John Keynes once wrote: "Experience shows that what happens is always the thing against which one has not made provision in advance."
The availability of accurate forecasts of macroeconomic variables is crucial when making policy decisions. Often, the inability to accommodate uncertainty surrounding the true data generating process and the presence of structural breaks can result in unreliable forecasting outcomes.
To this end, my research focuses on the development of advanced forecasting tools that incorporate the possibility of breaks and unusual economic events.
Chrystalleni's staff page
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