Forecasting in the presence of structural breaks and model uncertainty

Forecasting macroeconomic variables using diffusion indexes in short samples with structural change / Anindya Banerjee, Massimiliano Marcellino, Igor Masten -- Predictive inference under model misspecification / Nii Ayi Armah, Norman R. Swanson -- Forecasting persistent data with possible structural breaks : old school and new school lessons using OECD unemployment rates / Walter Enders, Ruxandra Prodan -- What can we learn from comprehensive data revisions for forecasting inflation? Some US evidence / Pierre L. Siklos -- Forecasting annual UK inflation using an econometric model over 1875-1991 / Michael P. Clements, David F. Hendry -- Estimating and forecasting GARCH models in the presence of structural breaks and regime switches / Eric Hillebrand, Marcelo C. Medeiros -- A source of long memory in volatility / Namwon Hyung, Ser-Huang Poon, Clive W.J. Granger -- Forecasting stock return volatility in the presence of structural breaks / David E. Rapach, Jack K. Strauss, Mark E. Wohar -- Forecasting UK inflation : the roles of structural breaks and time disaggregation / Jennifer L. Castle, David F. Hendry -- Financial time series and volatility prediction using NoVaS transformations / Dimitris N. Politis, Dimitrios D. Thomakos -- Modeling foreign exchange rates with jumps / John M. Maheu, Thomas H. McCurdy -- Bagging binary and quantile predictors for time series : further issues / Tae-Hwy Lee, Yang Yang -- Forecasting interest rates : an application of the stochastic unit root and stochastic cointegration frameworks / Robert Sollis -- Bayesian model averaging in the presence of structural breaks / Francesco Ravazzolo, Richard Paap, Dick van Dijk, Philip Hans Franses -- The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns / Massimo Guidolin, Carrie Fangzhou Na -- Forecasting with small macroeconomic VARs in the presence of instabilities / Todd E. Clark, Michael W. McCracken -- Frontiers of economics and globalization / Hamid Beladi, E. Kwan Choi