A study of the dynamics of structural breaks in real time
This thesis explores the real-time dynamics of learning about breaks by utilising different datasets, i.e. simulated and actual (aggregate and firm-level). I am interested in the real-time identification because of its relevance for forecasting. Essentially, I raise three main empirical questions: H...
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University of Bristol
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.681544 |