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Handbook of Economic Forecasting Ser.: Handbook of Economic Forecasting by Allan Timmermann (2013, Hardcover)

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Publisher: North Holland ISBN 13: 9780444536839. Title: Handbook of Economic Forecasting, Vol 2A Item Condition: New. Books will be free of page markings.

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Product Information

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 applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues.

Product Identifiers

Publisher
Elsevier Science & Technology
ISBN-10
0444536833
ISBN-13
9780444536839
eBay Product ID (ePID)
159918409

Product Key Features

Author
Allan Timmermann
Publication Name
Handbook of Economic Forecasting
Format
Hardcover
Language
English
Publication Year
2013
Series
Handbook of Economic Forecasting Ser.
Type
Textbook
Number of Pages
720 Pages

Dimensions

Item Length
9.2in
Item Width
7.5in

Additional Product Features

Series Volume Number
Volume 2A
Lc Classification Number
Hb3730
Volume Number
Volume 2A
Reviews
"...the eleven papers in this collection survey recent literature on forecasting stock returns, interest rates, the price of oil, real estate prices, inflation, national output, business cycles, and the GDP impact of a fiscal stimulus package...The contributors agree most economic models failed to predict the Great Recession."-- ProtoView.com, April 2014 "Forecasting is one of the most challenging and competitive activities undertaken by economists. Volume 2 of the Handbook of Economic Forecasting and the companion Volume 1 are essential references for keeping abreast of recent improvements in forecasting methodology and its application in demanding circumstances."--John Geweke, University of Technology Sydney, Australia "This is a highly recommended volume on forecasting that covers a wide-range of applications in economic and financial forecasting, as well as providing comprehensive and up-to-date overviews of forecasting theory by the leading scholars in the field."--Hashem Pesaran, University of Southern California "An excellent resource for any economist interested in forecasting."--Kenneth D. West, University of Wisconsin "These articles have been written by the most important players in the areas, by the people who have provided important contributions to their fields. I have no doubt about the very high quality of these chapters and the impact they will have on people doing applied work."--Valentina Corradi, University of Warwick, "Forecasting is one of the most challenging and competitive activities undertaken by economists. Volume 2 of the Handbook of Economic Forecasting and the companion Volume 1 are essential references for keeping abreast of recent improvements in forecasting methodology and its application in demanding circumstances." --John Geweke, University of Technology Sydney, Australia "This is a highly recommended volume on forecasting that covers a wide-range of applications in economic and financial forecasting, as well as providing comprehensive and up-to-date overviews of forecasting theory by the leading scholars in the field." --Hashem Pesaran, University of Southern California "An excellent resource for any economist interested in forecasting." --Kenneth D. West, University of Wisconsin "These articles have been written by the most important players in the areas, by the people who have provided important contributions to their fields. I have no doubt about the very high quality of these chapters and the impact they will have on people doing applied work." --Valentina Corradi, University of Warwick, "Forecasting is one of the most challenging and competitive activities undertaken by economists. Volume 2 of the Handbook of Economic Forecasting and the companion Volume 1 are essential references for keeping abreast of recent improvements in forecasting methodology and its application in demanding circumstances." --John Geweke, University of Technology Sydney, Australia "This is a highly recommended volume on forecasting that covers a wide-range of applications in economic and financial forecasting, as well as providing comprehensive and up-to-date overviews of forecasting theory by the leading scholars in the field." --Hashem Pesaran, University of Southern California "An excellent resource for any economist interested in forecasting." --Kenneth D. West, University of Wisconsin "These articles have been written by the most important players in the areas, by the people who have provided important contributions to their fields. I have no doubt about the very high quality of these chapters and the impact they will have on people doing applied work." --Valentina Corradi, University of Warwick
Table of Content
Forecasting Inflation: Jon Faust and Jonathan Wright (Johns Hopkins University) DSGE Model-Based Forecasting: Marco Del Negro (Federal Reserve Bank of New York) and Frank Schorfheide (University of Pennsylvania) Forecasting Output: Marcelle Chauvet (University of California, Riverside) and Simon Potter (Federal Reserve Bank of New York) Nowcasting and the Real Time Data Flow: Marta Banbura (European Central Bank), Domenico Giannone (Universite Libre de Bruxelles), Michele Modugno (University Libre de Bruxelles), and Lucrezia Reichlin (London Business School) Forecasting and Policy Making: Volker Wieland and Maik Wolters (Goethe University, Frankfurt) Forecasting Stock Returns: David Rapach (St. Louis University) and Guofu Zhou (Washington University at St Louis) Forecasting Interest Rates: Gregory Duffee (Johns Hopkins University) Forecasting the Price of Oil: Ron Alquist (Bank of Canada), Lutz Kilian (University of Michigan),and Robert J. Vigfusson (Federal Reserve Board) Forecasting Real Estate Prices: Eric Ghysels (University of North Carolina), Alberto Plazzi (Lugano), Rossen Valkanov (University of California, San Diego) and Walter Torous (University of California, Los Angeles) Forecasting with Option-Implied Information: Peter Christoffersen (University of Toronto), Kris Jacobs (University of Houston), and Bo Young Chang (Bank of Canada) Prediction Markets for Economic Forecasting: Erik Snowberg (Caltech), Justin Wolfers (Wharton School, University of Pennsylvania), and Eric Zitzewitz (Dartmouth College) Forecasters' Objectives and Strategies: Ivan Marinovich (Stanford University), Marco Ottaviani (Northwestern University and Bocconi), and Peter Sorensen (University of Copenhagen) Forecasting Exchange Rates: an Investor Perspective: Michael Melvin, John Prins, and Duncan Shand (BlackRock) Variable Selection in Predictive Regressions: Serena Ng (Columbia University) Forecasting with Bayesian Vector Autoregressions: Sune Karlsson (Orebro University) Copula Methods for Forecasting Multivariate Time Series: Andrew Patton (Duke University) Quantile Prediction: Ivana Komunjer (University of California, San Diego) Panel Data Forecasting: Badi Baltagi (Syracuse University) Forecasting Binary Outcomes: Kajal Lahiri and Liu Yang (State University of New York, Albany) Advances in Forecast Evaluation: Todd Clark (Kansas Fed) and Michael McCracken (St. Louis Fed) Advances in Forecasting under Instability: Barbara Rossi (Universitat Pompeu Fabra)
Copyright Date
2013
Target Audience
Scholarly & Professional
Topic
Econometrics, Forecasting
Dewey Decimal
343.04094
Dewey Edition
22
Illustrated
Yes
Genre
Business & Economics

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item 1 Handbook of Economic Forecasting, Vol 2A, Elliott, Timmermann 9780444536839.=
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item 2 Handbook of Economic Forecasting: Volume 2a by Graham Elliott: New
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Picture 1 of 1

Handbook of Economic Forecasting Ser.: Handbook of Economic Forecasting by Allan Timmermann (2013, Hardcover)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Handbook of Economic Forecasting, Vol 2A, Elliott, Timmermann 9780444536839.=

item 2 Handbook of Economic Forecasting: Volume 2a by Graham Elliott: New

item 3 Handbook Of Economic Forecasting: Volume 2A

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