| Description |
1 online resource (xii, 597 pages) : illustrations |
| Series |
Blackwell companions to contemporary economics |
|
Blackwell companions to contemporary economics.
|
| Contents |
Cover -- Table of Contents -- List of Contributors -- Preface -- Acknowledgments -- 1 An Overview of Economic Forecasting -- 2 Predictable Uncertainty in Economic Forecasting -- 3 Density Forecasting: A Survey -- 4 Statistical Approaches to Modeling and Forecasting Time Series -- 5 Forecasting with Structural Time-Series Models -- 6 Judgmental Forecasting -- 7 Forecasting for Policy -- 8 Forecasting Cointegrated VARMA Processes -- 9 Multi-Step Forecasting -- 10 The Rationality and Efficiency of Individuals' Forecasts -- 11 Decision-Based Methods for Forecast Evaluation -- 12 Forecast Combination and Encompassing -- 13 Testing Forecast Accuracy -- 14 Inference About Predictive Ability -- 15 Forecasting Competitions: Their Role in Improving Forecasting Practice and Research -- 16 Empirical Comparisons of Inflation Models' Forecast Accuracy -- 17 The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy, and the U.K. -- 18 Unit-Root Versus Deterministic Representations of Seasonality for Forecasting -- 19 Forecasting with Periodic Autoregressive Time-Series Models -- 20 Nonlinear Models and Forecasting -- 21 Forecasting with Smooth Transition Autoregressive Models -- 22 Forecasting Financial Variables -- 23 Explaining Forecast Failure in Macroeconomics -- Author Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- V -- W -- X -- Y -- Z -- Subject Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W |
| Summary |
A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together a range of contrasting approaches and views. Forecasting is a practical venture, so many of the chapters are aimed at practitioners and nonspecialists. This book surveys a field that has expanded rapidly in recent years. There are no other up-to-date treatments that survey forecasting in a single volume. The Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed. An extensive editorial overview places the contributions in context, and shows their interconnections and commonalities |
| Bibliography |
Includes bibliographical references and indexes |
| Notes |
English |
|
Print version record |
| Subject |
Economic forecasting.
|
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Economics.
|
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economics.
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BUSINESS & ECONOMICS -- Forecasting.
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Economic forecasting
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Economics
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Wirtschaft
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Prognose
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Prognoses.
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| Genre/Form |
Handboeken (vorm)
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| Form |
Electronic book
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| Author |
Clements, Michael P
|
|
Hendry, David F
|
| ISBN |
0585467196 |
|
9780585467191 |
|
1280284390 |
|
9781280284397 |
|
0631215697 |
|
9780631215691 |
|
1782686851 |
|
9781782686859 |
|
9786610284399 |
|
6610284393 |
|
0470701668 |
|
9780470701669 |
|
0470996439 |
|
9780470996430 |
|
140517191X |
|
9781405171915 |
|
