A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models
Year of publication: |
2011-01-01
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Authors: | BAUWENS, Luc ; KOOP, Gary ; KOROBILIS, Dimitris ; ROMBOUTS, Jeroen V. K. |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | forecasting | change-points | Markov switching | Bayesian inference |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2011003 |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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Bauwens, Luc, (2011)
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The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Bauwens, Luc, (2011)
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