Screen LibraryA companion to economic forecasting
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| Corporate Authors: | |
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| Group Author: | ; |
| Published: |
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| Literature type: | Electronic eBook |
| Language: | English |
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9780470996430 |
| Item Description: | Originally published: 2002. |
| Carrier Form: | 616 pages |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9780470996430 0470996439 9781405166379 1405166371 |
| Index Number: | HB3730 |
| CLC: | F113.4 |
| Contents: |
An overview of economic forecasting / Predictable uncertainty in economic forecasting / Density forecasting: a survey / Statistical approaches to modeling and forecasting time-series models / Judgemental forecasting / Forecasting for policy / Forecasting cointegrated VARMA processes / Multi-step forecasting / The rationality and efficiency of individuals' forecasts / Decision-based methods for forecast evaluation / Forecast combination and encompassing / Testing forecast accuracy / Interference about predictive ability / Forecasting competitions: their role in improving forecasting practice and research / Empirical comparisons of inflation models' forecast accuracy / The forecasting performance of the OECD composite leading indicators for France, Germany, Italy, and the U.K. / Unit-root versus deterministic representations of seasonality for forecasting / Forecasting with periodic autoregressive time-series models / Nonlinear models and forecasting / Forecasting with smooth transition autoregressive models / Forecasting financial variables / Explaining forecast failure in macroeconomics / |