Browsing NTNU Open by Author "Kolsrud, Dag"
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Forecast Robustness in Macroeconometric Models
Bårdsen, Gunnar; Kolsrud, Dag; Nymoen, Ragnar (Journal article; Peer reviewed, 2017)This paper investigates potential invariance of mean forecast errors to structural breaks in the data generating process. From the general forecasting literature, such robustness is expected to be a rare occurrence. With ...