks to provide viable strategies for economic forecasting when pa...
| Main Authors: | , , |
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| Format: | Working paper |
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University of Oxford
2016
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| _version_ | 1797060762625114112 |
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| author | Castle, J Hendry, D Clements, M |
| author_facet | Castle, J Hendry, D Clements, M |
| author_sort | Castle, J |
| collection | OXFORD |
| description | Economic forecasting may go badly awry when there are structural breaks, such that the relationships between variables that held in the past are a poor basis for making predictions about the future. We review a body of research that seeks to provide viable strategies for economic forecasting when past relationships can no longer be relied upon. |
| first_indexed | 2024-03-06T20:21:30Z |
| format | Working paper |
| id | oxford-uuid:2def5f0b-11ad-41e4-ab69-491d41dcb657 |
| institution | University of Oxford |
| last_indexed | 2024-03-06T20:21:30Z |
| publishDate | 2016 |
| publisher | University of Oxford |
| record_format | dspace |
| spelling | oxford-uuid:2def5f0b-11ad-41e4-ab69-491d41dcb6572022-03-26T12:46:06ZAn overview of forecasting facing breaksWorking paperhttp://purl.org/coar/resource_type/c_8042uuid:2def5f0b-11ad-41e4-ab69-491d41dcb657Bulk import via SwordSymplectic ElementsUniversity of Oxford2016Castle, JHendry, DClements, MEconomic forecasting may go badly awry when there are structural breaks, such that the relationships between variables that held in the past are a poor basis for making predictions about the future. We review a body of research that seeks to provide viable strategies for economic forecasting when past relationships can no longer be relied upon. |
| spellingShingle | Castle, J Hendry, D Clements, M An overview of forecasting facing breaks |
| title | An overview of forecasting facing breaks |
| title_full | An overview of forecasting facing breaks |
| title_fullStr | An overview of forecasting facing breaks |
| title_full_unstemmed | An overview of forecasting facing breaks |
| title_short | An overview of forecasting facing breaks |
| title_sort | overview of forecasting facing breaks |
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