Disaggregation of very small time series with multiple endogenous partial structural breaks
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More about this item
Keywords
Time series; macroeconomic forecasting; disaggregation; structural change; business cycles; emerging economies;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CWA-2022-04-18 (Central and Western Asia)
- NEP-ECM-2022-04-18 (Econometrics)
- NEP-ETS-2022-04-18 (Econometric Time Series)
- NEP-MAC-2022-04-18 (Macroeconomics)
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