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Forecasting with equilibrium-correction Models during structural breaks
Castle, Jennifer L.; Fawcett, Nicholas W. P.; Hendry, … - 2008
Persistent link: https://www.econbiz.de/10003818582
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Forecasting with equilibrium-correction models during structural breaks
Castle, Jennifer; Fawcett, Nicholas W. P.; Hendry, David F. - 2010
Persistent link: https://www.econbiz.de/10003942751
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Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
Ericsson, Neil R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 4, pp. 377-398
Persistent link: https://www.econbiz.de/10011649116
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Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - 2012
Persistent link: https://www.econbiz.de/10009559829
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Forecasting UK GDP growth and inflation under structural change : a comparison of models with time-varying parameters
Barnett, Alina; Mumtaz, Haroon; Theodoridis, Konstantinos - In: International journal of forecasting 30 (2013) 1, pp. 129-143
Persistent link: https://www.econbiz.de/10010247002
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An equilibrium-correction model for dynamic network data
Dekker, David; Franses, Philip Hans; Krackhardt, David - 2001
Persistent link: https://www.econbiz.de/10001600647
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Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - 2009
Factor based forecasting has been at the forefront of developments in the macroeconometric forecasting literature in the recent past. Despite the flurry of activity in the area, a number of specification issues such as the choice of the number of factors in the forecasting regression, the...
Persistent link: https://www.econbiz.de/10003865998
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Are more data always better for factor analysis? : results for the euro area, the six largest euro area countries and the UK
Caggiano, Giovanni; Kapetanios, George; Labhard, Vincent - In: Journal of forecasting 30 (2011) 8, pp. 736-752
Persistent link: https://www.econbiz.de/10009423355
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Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing - In: Applied economics 49 (2017) 45, pp. 4554-4566
Persistent link: https://www.econbiz.de/10011844233
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Monetary regime switches in the euro area
Avouyi-Dovi, Sanvi; Sahuc, Jean-Guillaume - In: Econometrics : new research, (pp. 217-227). 2012
Persistent link: https://www.econbiz.de/10009614485