Forecasting with equilibrium-correction models during structural breaks

Forecasting with equilibrium-correction models during structural breaks

Taispeáin leaganacha eile (3)

When location shifts occur, cointegration-based equilibrium-correction models (EqCMs) face forecasting problems. We consider alleviating such forecast failure by updating, intercept corrections, differencing, and estimating the future progress of an 'internal' break. Updating leads to a lo...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Castle, J, Fawcett, N, Hendry, D
Formáid:	Journal article
Foilsithe / Cruthaithe:	Elsevier 2010

Míreanna comhchosúla

Forecasting with Equilibrium-correction Models during Structural Breaks.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2010)

Forecasting with equilibrium-correction models during structural breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2008)

Forecasting with Equilibrium-correction Models during Structural Breaks.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2008)

Forecasting breaks and forecasting during breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2011)

Forecasting breaks and forecasting during breaks.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2011)

Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2007)

Forecasting UK inflation: the roles of structural breaks and time disaggregation
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2007)

Robustifying forecasts from equilibrium-correction models
de réir: Hendry, D
Foilsithe / Cruthaithe: (2005)

Robustifying Forecasts from Equilibrium-Correction Models.
de réir: Hendry, D
Foilsithe / Cruthaithe: (2004)

An overview of forecasting facing breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2016)

An overview of forecasting facing breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2016)

Improving models and forecasts after equilibrium-mean shifts
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2023)

Robustifying Forecasts from Equilibrium-Correction Systems.
de réir: Hendry, D
Foilsithe / Cruthaithe: (2006)

Nowcasting is not just contemporaneous forecasting
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2009)

Nowcasting Is Not Just Contemporaneous Forecasting.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2009)

Economic Forecasting in the Face of Structural Breaks.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2000)

Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
de réir: Castle, J
Foilsithe / Cruthaithe: (2019)

Forecasting with breaks
de réir: Clements, M, et al.
Foilsithe / Cruthaithe: (2006)

Forecasting with breaks.
de réir: Clements, M, et al.
Foilsithe / Cruthaithe: (2006)

Forecasting in the presence of structural breaks and policy regime shifts
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2002)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2005)

Forecasting in the Presence of Structural Breaks and Policy Regime Shifts.
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2002)

Model selection in under-specified equations facing breaks
de réir: Hendry, D, et al.
Foilsithe / Cruthaithe: (2010)

Model Selection in Under-specified Equations Facing Breaks.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2010)

Model selection in under-specified equations facing breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2014)

Model Selection when there are Multiple Breaks.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2008)

Model selection when there are multiple breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2012)

Model selection when there are multiple breaks
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2008)

On not evaluating economic models by forecast outcomes
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2011)

On not evaluating economic models by forecast outcomes
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2011)

On Not Evaluating Economic Models by Forecast Outcomes.
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2011)

A machine learning dynamic switching approach to forecasting when there are structural breaks
de réir: Marcondes Pinto, J, et al.
Foilsithe / Cruthaithe: (2021)

Revisiting UK consumers' expenditure: Cointegration, breaks and robust forecasts.
de réir: Hendry, D
Foilsithe / Cruthaithe: (2011)

Selecting a model for forecasting
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2021)

Forecasting by factors, by variables, or both?
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2012)

Robust approaches to forecasting
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2014)

Robust approaches to forecasting
de réir: Castle, J, et al.
Foilsithe / Cruthaithe: (2015)

Cointegration tests in the presence of structural breaks.
de réir: Campos, J, et al.
Foilsithe / Cruthaithe: (1993)