The Contribution of Structural Break Models to Forecasting Macroeconomic Series
Year of publication: |
2011-07
|
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Authors: | Bauwens, Luc ; Koop, Gary ; Korobilis, Dimitris ; Rombouts, Jeroen V.K. |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | Forecasting | change-points | Markov switching | Bayesian inference |
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Bauwens, Luc, (2011)
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BAUWENS, Luc, (2011)
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