Browsing 1. SIRE Discussion Papers by Institution "Center for Operations Research and Econometrics (CORE)"
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A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models (Center for Operations Research and Econometrics (CORE)HEC MontrealUniversity of Strathclyde, 2011)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 parameters ...