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

Показать другие версии (1)

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...

Полное описание

Библиографические подробности
Главный автор:	Chevillon, G
Формат:	Working paper
Язык:	English
Опубликовано:	Department of Economics (University of Oxford) 2006

Схожие документы

Multi-step forecasting in unstable economies: robustness issues in the presence of location shifts
по: Chevillon, G
Опубликовано: (2006)

A Comparison of Multi-step GDP Forecasts for South Africa.
по: Chevillon, G
Опубликовано: (2004)

Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.
по: Chevillon, G, и др.
Опубликовано: (2004)

Non-parametric Direct Multi-step Estimation for Forecasting Economic Processes.
по: Chevillon, G, и др.
Опубликовано: (2005)

Non-parametric direct multi-step estimation for forecasting economic processes
по: Hendry, D, и др.
Опубликовано: (2004)

Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts.
по: Hendry, D, и др.
Опубликовано: (2010)

Forecasting from mis-specified models in the presence of unanticipated location shifts
по: Hendry, D, и др.
Опубликовано: (2010)

Forecasting in the presence of structural breaks and policy regime shifts
по: Hendry, D, и др.
Опубликовано: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
по: Hendry, D, и др.
Опубликовано: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
по: Hendry, D, и др.
Опубликовано: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
по: Hendry, D, и др.
Опубликовано: (2002)

`Weak` trends for inference and forecasting in finite samples.
по: Chevillon, G
Опубликовано: (2004)

Weak' trends for inference and forecasting in finite samples
по: Chevillon, G
Опубликовано: (2004)

Identifying the Process Shift with Robust Control Charts in the Presence of Contamination
по: Wong Chiong Liong, и др.
Опубликовано: (2024-01-01)

Multi-Step Estimation for Forecasting.
по: Clements, M, и др.
Опубликовано: (1996)

Multi-step estimation for forecasting
по: Clements, M, и др.
Опубликовано: (1996)

Multi-step Estimation for Forecasting.
по: Clements, M, и др.
Опубликовано: (1996)

Entanglement of stationary states in the presence of unstable quasiparticles
по: Dávid X. Horváth, и др.
Опубликовано: (2023-04-01)

EHR foundation models improve robustness in the presence of temporal distribution shift
по: Lin Lawrence Guo, и др.
Опубликовано: (2023-03-01)

Detecting location shifts during model selection by step-indicator saturation
по: Castle, JL, и др.
Опубликовано: (2015)

Detecting Location Shifts during Model Selection by Step-Indicator Saturation
по: Jennifer L. Castle, и др.
Опубликовано: (2015-04-01)

Robust inference in structural vector autoregressions with long-run restrictions
по: Chevillon, G, и др.
Опубликовано: (2019)

Multi-step time series forecasting
по: Lin, Jacky
Опубликовано: (2024)

Doppler Frequency Shift Based Source Localization in Presence of Sensor Location Errors
по: Lijuan Deng, и др.
Опубликовано: (2018-01-01)

Two-step robust estimator in heteroscedastic regression model in the presence of outliers
по: Midi, Habshah, и др.
Опубликовано: (2014)

Smooth robust multi-horizon forecasts
по: Martinez, AB, и др.
Опубликовано: (2022)

Step-by-step external fixation of unstable pelvis with separate anterior and posterior modules
по: Ivan Viktorovich Borozda, и др.
Опубликовано: (2016-02-01)

Mathematical Models for Forecasting Unstable Economic Processes in the Eurozone
по: Askar Akaev, и др.
Опубликовано: (2023-11-01)

Possibilities for improving hospital and remote forecasts for unstable angina
по: Sergey A. Boytsov, и др.
Опубликовано: (2024-01-01)

Comments on: Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
по: Welsch, Roy E.
Опубликовано: (2016)

Robust trimmed mean direction to estimate circular location parameter in the presence of outliers
по: Midi, Habshah, и др.
Опубликовано: (2018)

FUNCTIONING OF FINANCIAL INSTITUTIONS AND INSTRUMENTS IN AN UNSTABLE GLOBAL ECONOMY
по: Yevhenii Redziuk
Опубликовано: (2021-07-01)

Stabilizing an Unstable Economy: On the Choice of Proper Policy Measures
по: Toichiro Asada, и др.
Опубликовано: (2009-11-01)

Stabilizing an Unstable Economy: On the Choice of Proper Policy Measures
по: Toichiro Asada, и др.
Опубликовано: (2010-07-01)

Locative Shift
по: Philippe Schlenker
Опубликовано: (2018-10-01)

Robust Multi-Dimensional Time Series Forecasting
по: Chen Shen, и др.
Опубликовано: (2024-01-01)

Robust multivariate nonparametric tests for detection of two-sample location shift in clinical trials.
по: Xuejun Jiang, и др.
Опубликовано: (2018-01-01)

An Analysis of Correlation and Forecast of CZK to EUR in the Unstable Global World
по: Kalinová Eva, и др.
Опубликовано: (2021-01-01)

Robust Output Model Predictive Control of an Unstable Rijke Tube
по: Fabian Jarmolowitz, и др.
Опубликовано: (2012-01-01)

Analysis of the Behavior of a Regional Economy through the Shift Share and Location Quotient Techniques
по: German MARTINEZ PRATS, и др.
Опубликовано: (2018-12-01)