dc.contributor.author | Bårdsen, Gunnar | |
dc.contributor.author | Kolsrud, Dag | |
dc.contributor.author | Nymoen, Ragnar | |
dc.date.accessioned | 2018-07-02T10:21:38Z | |
dc.date.available | 2018-07-02T10:21:38Z | |
dc.date.created | 2017-08-15T13:21:23Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Journal of Forecasting. 2017, 36 (6), 629-639. | nb_NO |
dc.identifier.issn | 0277-6693 | |
dc.identifier.uri | http://hdl.handle.net/11250/2503931 | |
dc.description.abstract | 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 the aid of a stylized macro model we are able to identify some economically relevant cases of robustness and to interpret them economically. We give an interpretation in terms of co-breaking. The analytical results resound well with the forecasting record of a medium-scale econometric model of the Norwegian economy. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Wiley | nb_NO |
dc.title | Forecast Robustness in Macroeconometric Models | nb_NO |
dc.type | Journal article | nb_NO |
dc.type | Peer reviewed | nb_NO |
dc.description.version | publishedVersion | nb_NO |
dc.source.pagenumber | 629-639 | nb_NO |
dc.source.volume | 36 | nb_NO |
dc.source.journal | Journal of Forecasting | nb_NO |
dc.source.issue | 6 | nb_NO |
dc.identifier.doi | 10.1002/for.2459 | |
dc.identifier.cristin | 1486395 | |
dc.description.localcode | This article will not be available due to copyright restrictions (c) 2017 by Wiley | nb_NO |
cristin.unitcode | 194,60,20,0 | |
cristin.unitname | Institutt for samfunnsøkonomi | |
cristin.ispublished | true | |
cristin.fulltext | original | |
cristin.qualitycode | 1 | |