The contribution of structural break models to forecasting macroeconomic series

This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the model which applies in each regime and the out-of-sample probability of a break occurrin...

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Bibliographic details
Main Author: Bauwens, Luc
Koop, Gary
Korobilis, Dimitris
Rombouts, Jeroen V. K
Format: Publication
Language: English
Place of publication: Wiley-Blackwell Publishing 01.06.2015
ORCID: 0000-0001-9146-3008
Data of publication: 2015-06-01
Discipline: Physics
Online Access: available in Bonn?
Database: OpenAIRE (Open Access)
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