Does modeling a structural break improve forecast accuracy?

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@article{545fdf0e3bf94ddda133a656ebcc9302,

title = "Does modeling a structural break improve forecast accuracy?",

author = "Tom Boot and Andreas Pick",

year = "2019",

doi = "10.1016/j.jeconom.2019.07.007",

language = "English",

volume = "215",

pages = "35--59",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1",

}