Forecasting in the presence of level shifts
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DOI: 10.1002/for.968
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- Smith, Aaron D., 2004. "Forecasting in the Presence of Level Shifts," Working Papers 11985, University of California, Davis, Department of Agricultural and Resource Economics.
References listed on IDEAS
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Cited by:
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Elsevier.
- Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
- Mathieu Gatumel & Florian Ielpo, 2014.
"The Number Of Regimes Across Asset Returns: Identification And Economic Value,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(06), pages 1-25.
- Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00658540, HAL.
- Bradley, Michael D. & Jansen, Dennis W. & Sinclair, Tara M., 2015.
"How Well Does “Core” Inflation Capture Permanent Price Changes?,"
Macroeconomic Dynamics, Cambridge University Press, vol. 19(4), pages 791-815, June.
- Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013. "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers 2013-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013. "How Well Does "Core" Inflation Capture Permanent Price Changes?," Working Papers 2013-4, The George Washington University, Institute for International Economic Policy.
- Mathieu Gatumel & Florian Ielpo, 2011. "The Number of Regimes Across Asset Returns: Identification and Economic Value," Post-Print halshs-00658540, HAL.
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