Dataset - ZBW Journal Data Archive

Antonello D'Agostino
;
Luca Gambetti
;
Domenico Giannone

Macroeconomic forecasting and structural change (replication data)

The aim of this paper is to assess whether modeling structural change can help improving the accuracy of macroeconomic forecasts. We conduct a simulated real-time out-of-sample...

DOI:10.15456/jae.2022320.0730035100
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