Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.

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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...

Полное описание

Библиографические подробности
Главные авторы:	Hendry, D, Mizon, G
Формат:	Working paper
Язык:	English
Опубликовано:	Nuffield College (University of Oxford) 2002

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