Forecasting in the presence of level shifts

Journal of Forecasting

Volumn 24, Issue 8, 2005, Pages 557-574

  Smith, Aaron ^a,b,c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c Giannini Foundation of Agricultural Economics   (United States)

Author keywords

Inflation; Stochastic permanent breaks; Threshold autoregression

Indexed keywords

COST EFFECTIVENESS; MATHEMATICAL MODELS; PROBLEM SOLVING; RANDOM PROCESSES;

INFLATION; NONLINEARITY; STOCHASTIC PERMANENT BREAKS; THRESHOLD AUTOREGRESSION;

FORECASTING;

EID: 31344480452     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.968     Document Type: Article

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