A new approach for detecting shifts in forecast accuracy
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Cited by:
- Jeronymo Marcondes Pinto & Jennifer L. Castle, 2022. "Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 129-157, July.
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More about this item
Keywords
Forecast breaks; statistical decision making; central banking;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2018-04-30 (Central Banking)
- NEP-ECM-2018-04-30 (Econometrics)
- NEP-ETS-2018-04-30 (Econometric Time Series)
- NEP-FOR-2018-04-30 (Forecasting)
- NEP-MAC-2018-04-30 (Macroeconomics)
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