Forecast robustness in macroeconometric models

DOI10.1002/FOR.2459MaRDI QIDQ4687626zbMATH OpenOpenAlexFDO

Authors Gunnar Bårdsen, Ragnar Nymoen, Dag Olaf Kolsrud

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL http://www.svt.ntnu.no/iso/WP/2012/14_macromodels_GB.pdf

zbMATH Keywords

co-breakingdynamic homogeneityequilibrium correctionstructural breaks

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Robustifying forecasts from equilibrium-correction systems
• Robustness in Statistical Forecasting
• Robust economic models
• Forecasting macroeconomic variables in data-rich environments
• scientific article; zbMATH DE number 1865390
• scientific article; zbMATH DE number 1762655
• Macroeconomic uncertainty and forecasting macroeconomic aggregates

Cited in

(4)

• Robustness in Statistical Forecasting
• Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts
• Detecting and Predicting Forecast Breakdowns
• Forecasting Performance of an Open Economy DSGE Model

This page was built for publication: Forecast robustness in macroeconometric models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687626)