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| HANDBOOK OF ECONOMIC FORECASTING, 1
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 To order this title, and for more information, click here
Edited By
G. Elliott, University of California at San Diego, La Jolla, CA, USA
C. Granger, University of California, San Diego, La Jolla, CA, USA
A. Timmermann, University of California at San Diego, La Jolla, CA, USA
Included in series
Handbooks in Economics,
Description
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, nonlinear models and combination methods. The handbook also includes chapters on forecast evaluation, including
evaluation of point forecasts and probability forecasts and contains chapters on survey forecasts and volatility forecasts. Areas of
applications of forecasts covered in the handbook include economics, finance and marketing.
Audience
economists
Contents
Part 1. Forecasting methodology.
1. Bayesian forecasting (J. Geweke, C. Whiteman).
2. Forecasting and decision theory (C.W.J.Granger,
M.J. Machina).
3. Forecast evaluation (K.D. West).
4. Forecast combinations (A. Timmermann).
5. Predictive density evaluation
(V. Corradi, N.R. Swanson).
Part 2. Forecasting models.
6. Forecasting with VARMA models (H. Lutkepohl).
7. Forecasting
with unobserved components time series models (A. Harvey).
8. Forecasting economic variables with nonlinear models (T. Terasvirta).
9. Approximate nonlinear forecasting models (H. White).
Part 3. Forecasting with different data structures.
10. Forecasting
with many predictors (J.H. Stock, M.W. Watson).
11. Forecasting with trending data (G. Elliott).
12. Forecasting with breaks
(M.P. Clements, D.F. Hendry).
13. Forecasting seasonal time series (E. Ghysels, D.R. Osborn, P.M.M. Rodrigues).
14. Survey expectations
(M.H. Pesaran, M. Weale).
Part 4. Applications of forecasting methods.
15.Volatility and correlation forecasting (T.G. Andersen,
T. Bollerslev, P.F. Christoffersen, F.X. Diebold).
16. Leading Indicators (M. Marcellino).
17. Forecasting with real-time macroeconomic
data (D. Croushore).
18. Forecasting in marketing (P.H. Franses).
| Bibliographic details |
Hardbound, 1070 pages, publication date: MAY-2006
ISBN-13: 978-0-444-51395-3
ISBN-10: 0-444-51395-7
Imprint: NORTH-HOLLAND
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| Price and Ordering |
Price:
GBP 85
EUR 125
USD 150
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Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
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Last update: 26 Sep 2008
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