Applied economic forecasting techniques:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Harvester Wheatsheaf
1994
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 213 S. graph. Darst. |
| ISBN: | 0745013929 |
Internformat
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| 245 | 1 | 0 | |a Applied economic forecasting techniques |c ed. by Stephen G. Hall |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a New York [u.a.] |b Harvester Wheatsheaf |c 1994 | |
| 300 | |a X, 213 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 650 | 7 | |a Prognoses |2 gtt | |
| 650 | 4 | |a Pronósticos de negocios - Metodología | |
| 650 | 7 | |a Prévision économique |2 ram | |
| 650 | 7 | |a Séries chronologiques |2 ram | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Economic forecasting |x Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1804124001422802944 |
|---|---|
| adam_text | Contents
Preface ix
Contributors x
1 Economic forecasts: their relevance and use 1
David Currie
1.1 Introduction 1
1.2 Forecasting 1
1.3 The future research agenda 6
2 Time series forecasting 9
Stephen Hall
2.1 Introduction 9
2.2 Some basic concepts 10
2.3 Ad hoc forecasting procedures 14
2.4 The Box Jenkins approach 17
2.5 The structural time series forecasting model 19
2.6 Multivariate time series forecasting 21
2.7 Non linearities and forecasting 22
2.8 Conclusions 28
3 VAR modelling 29
Donald Robertson and Michael Wickens
3.1 Introduction why VAR modelling? 29
3.2 VAR modelling with stationary variables 30
3.3 VAR modelling with non stationary variables 32
3.4 Bayesian VARs 38
3.5 An empirical example 40
Notes 46
V
Contents
4 Measuring and forecasting underlying economic activity 48
Anthony Carratt, Stephen Hall and Brian Henry
4.1 Introduction 48
4.2 The Stock and Watson approach 49
4.3 Stochastic trends and cointegration 50
4.4 Construction of a new coincident index 54
4.5 Constructing different measures of economic activity 56
4.6 Conclusions
Notes 67
5 The macromodelling industry: structure, conduct and
performance 8
Ron Smith
5.1 Introduction 68
5.2 Structure 71
5.3 Conduct 73
5.4 Performance 76
5.5 Tentative conclusions 86
Notes 87
6 Expectations, learning and empirical macro economic models 89
David Currie and Stephen Hall
6.1 Introduction 89
6.2 Background to expectations mechanisms 91
6.3 Expectations and linear models 95
6.4 Expectations and non linear models 97
6.5 Conclusion 109
7 Forecasting in practice 110
Geoffrey Dicks and Andrew Burrell
7.1 Introduction 110
7.2 The forecasting process: an overview 110
7.3 The forecasting industry 112
7.4 The starting position 115
7.5 The current position 123
7.6 Conjunctural analysis 127
7.7 The short run outlook 130
7.8 The role of survey data in economic forecasting 133
7.9 The medium term outlook 13g
7.10 Consensus forecasts J39
7.11 Why do forecasts differ? 141
Notes ]42
vi
Contents
8 Modelling bilateral trade 144
Chris Allen and John Whitley
8.1 Introduction 144
8.2 A survey of existing approaches 145
8.3 An amended bilateral trade model 157
8.4 Summary and conclusions 170
Appendix 171
9 Learning about monetary union: an analysis of boundedly
rational learning in European labour markets 173
Ray Barrell, Cuglielmo Maria Caporale, Stephen Hall and
Anthony Carratt
9.1 Introduction 173
9.2 Implementation of boundedly rational learning 174
9.3 Learning about exchange rate realignments and oil price shocks 183
9.4 Conclusions 189
Notes 190
References 191
Index 207
Vti
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| illustrated | Illustrated |
| indexdate | 2024-07-09T17:38:43Z |
| institution | BVB |
| isbn | 0745013929 |
| language | English |
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| spelling | Applied economic forecasting techniques ed. by Stephen G. Hall 1. publ. New York [u.a.] Harvester Wheatsheaf 1994 X, 213 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Macroéconomie - Modèles mathématiques ram Prognoses gtt Pronósticos de negocios - Metodología Prévision économique ram Séries chronologiques ram Mathematisches Modell Economic forecasting Mathematical models Prognose (DE-588)4047390-9 gnd rswk-swf Wirtschaft (DE-588)4066399-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wirtschaft (DE-588)4066399-1 s Prognose (DE-588)4047390-9 s DE-604 Hall, Stephen G. 1953- Sonstige (DE-588)124941907 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006386024&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Applied economic forecasting techniques Macroéconomie - Modèles mathématiques ram Prognoses gtt Pronósticos de negocios - Metodología Prévision économique ram Séries chronologiques ram Mathematisches Modell Economic forecasting Mathematical models Prognose (DE-588)4047390-9 gnd Wirtschaft (DE-588)4066399-1 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4066399-1 (DE-588)4143413-4 |
| title | Applied economic forecasting techniques |
| title_auth | Applied economic forecasting techniques |
| title_exact_search | Applied economic forecasting techniques |
| title_full | Applied economic forecasting techniques ed. by Stephen G. Hall |
| title_fullStr | Applied economic forecasting techniques ed. by Stephen G. Hall |
| title_full_unstemmed | Applied economic forecasting techniques ed. by Stephen G. Hall |
| title_short | Applied economic forecasting techniques |
| title_sort | applied economic forecasting techniques |
| topic | Macroéconomie - Modèles mathématiques ram Prognoses gtt Pronósticos de negocios - Metodología Prévision économique ram Séries chronologiques ram Mathematisches Modell Economic forecasting Mathematical models Prognose (DE-588)4047390-9 gnd Wirtschaft (DE-588)4066399-1 gnd |
| topic_facet | Macroéconomie - Modèles mathématiques Prognoses Pronósticos de negocios - Metodología Prévision économique Séries chronologiques Mathematisches Modell Economic forecasting Mathematical models Prognose Wirtschaft Aufsatzsammlung |
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