Handbook of economic forecasting

Medientyp: E-Book

Titel: Handbook of economic forecasting / edited by Graham Elliott, Allan Timmermann
Volume 2B

Enthält: e9780444536839_v2A; Half Title; Title Page; Copyright; Dedication; Contents; Introduction to the Series; Contributors; Section I Macro Forecasting; 1 Forecasting Inflation; 2 DSGE Model-Based Forecasting; Appendix A. Details for Figure 2.5; Acknowledgments; References; 3 Forecasting Output; 4 Now-Casting and the Real-Time Data Flow; 5 Forecasting and Policy Making; Appendix A. A Medium-Scale DSGE Model; Acknowledgments; References; Section II Forecasting Financial Variables; 6 Forecasting Stock Returns; 7 Forecasting Interest Rates; 8 Forecasting the Price of Oil
9 Forecasting Real Estate Prices10 Forecasting with Option-Implied Information; 11 Prediction Markets for Economic Forecasting; INDEX; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z; e9780444627315_v2B; Half Title; Title Page; Copyright; Dedication; Contents; Introduction to the Series; Contributors; Section III Forecasters' Objectives; 12 Forecasters' Objectives and Strategies; 13 Forecasting Exchange Rates: an Investor Perspective; Section IV Methodology; 14 Variable Selection in Predictive Regressions; References
15 Forecasting with Bayesian Vector AutoregressionAppendix B. State-Space Models; B.1. Kalman Filter; B.2. Smoothing; B.3. Simulation Smoother; Appendix C. Distributions; Acknowledgements; References; 16 Copula Methods for Forecasting Multivariate Time Series; 17 Quantile Prediction; 18 Panel Data Forecasting; 19 Forecasting Binary Outcomes; 20 Advances in Forecast Evaluation; Appendix A Asymptotic Derivations for Out-of-Sample Inference: Examples; A.1. Test of Zero Mean Prediction Error: West (1996); A.2. Test of Equal Predictive Ability for Nested Models:Clark and McCracken (2001)
A.3. Test of Zero Mean Prediction Error: Giacomini and White (2006)Acknowledgments; References; 21 Advances in Forecasting under Instability; INDEX; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z

Beteiligte: Elliott, Graham [HerausgeberIn]; Timmermann, Allan [HerausgeberIn]

Erschienen: Amsterdam; Heidelberg [u.a]: Elsevier North Holland, 2013

Ausgabe: 1. ed.

Umfang: Online-Ressource (XXV, 1324, XV S.)

Sprache: Englisch

ISBN: 9780444627322; 9780444627315

RVK-Notation: QN 200 : Konjunkturschwankungen. Konjunkturprognosen

Schlagwörter: Wirtschaft > Prognose > Prognoseverfahren > Ökonometrie > Theorie
Wirtschaft > Prognoseverfahren

Entstehung:

Anmerkungen: Description based upon print version of record

Beschreibung: The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial a

Handbook of economic forecasting / Volume 2B - [1. ed.]

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