phillips12m.dat
Creators:
John M. Maheu
;
Stephen Gordon
From the dataset abstract
We provide a general methodology for forecasting in the presence of structural breaks induced by unpredictable changes to model parameters. Bayesian methods of learning and model...
Source: Learning, forecasting and structural breaks (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c0cbb707-ccde-497d-80d6-4ad3102e154d/resource/5dfc5fb8-9fae-47e9-b2ea-15181603c67a/download/phillips12m.dat |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
