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Editorial Reviews
Review
"A Companion to Economic Forecasting offers an insightful and authoritative overview of the diverse issues, methods, and applications falling under the broad umbrella of economic and financial forecasting. It belongs on every practitioner's bookshelf, and on every student's reading list." Francis X. Diebold, University of Pennsylvania <!--end-->
"A Companion to Economic Forecasting offers an insightful and authoritative overview of the diverse issues, methods, and applications falling under the broad umbrella of economic and financial forecasting. It belongs on every practitioner's bookshelf, and on every student's reading list." Francis X. Diebold, University of Pennsylvania <!--end-->
"Economic forecasting methods, models, applications, evaluation, and diagnostics, all in one encompassing volume by leaders in the field. This collection of lucid chapters defines where economic forecasting is today. An invaluable addition to the library of anyone working with economic data." Charles Nelson, University of Washington
Product Description
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 in a single volume 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. At present, the interested reader has little option but to seek out journal articles and books which often extol the virtues of one approach among many, or explain just one of the many problems that beset economic forecasting. 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.
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Inside This Book
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First Sentence:
The chapters of this Companion address a wide range of issues and approaches to economic forecasting. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
testing forecast accuracy, forecasting financial variables, nonperiodic models, quarter forecast horizon, seasonal economic time series, equal forecast accuracy, form informational efficiency, forecast encompassing tests, density forecasts, tests for forecast encompassing, sign predictability, forecast densities, density forecasting, inference about predictive ability, integration null hypothesis, forecasting competitions, arranged autoregression, seasonal unit roots, predictable uncertainty, weekly component, combination and encompassing, periodic integration, forecast density, periodic autoregressions, conventional unit root Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Economic Statistics, New York, Journal of Econometrics, Journal of the American Statistical Association, Bank of Canada, John Wiley, Oxford University Press, Cambridge University Press, Journal of Finance, Reserve Bank of New Zealand, Management Science, Journal of Applied Econometrics, American Economic Review, Norges Bank, United States, Academic Press, Annals of Statistics, Green Book, United Kingdom, National Bureau of Economic Research, Review of Economic Studies, San Francisco, Survey of Professional Forecasters, Applied Economics New!
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
The chapters of this Companion address a wide range of issues and approaches to economic forecasting. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
testing forecast accuracy, forecasting financial variables, nonperiodic models, quarter forecast horizon, seasonal economic time series, equal forecast accuracy, form informational efficiency, forecast encompassing tests, density forecasts, tests for forecast encompassing, sign predictability, forecast densities, density forecasting, inference about predictive ability, integration null hypothesis, forecasting competitions, arranged autoregression, seasonal unit roots, predictable uncertainty, weekly component, combination and encompassing, periodic integration, forecast density, periodic autoregressions, conventional unit root Key Phrases - Capitalized Phrases (CAPs): (learn more)
Monte Carlo, Economic Statistics, New York, Journal of Econometrics, Journal of the American Statistical Association, Bank of Canada, John Wiley, Oxford University Press, Cambridge University Press, Journal of Finance, Reserve Bank of New Zealand, Management Science, Journal of Applied Econometrics, American Economic Review, Norges Bank, United States, Academic Press, Annals of Statistics, Green Book, United Kingdom, National Bureau of Economic Research, Review of Economic Studies, San Francisco, Survey of Professional Forecasters, Applied Economics New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Citations (learn more)
This book cites 29
books:
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10
books
cite this book:
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- Developments in Time Series Analysis by T. Subba Rao on page 103, page 220, and page 221
- The Federal Reserve System: Purposes & Functions by Board of Governors of the Federal Reserve System on page 42, page 163, and page 177
- Models of the U.K. Economy: A Second Review By the E.S.C.R. Macroeconomic Modelling Bureau by Kenneth F. Wallis on page 150, and page 571
- A Companion to Theoretical Econometrics (Blackwell Companions to Contemporary Economics) by Prof. Badi Baltagi in Front Matter, and Back Cover
- Density Estimation for Statistics and Data Analysis (Monographs on Statistics and Applied Probability) by Bernard. W. Silverman on page 67, and page 509
See all 29 books this book cites
- Prediction of Prophecy? The Boundaries of Economic Foreknowledge and Their Socio-Political Consequences by Betz; Gregor on 4 pages
- Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis) by Costas Milas on page 52, page 71, and page 73
- Global and National Macroeconometric Modelling: A Long-Run Structural Approach by Anthony Garratt in Back Matter (1), Back Matter (2), and Back Matter (3)
- New Directions in Macromodelling, Volume 269 (Contributions to Economic Analysis) by A. Welfe on page 44, and page 142
- New Introduction to Multiple Time Series Analysis by Helmut Lütkepohl in Back Matter (1), and Back Matter (2)
See all 10 books citing this book
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