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Browsing Economics and Business Working Papers Series by Subject "macroeconomic forecasting; parameter instability; nonparametric estimation; bandwidth selection."
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Browsing Economics and Business Working Papers Series by Subject "macroeconomic forecasting; parameter instability; nonparametric estimation; bandwidth selection."
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(2014-06-01)While forecasting is a common practice in academia, government and business alike, practitioners are often left wondering how to choose the sample for estimating forecasting models. When we forecast inflation in 2018, ...
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