The Contribution of Structural Break Models to Forecasting Macroeconomic Series

Journal of Applied Econometrics - Tập 30 Số 4 - Trang 596-620 - 2015
Luc Bauwens1,2, Gary Koop3, Dimitris Korobilis4, Jeroen V.K. Rombouts5
1CORE, Université Catholique de Louvain, Louvain-la-Neuve, Belgium
2Department of Economics; University of Johannesburg; South Africa
3Department of Economics, University of Strathclyde, Glasgow, UK
4Department of Economics, University of Glasgow, UK
5ESSEC Business School, Cergy-Pontoise, France

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