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~institution:"CESifo"
~subject:"structural breaks and forecasting"
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structural breaks and forecasting
structural breaks
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fractional integration
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Pesaran, M. Hashem
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Schuermann, Til
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Faculty of Economics, University of Cambridge
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Forecasting Economic and Financial Variables with Global VARs
Pesaran, M. Hashem
;
Schuermann, Til
;
Smith, L. Vanessa
-
CESifo
-
2008
very real likelihood of possibly multiple structural
breaks
, averaging forecasts across both models and windows makes a …
Persistent link: https://www.econbiz.de/10005406358
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