...词:远期汇率定价偏差 结构突变 推定预期 可预测性 风险溢酬 [gap=26459]Keywords: Forward Basis, Structural Breaks, Extrapolative Expectations, Predictability, Risk Premium.
基于38个网页-相关网页
abrupt structural breaks 突变式结构变化
Interval Structural Breaks 区间结构突变
restricted structural breaks 受约束结构突变
Endogenous Structural Breaks 内生结构突变
Hendry's ultimate goal is to forecast structural breaks.
亨德里的终极目标是预测结构性突变。
But even if structural breaks cannot be predicted, that is no excuse for nihilism.
不过,即使结构性突变无法预测,这也不能成为虚无主义的借口。
In fact, given that traditional economic forecasts miss structural breaks all the time, it is both difficult to achieve and useful.
事实上,考虑到传统经济预测始终忽略了结构性突变,这种预测不仅难度很大,也很有用。
应用推荐