Browsing by Author "Odendah, Florensl"

Now showing items 1-2 of 2

    • Evaluating Forecast Performance with State Dependence 
      Sekhposyan, Tatevik; Odendah, Florensl; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-05-16)
      In forecasting models, usually no single model emerges as the best overall, as forecasting performance is prone to instabilities because the economic mechanisms providing the data work better on one model during some periods ...
    • Markov Switching Rationality 
      Sekhposyan, Tatevik; Odendah, Florensl; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-05-23)
      The authors propose novel tests for the detection of Markov switching deviations from forecast rationality. Existing forecast rationality tests either focus on constant deviations from forecast rationality over the full ...