Forecasting with breaks

Forecasting with breaks

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A structural break is viewed as a permanent change in the parameter vector of a model. Using taxonomies of all sources of forecast errors for both conditional mean and conditional variance processes, we consider the impacts of breaks and their relevance in forecasting models: (a) where the breaks oc...

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Bibliografiske detaljer
Main Authors:	Clements, M, Hendry, D
Andre forfattere:	Elliot, G
Format:	Book section
Sprog:	English
Udgivet:	Elsevier 2006
Fag:	Economics

Lignende værker

Forecasting with breaks.
af: Clements, M, et al.
Udgivet: (2006)

Forecasting in the presence of structural breaks and policy regime shifts
af: Hendry, D, et al.
Udgivet: (2005)

Economic Forecasting in the Face of Structural Breaks.
af: Hendry, D, et al.
Udgivet: (2000)

Pooling of forecasts
af: Clements, M, et al.
Udgivet: (2004)

An overview of forecasting facing breaks
af: Castle, J, et al.
Udgivet: (2016)

An overview of forecasting facing breaks
af: Castle, J, et al.
Udgivet: (2016)

Evaluating a model by forecast performance
af: Clements, M, et al.
Udgivet: (2005)

Forecasting breaks and forecasting during breaks.
af: Castle, J, et al.
Udgivet: (2011)

Forecasting breaks and forecasting during breaks
af: Castle, J, et al.
Udgivet: (2011)

A companion to economic forecasting /
af: Clements, Michael P., et al.
Udgivet: (2004)

Forecasting economic time series /
af: 350956 Clements, Michael, et al.
Udgivet: (1998)

Co-breaking: recent advances and a synopsis of the literature
af: Hendry, D, et al.
Udgivet: (2007)

Robustifying forecasts from equilibrium-correction models
af: Hendry, D
Udgivet: (2005)

Revisiting UK consumers' expenditure: Cointegration, breaks and robust forecasts.
af: Hendry, D
Udgivet: (2011)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
af: Hendry, D, et al.
Udgivet: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
af: Hendry, D, et al.
Udgivet: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
af: Hendry, D, et al.
Udgivet: (2002)

Pooling of Forecasts.
af: Hendry, D, et al.
Udgivet: (2002)

Pooling of Forecasts.
af: Hendry, D, et al.
Udgivet: (2004)

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
af: Castle, J, et al.
Udgivet: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
af: Castle, J, et al.
Udgivet: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
af: Castle, J, et al.
Udgivet: (2007)

Forecasting with Equilibrium-correction Models during Structural Breaks.
af: Castle, J, et al.
Udgivet: (2010)

Forecasting with Equilibrium-correction Models during Structural Breaks.
af: Castle, J, et al.
Udgivet: (2008)

Forecasting with equilibrium-correction models during structural breaks
af: Castle, J, et al.
Udgivet: (2008)

Forecasting with equilibrium-correction models during structural breaks
af: Castle, J, et al.
Udgivet: (2010)

Understanding economic forecasts /
af: Hendry, David F., et al.
Udgivet: (2001)

Forecasting in Cointegration Systems.
af: Clements, M, et al.
Udgivet: (1995)

Forecasting Economic Processes.
af: Clements, M, et al.
Udgivet: (1998)

Forecasting in Cointegrated Systems.
af: Clements, M, et al.
Udgivet: (1992)

Forecasting in Cointegrated Systems.
af: Clements, M, et al.
Udgivet: (1999)

Multi-Step Estimation for Forecasting.
af: Clements, M, et al.
Udgivet: (1996)

Modelling Methodology and Forecast Failure.
af: Clements, M, et al.
Udgivet: (2002)

An Historical Perspective on Forecast Errors.
af: Clements, M, et al.
Udgivet: (2001)

Forecasting economic time series
af: Clements, M, et al.
Udgivet: (1998)

Multi-step estimation for forecasting
af: Clements, M, et al.
Udgivet: (1996)

Macro-economic Forecasting and Modelling.
af: Clements, M, et al.
Udgivet: (1995)

On Winning Forecasting Competitions in Economics.
af: Clements, M, et al.
Udgivet: (1999)

Multi-step Estimation for Forecasting.
af: Clements, M, et al.
Udgivet: (1996)

Forecasting Economic Processes--A Reply.
af: Clements, M, et al.
Udgivet: (1998)