Essec\Faculty\Model\Contribution {#2216 ▼
#_index: "academ_contributions"
#_id: "2611"
#_source: array:26 [
"id" => "2611"
"slug" => "2611-the-contribution-of-structural-break-models-to-forecasting-macroeconomic-series"
"yearMonth" => "2015-06"
"year" => "2015"
"title" => "The Contribution of Structural Break Models to Forecasting Macroeconomic Series"
"description" => "BAUWENS, L., KOOP, G., KOROBILIS, D. et ROMBOUTS, J. (2015). The Contribution of Structural Break Models to Forecasting Macroeconomic Series. <i>Journal of Applied Econometrics</i>, 30(4), pp. 596-620. 
BAUWENS, L., KOOP, G., KOROBILIS, D. et ROMBOUTS, J. (2015). The Contribution of Structural Break Mo "
"authors" => array:4 [
0 => array:3 [
"name" => "ROMBOUTS Jeroen"
"bid" => "B00469813"
"slug" => "rombouts-jeroen"
]
1 => array:1 [
"name" => "BAUWENS L."
]
2 => array:1 [
"name" => "KOOP G."
]
3 => array:1 [
"name" => "KOROBILIS D."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-02-02 16:16:18"
"publicationUrl" => "https://doi.org/10.1002/jae.2387"
"publicationInfo" => array:3 [
"pages" => "596-620"
"volume" => "30"
"number" => "4"
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the break process, the model applied in each regime and the out-of-sample probability of a break. In an extensive empirical evaluation, we demonstrate the presence of breaks and their importance for forecasting. We find no single model that consistently works best in the presence of breaks. In many cases, the formal modeling of the break process is important in achieving a good forecast performance. However, there are also many cases where rolling window forecasts perform well. This paper compares the forecasting performance of models that have been proposed for forecasting in "
"en" => "This paper compares the forecasting performance of models that have been proposed for forecasting in the presence of structural breaks. They differ in their treatment of the break process, the model applied in each regime and the out-of-sample probability of a break. In an extensive empirical evaluation, we demonstrate the presence of breaks and their importance for forecasting. We find no single model that consistently works best in the presence of breaks. In many cases, the formal modeling of the break process is important in achieving a good forecast performance. However, there are also many cases where rolling window forecasts perform well. This paper compares the forecasting performance of models that have been proposed for forecasting in "
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2025-04-04T02:21:43.000Z"
"docTitle" => "The Contribution of Structural Break Models to Forecasting Macroeconomic Series"
"docSurtitle" => "Journal articles"
"authorNames" => "<a href="/cv/rombouts-jeroen">ROMBOUTS Jeroen</a>, BAUWENS L., KOOP G., KOROBILIS D."
"docDescription" => "<span class="document-property-authors">ROMBOUTS Jeroen, BAUWENS L., KOOP G., KOROBILIS D.</span><br><span class="document-property-authors_fields">Information Systems, Data Analytics and Operations</span> | <span class="document-property-year">2015</span> <span class="document-property-authors">ROMBOUTS Jeroen, BAUWENS L., KOOP G., KOROBILIS D.</span><br "
"keywordList" => ""
"docPreview" => "<b>The Contribution of Structural Break Models to Forecasting Macroeconomic Series</b><br><span>2015-06 | Journal articles </span> <b>The Contribution of Structural Break Models to Forecasting Macroeconomic Series</b><br><span>2015 "
"docType" => "research"
"publicationLink" => "<a href="https://doi.org/10.1002/jae.2387" target="_blank">The Contribution of Structural Break Models to Forecasting Macroeconomic Series</a> <a href="https://doi.org/10.1002/jae.2387" target="_blank">The Contribution of Structural Break Mode "
]
+lang: "en"
+"_type": "_doc"
+"_score": 9.053764
+"parent": null
}
