Forecasting in the Presence of Structural Breaks and Model Uncertainty

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Forecasting in the Presence of Structural Breaks and Model Uncertainty is written by David E. Rapach and published by Emerald Group Publishing. It's available with International Standard Book Number or ISBN identification 1849505403 (ISBN 10) and 9781849505406 (ISBN 13).

Forecasting in the presence of structural breaks and model uncertainty are active areas of research with implications for practical problems in forecasting. This book addresses forecasting variables from both Macroeconomics and Finance, and considers various methods of dealing with model instability and model uncertainty when forming forecasts.