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Evaluating real-time forecasts in real-time

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Persistent link: https://www.econbiz.de/10003753981

Bayesian model averaging in the presence of structural breaks

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Forecasting time series with long memory and level shifts

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Inflation rates : Long-memory, level shifts, or both?

Hyung, Namwon (contributor); … - 2002 - [Elektronische Ressource]

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Evaluating Real-Time Forecasts in Real-Time

Ravazzolo, Francesco - 2010

The accuracy of real-time forecasts of macroeconomic variables that are subject to revisions may crucially depend on the choice of data used to compare the forecasts against. We put forward a flexible time - varying parameter regression framework to obtain early estimates of the final value of...

Persistent link: https://www.econbiz.de/10012717174