SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Detecting and Predicting Forecast Breakdowns · Study

PreprintShelves

PreprintDetecting and Predicting Forecast Breakdowns

Raffaella Giacomini2006

OA

Preprintgreen2006

Detecting and Predicting Forecast Breakdowns

Raffaella Giacomini · Barbara Rossi

42 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Forecasting Techniques and Applications Monetary Policy and Economic Impact Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 42 citations exist upstream.

References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2002Has the Business Cycle Changed and Why?1996Asymptotic Inference about Predictive Ability 2004Combination forecasts of output growth in a seven‐country data set 2003Forecasting Output and Inflation: The Role of Asset Prices

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009Detecting and Predicting Forecast Breakdownsarticle · 22 shared references 2013Advances in Forecasting under Instabilitychapter · 13 shared references 2021Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Themarticle · 9 shared references 2012Forecast Rationality Tests Based on Multi-Horizon Boundsarticle · 8 shared references 2009Forecast Combination and Encompassingchapter · 7 shared references 2011Multivariate Forecast Evaluation and Rationality Testingarticle · 7 shared references

Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations42

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.2139/ssrn.905083

openalex_workW1588426513

Links

Imported from OpenAlex (CC0) — nothing here is generated.