Forecasting in the presence of instabilities : how do we know whether models predict well and how to improve them

Barbara Rossi

Year of publication:	November 2019 ; This Draft: November 2019
Authors:	Rossi, Barbara
Publisher:	Barcelona : Universitat Pompeu Fabra, Department of Economics and Business
Subject:	Forecasting \| Instabilities \| Time Variation \| Inflation \| Structural Breaks \| Density Forecasts \| Great Recession \| Forecast Confidence Intervals \| Output Growth \| Business Cycles \| Prognoseverfahren \| Forecasting model \| Wirtschaftsprognose \| Economic forecast \| Zeitreihenanalyse \| Time series analysis \| Konjunktur \| Business cycle \| Strukturbruch \| Structural break \| Finanzkrise \| Financial crisis \| Wechselkurs \| Exchange rate \| Prognose \| Forecast \| Börsenkurs \| Share price \| Frühindikator \| Leading indicator \| Volatilität \| Volatility