Forecasting in the presence of structural breaks and model uncertainty
Year of publication: |
2008
|
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Other Persons: | Rapach, David E. (contributor) |
Publisher: |
Bingley [u.a.] : Emerald |
Subject: | Wirtschaftsprognose | Economic forecast | Wissenschaftliche Methode | Scientific method | Ökonometrisches Modell | Econometric model | Strukturbruch | Structural break | Ungleichgewichtiges Wachstum | Unbalanced growth | Strukturwandel | Structural change | Makroökonomik | Macroeconomics | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Industrieländer | Industrialized countries | Makroökonomisches Modell | Statistisches Modell | Prognoseverfahren | 1875-2005 |
Description of contents: | Table of Contents [gbv.de] |
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Macroeconomics, nonlinearities, and the business cycle
Reif, Magnus, (2019)
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Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha, (2016)
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Structural Change as an Alternative to Long Memory in Financial Time Series
Leung Lai, Tze, (2006)
- More ...
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The anatomy of out-of-sample forecasting accuracy
Borup, Daniel, (2022)
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Anomalies and the Expected Market Return
DONG, XI, (2021)
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Real interest rate persistence: evidence and implications
Neely, Christopher J., (2008)
- More ...