Adaptive forecasting in the presence of recent and ongoing structural change
Year of publication: |
2014
|
---|---|
Authors: | Giraitis, Liudas ; Kapetanios, George ; Price, Simon |
Publisher: |
London : Bank of England |
Subject: | Recent and ongoing structural change | forecast combination | robust forecasts | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Robustes Verfahren | Robust statistics | Strukturbruch | Structural break | Strukturwandel | Structural change | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
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