Forecasting in the presence of structural breaks and model
uncertainty are active areas of recent research with crucial
implications for practical problems in forecasting. "Forecasting in
the Presence of Structural Breaks and Model Uncertainty" presents
findings from the recent literature and new findings in a way that
will be very useful to academic researchers and practitioners
alike.
Each chapter includes detailed empirical applications that
demonstrate the usefulness (and limitations) of different methods
for generating forecasts when structural breaks and model
uncertainty are of significant concern. The authors describe in
detail their methods and their results, and the data and programs
are made available on a web site devoted to the book. The volume
addresses forecasting variables from both Macroeconomics and
Finance, and considers many different methods of dealing with model
instability and model uncertainty when forming forecasts.
* Part of the "Frontiers in Economics and Globaliaztion"
series
* Authors are leading experts in the topics they survey and
extend
* Supported by a website detailing the data and programs used
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