Handbook of economic forecasting /

• Other Authors: Elliott, Graham, 1965-, Granger, C. W. J. (Clive William John), 1934-2009, Timmermann, Allan
• Format: eBook
• Language: English
• Published: Amsterdam ; Boston : Elsevier North-Holland, 2006-
• Edition: 1st ed.
• Series: Handbook of economic forecasting ; v. 1.
• Subjects: Economic forecasting > Econometric models.; Prévision économique > Modèles économétriques.; Economie.; Prognoses.; Wirtschaftstheorie.; Prognose.; Wirtschaftsforschung.; Prognoseverfahren.; Samfundsvidenskab > Økonomi.; Electronic books.

Research on forecasting methods has made important progress over recent years and these developments are brought together in the Handbook of Economic Forecasting. The handbook covers developments in how forecasts are constructed based on multivariate time-series models, dynamic factor models, nonlin...

Table of Contents:

• Bayesian Forecasting
• Forecasting and Decision Theory
• Forecast Evaluation
• Forecast Combinations
• Predictive Density Evaluation
• Forecasting with VARMA Models
• Forecasting with Unobserved Components Time Series Models
• Forecasting economic variables with nonlinear models
• Approximate Nonlinear Forecasting Methods
• Forecasting with Many Predictors
• Forecasting with Trending Data
• Forecasting with Breaks
• Forecasting Seasonal Time Series
• Survey Expectations
• Volatility and Correlation Forecasting
• Leading Indicators
• Forecasting with Real-Time Macroeconomic Data
• Forecasting in Marketing.