A NEW MODEL WITH REGIME SWITCHING ERRORS: FORECASTING GDP IN TIMES OF GREAT RECESSION
This paper investigates the possibility to obtain better GDP forecasts in the early stages of Great Recession. Here, predictive performance refers to exclusively out-of-sample forecasts. Based on exploratory data analysis and general-to-specific modelling, this paper proposes a univariate predictive...
保存先:
| 出版年: | Ekonomika |
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| 第一著者: | |
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Vilniaus Universitetas
2016
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| 主題: | |
| オンライン･アクセス: | https://www.redalyc.org/articulo.oa?id=692273678006 |
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