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21-006/III - Forecasting in a changing world: from the great recession to the COVID-19 pandemic


  • Authors
    Mariia Artemova, Vrije Universiteit Amsterdam; Francisco Blasques, Vrije Universiteit Amsterdam; Siem Jan Koopman, Vrije Universiteit Amsterdam; Zhaokun Zhang, Shanghai University
  • Publication date
    January 14, 2021
  • Keywords
    Autoregressive Models, Cross-Validation, Kullback-Leibler Divergence, Stationarity and Ergodicity, Macroeconomic Time Series
  • JEL
    C10, C22, C32, C51