Forecasting in the presence of structural breaks and model uncertainty
Forecasting in the presence of structural breaks and model uncertainty are active areas of recent research with crucial implications for practical problems in forecasting. Forecasting in the Presence of Structural Breaks and Model Uncertainty presents findings from the recent literature and new find...
| Άλλοι συγγραφείς: | , , , |
|---|---|
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Bingley, U.K. :
Emerald,
2008.
|
| Σειρά: | Frontiers of economics and globalization ;
v. 3. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Forecasting macroeconomic variables using diffusion indexes in short samples with structural change / Anindya Banerjee, Massimiliano Marcellino, Igor Masten
- Predictive inference under model misspecification / Nii Ayi Armah, Norman R. Swanson
- Forecasting persistent data with possible structural breaks : old school and new school lessons using OECD unemployment rates / Walter Enders, Ruxandra Prodan
- What can we learn from comprehensive data revisions for forecasting inflation? Some US evidence / Pierre L. Siklos
- Forecasting annual UK inflation using an econometric model over 1875-1991 / Michael P. Clements, David F. Hendry
- Estimating and forecasting GARCH models in the presence of structural breaks and regime switches / Eric Hillebrand, Marcelo C. Medeiros
- A source of long memory in volatility / Namwon Hyung, Ser-Huang Poon, Clive W.J. Granger
- Forecasting stock return volatility in the presence of structural breaks / David E. Rapach, Jack K. Strauss, Mark E. Wohar
- Forecasting UK inflation : the roles of structural breaks and time disaggregation / Jennifer L. Castle, David F. Hendry
- Financial time series and volatility prediction using NoVaS transformations / Dimitris N. Politis, Dimitrios D. Thomakos
- Modeling foreign exchange rates with jumps / John M. Maheu, Thomas H. McCurdy
- Bagging binary and quantile predictors for time series : further issues / Tae-Hwy Lee, Yang Yang
- Forecasting interest rates : an application of the stochastic unit root and stochastic cointegration frameworks / Robert Sollis
- Bayesian model averaging in the presence of structural breaks / Francesco Ravazzolo, Richard Paap, Dick van Dijk, Philip Hans Franses
- The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns / Massimo Guidolin, Carrie Fangzhou Na
- Forecasting with small macroeconomic VARs in the presence of instabilities / Todd E. Clark, Michael W. McCracken
- Frontiers of economics and globalization / Hamid Beladi, E. Kwan Choi.
