Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
The value of selecting the best forecasting model as the basis for empirical economic policy analysis is questioned. When no model coincides with the data generation process, non-causal statistical devices may provide the best available forecasts: examples from recent work include intercept correcti...
المؤلفون الرئيسيون: | Hendry, D, Mizon, G |
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التنسيق: | Working paper |
اللغة: | English |
منشور في: |
Nuffield College (University of Oxford)
2002
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مواد مشابهة
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Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
حسب: Hendry, D, وآخرون
منشور في: (2002) -
Forecasting in the presence of structural breaks and policy regime shifts
حسب: Hendry, D, وآخرون
منشور في: (2005) -
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
حسب: Hendry, D, وآخرون
منشور في: (2005) -
On Selecting Policy Analysis Models by Forecast Accuracy.
حسب: Hendry, D, وآخرون
منشور في: (2000) -
On Selecting Policy Analysis Models by Forecast Accuracy.
حسب: Hendry, D, وآخرون
منشور في: (1999)