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...
| Հիմնական հեղինակներ: | , |
|---|---|
| Ձևաչափ: | Working paper |
| Լեզու: | English |
| Հրապարակվել է: |
Nuffield College (University of Oxford)
2002
|
Search Result 1
Forecasting in the presence of structural breaks and policy regime shifts
Հրապարակվել է 2005
Book section
Search Result 2
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
Հրապարակվել է 2005
Book section
Search Result 3
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
Հրապարակվել է 2002
Working paper