A comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models
Year of publication: |
2011-04
|
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Authors: | Bauwens, Luc ; Koop, Gary ; Korobilis, Dimitris ; Rombouts, Jeroen |
Institutions: | Economics Department, University of Strathclyde |
Subject: | Forecasting | change-points | Markov switching | Bayesian inference |
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