Forecasting macroeconomic variables under model instability

Davide Pettenuzzo, Allan Timmermann

Year of publication:	April 2017
Authors:	Pettenuzzo, Davide ; Timmermann, Allan
Published in:	Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 2, p. 183-201
Subject:	Change-point models \| GDP growth forecasts \| Inflation forecasts \| Regime switching \| Stochastic volatility \| Time-varying parameters \| Inflation \| Prognoseverfahren \| Forecasting model \| Wirtschaftsprognose \| Economic forecast \| Markov-Kette \| Markov chain \| Volatilität \| Volatility \| Schätzung \| Estimation \| Prognose \| Forecast \| Zeitreihenanalyse \| Time series analysis \| Strukturbruch \| Structural break \| Theorie \| Theory \| Wirtschaftswachstum \| Economic growth

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/07350015.2015.1051183 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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