Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts

Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts

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To forecast at several, say h, periods into the future, a modeller faces two techniques: iterating onestep ahead forecasts (the IMS technique) or directly modelling the relation between observations separated by an h-period interval and using it for forecasting (DMS forecasting). It is known that un...

書誌詳細
第一著者:	Chevillon, G
フォーマット:	Working paper
言語:	English
出版事項:	Department of Economics (University of Oxford) 2006

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