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: Journal Article
Language: English
Place of publication: Chichester JohnWiley & Sons Ltd 2015
published in: Journal of Applied Econometrics
Data of publication: 2015
ISSN: 0883-7252
EISSN: 1099-1255
Discipline: Economics
Bibliography: Accès restreint
Online Access: Fulltext
Database: Université Catholique de Louvain Institutional Repository DIAL
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