The Oxford handbook of economic forecasting /
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| Other Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York :
Oxford University Press,
c2011.
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| Series: | Oxford handbooks.
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| Subjects: |
Table of Contents:
- Introduction / Michael P. Clements, David F. Hendry
- Forecasting models and methods. VARs [vector autoregressive], cointegration, and common cycle restrictions / Heather M. Anderson, Farshid Vahid
- Dynamic factor models / James H. Stock, Mark W. Watson
- Forecasting with nonlinear time series models / Anders Bredahl Kock, Timo Teräsvirta
- Forecasting with DSGE [dynamic stochastic general equilibrium] models / Kai Christoffel, Günter Coenen, Anders Warne
- Forecasting economic time series using unobserved components time series models / Siem Jan Koopman, Marius Ooms
- Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Önkal, Michael Lawrence
- Data issues. Nowcasting / Marta Bańbura, Domenico Giannone, Lucrezia Reichlin
- Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, Andros Kourtellos
- Forecasting with real-time data vintages / Dean Croushore
- Forecasting and structural breaks. Forecasting from misspecified models in the presence of unanticipated location shifts / Michael P. Clements, David F. Hendry
- Forecasting breaks and forecasting during breaks / Jennifer L. Castle, Nicholas W.P. Fawcett, David F. Hendry
- Forecast combinations / Marco Aiolfi, Carlos Capistrán, Allan Timmermann.
- Forecast evaluation. Multiple forecast model evaluation / Valentina Corradi, Walter Distaso
- Testing for unconditional predictive ability / Todd E. Clark, Michael W. McCracken
- Testing conditional predictive ability / Raffaella Giacomini
- Interpreting and combining heterogeneous survey forecasts / Charles F. Manski
- Analyzing three-dimensional panel data of forecasts / Antony Davies, Kajal Lahiri, Xuguang Sheng
- Financial forecasting. Forecasting financial time series / Terence C. Mills
- Forecasting volatility using high-frequency data / Peter Reinhard Hansen, Asger Lunde
- Special interest areas. Economic value of weather and climate forecasts / Richard W. Katz, Jeffrey K. Lazo
- Long-horizon growth forecasting and demography / Thomas Lindh
- Forecasting the energy markets / Derek W. Bunn, Nektaria V. Karakatsani
- Models for health care / Andrew M. Jones
- Election forecasting / Michael S. Lewis-Beck, Charles Tien
- Marketing and sales / Philip Hans Franses.
