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Tools for non-linear time series forecasting in economics - an empirical comparison of regime switching vector autoregressive models and recurrent neural networks
Binner, Jane M., (2004)
Does the Macroeconomy Predict U.K. Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence
Guidolin, Massimo, (2010)
Forecasting Inflation with Gradual Regime Shifts and Exogenous Information
Hubrich, Kirstin, (2011)
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
Castle, Jennifer, (2009)
Forecasting Breaks and Forecasting During Breaks
Castle, Jennifer, (2012)
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022
Castle, Jennifer, (2022)