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