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Forecasting Economic Time Series in Changing Environments (Breakmetrics)

Date du début: 1 sept. 2013, Date de fin: 31 août 2017,

The general objective of this project is to improve economic forecasts with evolutionary econometric models, i.e. models that adapt to structural changes in the economic environment. They are also called change-point models. The need for these adaptive models is obvious in the light of the current economic downturn.Economic forecasting is essential for decision making with respect to fiscal and mo ...
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