Álvarez, Luis J.; Odendahl, Florens
fuera de muestra utilizando datos macroeconómicos de la zona del euro. En primer lugar, la pandemia de COVID-19 provocó … to document several facts about the effect of outliers on estimation and out-of-sample forecasting results using euro … area macroeconomic data. First, the COVID-19 pandemic led to large swings in macroeconomic data that distort the BVAR …