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...

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Auteurs principaux: Castle, J, Clements, M, Hendry, D
Format: Journal article
Publié: Springer Verlag 2016