Forecasting macroeconomic variables under model instability
Year of publication: |
2016
|
---|---|
Authors: | Gargano, Antonio ; Timmermann, Allan |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | regime switching | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Stochastische Volatilität | Stochastic volatility | Theorie | Theory | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | Inflation | USA | United States | 1950-2013 |
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