Mistakes in the real-time identification of breaks

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Mistakes in the real-time identification of breaks

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

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Bibliographic Details
Main Authors:	Mazlan, Nur Syazwani, Bulkley, George
Format:	Conference or Workshop Item
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2017
Online Access:	http://psasir.upm.edu.my/id/eprint/58705/ http://psasir.upm.edu.my/id/eprint/58705/1/8-nur_syazwani.pdf.pdf

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