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Series Editors
Forecasting in the Presence of Structural Breaks and Model Uncertainty
ISBN: 978-0-444-52942-8, eISBN: 978-1-84950-540-6
ISSN: 1574-8715
Publication date: 29 February 2008
Citation
(2008), "Series Editors", Rapach, D.E. and Wohar, M.E. (Ed.) Forecasting in the Presence of Structural Breaks and Model Uncertainty (Frontiers of Economics and Globalization, Vol. 3), Emerald Group Publishing Limited, Leeds, p. ii. https://doi.org/10.1016/S1574-8715(07)00222-9
Publisher
:Emerald Group Publishing Limited
Copyright © 2008, Emerald Group Publishing Limited
- Series Editors
- Volume Editors
- Copyright page
- Frontiers of Economics and Globalization
- List of Contributors (in alphabetical order)
- Contents
- Editors' Introduction
- Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991
- Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation
- Chapter 3 Forecasting with Small Macroeconomic VARs in the Presence of Instabilities
- Chapter 4 Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change
- Chapter 5 Predictive Inference under Model Misspecification
- Chapter 6 Forecasting Persistent Data with Possible Structural Breaks: Old School and New School Lessons Using OECD Unemployment Rates
- Chapter 7 What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation? Some US Evidence
- Chapter 8 Estimating and Forecasting GARCH Models in the Presence of Structural Breaks and Regime Switches
- Chapter 9 A Source of Long Memory in Volatility
- Chapter 10 Forecasting Stock Return Volatility in the Presence of Structural Breaks
- Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations
- Chapter 12 Modeling Foreign Exchange Rates with Jumps
- Chapter 13 Bagging Binary and Quantile Predictors for Time Series: Further Issues
- Chapter 14 Forecasting Interest Rates: An Application of the Stochastic Unit Root and Stochastic Cointegration Frameworks
- Chapter 15 Bayesian Model Averaging in the Presence of Structural Breaks
- Chapter 16 The Economic and Statistical Value of Forecast Combinations Under Regime Switching: An Application to Predictable US Returns
- Subject Index