Forecasting macroeconomic variables under model instability
Davide Pettenuzzo, Allan Timmermann
| Year of publication: |
April 2017
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|---|---|
| Authors: | Pettenuzzo, Davide ; Timmermann, Allan |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 183-201
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| Subject: | Change-point models | GDP growth forecasts | Inflation forecasts | Regime switching | Stochastic volatility | Time-varying parameters | Inflation | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Markov-Kette | Markov chain | Volatilität | Volatility | Schätzung | Estimation | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory | Wirtschaftswachstum | Economic growth |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1051183 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704162