Error in the real-time identification of breaks

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Error in the real-time identification of breaks

We studied the mistakes that happen in the real-time identification of structural breaks in the selected aggregate-level of U.S. financial data series. We were interested in the real-time identification because of its relevance for forecasting. The level of the noisiness of different datasets and te...

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Bibliographic Details
Main Authors:	Mazlan, Nur Syazwani, Bulkley, George
Format:	Article
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/16091/ http://psasir.upm.edu.my/id/eprint/16091/1/13%29%20Error%20in%20the%20Real%20Time.pdf

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