The Econometrics of Macroeconomic Forecasting.
When an econometric model coincides with the mechanism generating the data in an unchanging world, the theory of economic forecasting is reasonably well developed. However, less is known about forecasting when model and mechanism differ in a nonstationary and changing world. This paper addresses the...
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| Format: | Book section |
| Language: | English |
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Elgar
1999
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