ChapterAdvances in Forecasting under InstabilityBarbara Rossi2013Advances in Forecasting under InstabilityBarbara Rossi2013-01-01chapterHandbook of economic forecasting178 citationsclosedNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsMonetary Policy and Economic ImpactDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 178 citations exist upstream.References1997Industry costs of equity1994Comparing Predictive Accuracy1995Comparing Predictive Accuracy1993Tests for Parameter Instability and Structural Change With Unknown Change Point1983Empirical exchange rate models of the seventies1990Forecasting, Structural Time Series Models and the Kalman Filter1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation2007A Comprehensive Look at The Empirical Performance of Equity Premium PredictionCited by2016The dynamic linkages between crude oil and natural gas markets2013Optimal forecasts in the presence of structural breaks2017The rolling causal structure between the Chinese stock index and futures2015Forecast Rationality Tests in the Presence of Instabilities, with Applications to Federal Reserve and Survey Forecasts2019Structural Breaks in Time Series2019Does business confidence matter for investment?2013Evaluating Point and Density Forecasts of DSGE Models