Evidence on structural instability in macroeconomic time series relations

Journal of Business and Economic Statistics

Volumn 14, Issue 1, 1996, Pages 11-30

  Stock, James H ^a   Watson, Mark W ^b  

^a HARVARD UNIVERSITY   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Break tests; Forecasting; Recursive least squares; Structural stability; Time varying parameters

Indexed keywords

EID: 0030528942     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524626     Document Type: Article

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