11-023/4 - An Alternative Bayesian Approach to Structural Breaks in Time Series Models

• Authors
  Sjoerd van den Hauwe, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam; Dick J.C. van Dijk, Erasmus University Rotterdam
• Publication date
  February 8, 2011

• Keywords
  Structural breaks, Bayesian analysis, forecasting, MCMC methods, nonlinear time series
• JEL
  C11, C22, C51, C53, C63