Handbook of Economic Forecasting, 1st Edition

  • Published By:
  • ISBN-10: 0444627413
  • ISBN-13: 9780444627414
  • DDC: 330.0112
  • Grade Level Range: College Freshman - College Senior
  • 1016 Pages | eBook
  • Original Copyright 2013 | Published/Released March 2014
  • This publication's content originally published in print form: 2013

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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.

Table of Contents

Front Cover.
Half Title Page.
Title Page.
Copyright Page.
Introduction to the Series.
1: Macro Forecasting.
2: Forecasting Inflation.
3: DSGE Model-Based Forecasting.
4: Forecasting Output.
5: Now-Casting and the Real-Time Data Flow.
6: Forecasting and Policy Making.
7: Forecasting Financial Variables.
8: Forecasting Stock Returns.
9: Forecasting Interest Rates.
10: Forecasting the Price of Oil.
11: Forecasting Real Estate Prices.
12: Forecasting with Option-Implied Information.
13: Prediction Markets for Economic Forecasting.
Half Title Page.
Title Page.
Copyright Page.
1: Forecasters’ Objectives.
2: Forecasters’ Objectives and Strategies.
3: Forecasting Exchange Rates: An Investor Perspective.
4: Methodology.
5: Variable Selection in Predictive Regressions.
6: Forecasting with Bayesian Vector Autoregression.
7: Copula Methods for Forecasting Multivariate Time Series.
8: Quantile Prediction.
9: Panel Data Forecasting.
10: Forecasting Binary Outcomes.
11: Advances in Forecast Evaluation.
12: Advances in Forecasting Under Instability.