Forecasting with equilibrium-correction models during structural breaks
When breaks occur, equilibrium-correction models (EqCMs) based on cointegration face forecasting problems. We investigate approaches to alleviate forecast failure following a location shift, including updating, intercept corrections, differencing, and estimating the future impact of an 'intern...
প্রধান লেখক: | Castle, J, Hendry, D, Fawcett, N |
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বিন্যাস: | Working paper |
প্রকাশিত: |
University of Oxford
2008
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অনুরূপ উপাদানগুলি
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Forecasting with Equilibrium-correction Models during Structural Breaks.
অনুযায়ী: Castle, J, অন্যান্য
প্রকাশিত: (2008) -
Forecasting with Equilibrium-correction Models during Structural Breaks.
অনুযায়ী: Castle, J, অন্যান্য
প্রকাশিত: (2010) -
Forecasting with equilibrium-correction models during structural breaks
অনুযায়ী: Castle, J, অন্যান্য
প্রকাশিত: (2010) -
Forecasting breaks and forecasting during breaks
অনুযায়ী: Castle, J, অন্যান্য
প্রকাশিত: (2011) -
Forecasting breaks and forecasting during breaks.
অনুযায়ী: Castle, J, অন্যান্য
প্রকাশিত: (2011)