Handbook of Economic Forecasting: Volume 1
Volume 1
Published on 30. May 2006
Book
Hardback
1070 pages
978-0-444-51395-3 (ISBN)
Description
Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of applications of forecasts covered in the handbook include economics, finance and marketing.
More details
Series
Language
English
Place of publication
United States
Publishing group
Elsevier Science & Technology
Target group
Professional and scholarly
economists
Product notice
sewn/stitched
Paper over boards
Dimensions
Height: 242 mm
Width: 171 mm
Thickness: 45 mm
Weight
2037 gr
ISBN-13
978-0-444-51395-3 (9780444513953)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Graham Elliott | Allan Timmerman
Handbook of Economic Forecasting
E-Book
05/2014
North-Holland
€118.00
Available for download
Graham Elliott | G. Elliott | C. W. J. Granger
Handbook of Economic Forecasting
E-Book
07/2006
North-Holland
€131.00
Available for download
Persons
Content
Part 1. Forecasting methodology.
1. Bayesian forecasting (J. Geweke, C. Whiteman).
2. Forecasting and decision theory (C.W.J.Granger, M.J. Machina).
3. Forecast evaluation (K.D. West).
4. Forecast combinations (A. Timmermann).
5. Predictive density evaluation (V. Corradi, N.R. Swanson).
Part 2. Forecasting models.
6. Forecasting with VARMA models (H. Lutkepohl).
7. Forecasting with unobserved components time series models (A. Harvey).
8. Forecasting economic variables with nonlinear models (T. Terasvirta).
9. Approximate nonlinear forecasting models (H. White).
Part 3. Forecasting with different data structures.
10. Forecasting with many predictors (J.H. Stock, M.W. Watson).
11. Forecasting with trending data (G. Elliott).
12. Forecasting with breaks (M.P. Clements, D.F. Hendry).
13. Forecasting seasonal time series (E. Ghysels, D.R. Osborn, P.M.M. Rodrigues).
14. Survey expectations (M.H. Pesaran, M. Weale).
Part 4. Applications of forecasting methods.
15.Volatility and correlation forecasting (T.G. Andersen, T. Bollerslev, P.F. Christoffersen, F.X. Diebold).
16. Leading Indicators (M. Marcellino).
17. Forecasting with real-time macroeconomic data (D. Croushore).
18. Forecasting in marketing (P.H. Franses).
1. Bayesian forecasting (J. Geweke, C. Whiteman).
2. Forecasting and decision theory (C.W.J.Granger, M.J. Machina).
3. Forecast evaluation (K.D. West).
4. Forecast combinations (A. Timmermann).
5. Predictive density evaluation (V. Corradi, N.R. Swanson).
Part 2. Forecasting models.
6. Forecasting with VARMA models (H. Lutkepohl).
7. Forecasting with unobserved components time series models (A. Harvey).
8. Forecasting economic variables with nonlinear models (T. Terasvirta).
9. Approximate nonlinear forecasting models (H. White).
Part 3. Forecasting with different data structures.
10. Forecasting with many predictors (J.H. Stock, M.W. Watson).
11. Forecasting with trending data (G. Elliott).
12. Forecasting with breaks (M.P. Clements, D.F. Hendry).
13. Forecasting seasonal time series (E. Ghysels, D.R. Osborn, P.M.M. Rodrigues).
14. Survey expectations (M.H. Pesaran, M. Weale).
Part 4. Applications of forecasting methods.
15.Volatility and correlation forecasting (T.G. Andersen, T. Bollerslev, P.F. Christoffersen, F.X. Diebold).
16. Leading Indicators (M. Marcellino).
17. Forecasting with real-time macroeconomic data (D. Croushore).
18. Forecasting in marketing (P.H. Franses).