; Kernel methods ; Multiple structural breaks ; Multiple hypothesis testing ; False Discovery Rate ; Panel data ; Clustering …

across pre- and post-break data necessarily inducing bias. Forecasting panel data under breaks offers the possibility to … heterogeneity. We develop a new Bayesian methodology to estimate panel regression models in the presence of breaks and regime …

We develop a new Bayesian panel regression approach to estimating an unknown number of breaks and forecasting future … countries, we find that our heterogeneous panel forecasting method detects breaks with little delay in real time and that this …