| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP4457 |
| DP4457 Characterizing the Business Cycle for Accession Countries | |
| Michael Artis; Massimiliano Marcellino; Tommaso Proietti | |
| 发表日期 | 2004-06-23 |
| 出版年 | 2004 |
| 语种 | 英语 |
| 摘要 | This Paper considers the problems facing decision-makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated systems and discusses some of the possible ways advanced in the literature for dealing with them. The role of feedbacks from the decision-maker?s actions to the data-generating process is also discussed and highlighted through an example. |
| 主题 | Financial Economics |
| 关键词 | Specification search Data snooping Recursive/sequential modelling Automated model selection |
| URL | https://cepr.org/publications/dp4457 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/533405 |
| 推荐引用方式 GB/T 7714 | Michael Artis,Massimiliano Marcellino,Tommaso Proietti. DP4457 Characterizing the Business Cycle for Accession Countries. 2004. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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