Forecasting with equilibrium-correction models during structural breaks
From MaRDI portal
Recommendations
- Robustifying forecasts from equilibrium-correction systems
- Forecasting in the presence of structural breaks and policy regime shifts
- Does modeling a structural break improve forecast accuracy?
- Forecasting non-stationary economic time series. With a foreword by Katarina Juselius
- Error Correction and Long-Run Equilibrium in Continuous Time
Cites work
- scientific article; zbMATH DE number 5035842 (Why is no real title available?)
- scientific article; zbMATH DE number 3036187 (Why is no real title available?)
- A Comparison of Alternative Estimators for Simultaneous Equations
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Forecasting Time Series Subject to Multiple Structural Breaks
- Forecasting non-stationary economic time series. With a foreword by Katarina Juselius
- Identifying, estimating and testing restricted cointegrated systems: An overview
- Robustifying forecasts from equilibrium-correction systems
- The Demand for M1 in the U.S.A., 1960-1988
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Cited in
(9)- Optimal forecasts in the presence of structural breaks
- Robustifying forecasts from equilibrium-correction systems
- How useful are DSGE macroeconomic models for forecasting?
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
- Forecasting by factors, by variables, by both or neither?
- Long memory and fractional differencing: revisiting Clive W. J. Granger's contributions and further developments
- Haavelmo's probability approach and the cointegrated VAR
- Unpredictability in economic analysis, econometric modeling and forecasting
- Nowcasting from disaggregates in the face of location shifts
This page was built for publication: Forecasting with equilibrium-correction models during structural breaks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q736553)
