Forecast robustness in macroeconometric models

DOI10.1002/FOR.2459zbMath1397.62333OpenAlexW2132789450MaRDI QIDQ4687626

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

structural breaksequilibrium correctionco-breakingdynamic homogeneity

Mathematics Subject Classification ID

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

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