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...
| Autors principals: | , |
|---|---|
| Format: | Working paper |
| Idioma: | English |
| Publicat: |
Nuffield College (University of Oxford)
2002
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Forecasting in the presence of structural breaks and policy regime shifts
Publicat 2005
Book section
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Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
Publicat 2005
Book section
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Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
Publicat 2002
Working paper