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The first three appendices contain details about the implementation of the estimation and forecasting of the structural break models named PPT and KP in the paper. These models are explained in Section 2 of the paper and information about the forecasting implementation of these models is presented in Section 4 of the paper. The fourth appendix contains tables that show detailed results that are summarized and discussed in Section 5 of the paper.

Appendix to 'The Contribution of Structural Break Models to Forecasting Macroeconomic Series'