Modeling the impact of forecast-based regime switches on macroeconomic time series
Year of publication: |
2013
|
---|---|
Authors: | Bel, Koen ; Paap, Richard |
Publisher: |
Rotterdam : Econometric Institute |
Subject: | Forecasting | Nonlinear time series | Inflation | Regime switching | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression |
-
Modeling the impact of forecast-based regime switches on US inflation
Bel, Koen, (2016)
-
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den, (2011)
-
Examination of the predictability of BDI and VIX : a threshold approach
Bildirici, Melike, (2019)
- More ...
-
A multivariate model for multinomial choices
Bel, Koen, (2015)
-
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen, (2015)
-
Modeling the impact of forecast-based regime switches on US inflation
Bel, Koen, (2016)
- More ...