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Structural break
Publication Year:
2015
Luc Bauwens
;
Gary Koop
;
Dimitris Korobilis
;
Jeroen V.K. Rombouts
The Contribution of Structural Break Models to Forecasting Macroeconomic Seri...
This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the...
DOI:10.15456/jae.2022321.0721466579
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