A companion to economic forecasting
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford
Blackwell
2004
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| Schlagworte: | |
| Online-Zugang: | UBG01 Volltext |
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Inhaltsangabe:
- An overview of economic forecasting Michael P. Clements and David F. Hendry Predictable uncertainty in economic forecasting Neil R. Ericsson Density forecasting: a survey Anthony S. Tay and Kenneth F. Wallis Statistical approaches to modeling and forecasting time-series models Diego J. Pedregal and Peter C. Young Judgemental forecasting Dilek Onkal-Atay, Mary E. Thompson, and Andrew C. Pollock Forecasting for policy Adrian R. Pagan and John Robertson Forecasting cointegrated VARMA processes Helmut Lutkepohl Multi-step forecasting R.J. Bhansali The rationality and efficiency of individuals' forecasts Herman O. Stekler Decision-based methods for forecast evaluation M. Hashem Pesaran and Spyros Skouras Forecast combination and encompassing Paul Newbold and David I Harvey Testing forecast accuracy Roberto S. Mariano Interference about predictive ability Interference about predictive ability Forecasting competitions: their role in improving forecasting practice and research Robert Fildes and Keith Ord Empirical comparisons of inflation models' forecast accuracy Oyvind Eitrheim, Tore Anders Husebo, and Ragnar Nymoen The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K. Gonzalo Camba-Mendez, George Kapetanios, Martin R. Weale, and Richard J. Smith Unit-root versus deterministic representations of seasonality for forecasting Denise R. Osborne Forecasting with periodic autoregressive time-series models Philip Hans Frances and Richard Paap
- Nonlinear models and forecasting Ruey S. Tsay Forecasting with smooth transition autoregressive models Stefan Lundbergh and Timo Terasvirta Forecasting financial variables Terrence C. Mills Explaining forecast failure in macroeconomics Michael P. Clements and David F. Hendry