Issues in the accommodation of model uncertainty in macro-econometric modelling

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Issues in the accommodation of model uncertainty in macro-econometric modelling

This thesis deals with different types of uncertainty in various macroeconomic contexts and investigates ways in which these can be accommodated by adopting flexible techniques that allow a robust inference in estimation, testing and prediction. This thesis covers a wide range of aspects in macroeco...

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Bibliographic Details
Main Author:	Aristidou, Chrystalleni
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2016
Subjects:	TIME SERIES INFLATION DYNAMICS FORECASTING UNIT ROOTS STRUCTURAL BREAKS PHILLIPS CURVE MODEL AVERAGING REAL TIME DATA
Online Access:	https://eprints.nottingham.ac.uk/36130/

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