SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

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

Forecasting Time Series Subject to Multiple Structural Breaks · Study

PreprintShelves

PreprintForecasting Time Series Subject to Multiple Structural Breaks

M. Hashem Pesaran2004

OA

Preprintgreen2004

Forecasting Time Series Subject to Multiple Structural Breaks

M. Hashem Pesaran · Davide Pettenuzzo · Allan Timmermann

111 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 Time Series Analysis and Forecasting

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 — 111 citations exist upstream.

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 2000Forecasting Economic Time Series 2004Combination forecasts of output growth in a seven‐country data set 1988Rational-expectations econometric analysis of changes in regime 1998Forecasting Economic Time Series 2002Regime Switches in Interest Rates 1996An Analysis of the Real Interest Rate Under Regime Shifts 1994Evidence on Structural Instability in Macroeconomic Time Series Relations

Cited by

2006NON‐WELFARIST OPTIMAL TAXATION AND BEHAVIOURAL PUBLIC ECONOMICS 2004Multiple But Asymmetric Bank Financing: The Case of Relationship Lending 2014A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models 2004Institutions and Development: The Interaction between Trade Regime and Political System 2004The X Tax in the World Economy 2015Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds

Related works

Explore the map →

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

2006Forecasting Time Series Subject to Multiple Structural Breaksarticle · 9 shared references 2010Bayesian forecasting using stochastic search variable selection in a VAR subject to breaksarticle · 9 shared references 2013Advances in Forecasting under Instabilitychapter · 8 shared references 2003How costly is it to ignore breaks when forecasting the direction of a time series?article · 8 shared references 2011Regime Changes and Financial Marketspreprint · 7 shared references 2004Small sample properties of forecasts from autoregressive models under structural breaksarticle · 6 shared references

Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations111

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.2139/ssrn.565404

openalex_workW2121194292

Links

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

2014Forecasting Stock Returns: Do Commodity Prices Help?

2004Look Who's Talking: ECB Communication During the First Years of Emu