The Oxford handbook of economic forecasting / edited by Michael P. Clements and David F. Hendry.

Other author Clements, Michael P.
Other author Hendry, David F.
Format Book
Publication InfoNew York : Oxford University Press, ©2011.
Descriptionxv, 712 pages : illustrations ; 26 cm.
Subjects
Economic forecasting.

Portion of title Economic forecasting
Series[Oxford handbooks]
Oxford handbooks. ^A611862
Contents Part I. Forecasting models and methods. VARs, cointegration, and common cycle restrictions / Heather M. Anderson and Farshid Vahid -- Dynamic factor models / James H. Stock and Mark W. Watson -- Forecasting with nonlinear time series models / Anders Bredahl Kock and Timo Teräsvirta -- Forecasting with DSGE models / Kai Christoffel, Günter Coenen, and Anders Warne -- Forecasting economic time series using unobserved components time series models / Siem Jan Koopman and Marius Ooms -- Improving the role of judgment in economic forecasting / Paul Goodwin, Dilek Önkal, and Michael Lawrence -- Part II. Data issues. Nowcasting / Marta Bańbura, Domenico Giannone, and Lucrezia Reichlin -- Forecasting with mixed-frequency data / Elena Andreou, Eric Ghysels, and Andros Kourtellos -- Forecasting with real-time data vintages / Dean Croushore -- Part III. Forecasting and structural breaks. Forecasting from misspecified models in the presence of unanticipated location shifts / Michael P. Clements and David F. Hendry -- Forecasting breaks and forecasting during breaks / Jennifer L. Castle, Nicholas W.P. Fawcett, and David F. Hendry -- Forecast combinations / Marco Aiolfi, Carlos Capistrán, and Allan Timmermann --
Contents Part IV. Forecast evaluation. Multiple forecast model evaluation / Valentina Corradi and Walter Distaso -- Testing for unconditional predictive ability / Todd E. Clark and 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, and Xuguang Sheng -- Part V. Financial forecasting. Forecasting financial time series / Terence C. Mills -- Forecasting volatility using high-frequency data / Peter Reinhard Hansen and Asger Lunde -- Part VI. Special interest areas. Economic value of weather and climate forecasts / Richard W. Katz and Jeffrey K. Lazo -- Long-horizon growth forecasting and demography / Thomas Lindh -- Forecasting the energy markets / Derek W. Bunn and Nektaria V. Karakatsani -- Models for health care / Andrew M. Jones -- Election forecasting / Michael S. Lewis-Beck and Charles Tien -- Marketing and sales / Philip Hans Franses.
Bibliography noteIncludes bibliographical references and index.
Genre/formAufsatzsammlung.
LCCN 2010029661
ISBN9780195398649 (cloth : alk. paper)
ISBN0195398645 (cloth : alk. paper)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HB3730 .O897 2011 ✔ Available Place Hold