The Oxford handbook of economic forecasting:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2011
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | XV, 712 S. graph. Darst. |
| ISBN: | 9780195398649 |
Internformat
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| 245 | 1 | 0 | |a The Oxford handbook of economic forecasting |c ed. by Michael P. Clements ... |
| 246 | 1 | 3 | |a Economic forecasting |
| 246 | 1 | 3 | |a Handbook of economic forecasting |
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Datensatz im Suchindex
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| adam_text | Contents
Contributors
vii
Introduction
1
Michael P. Clements and David F. Hendry
PART I. FORECASTING MODELS
AND METHODS
1
VARs,
Cointegration,
and Common Cycle Restrictions
9
Heather M. Anderson and Farshid Vahid
2
Dynamic Factor Models
35
James H. Stock and Mark W. Watson
3
Forecasting with Nonlinear Time Series Models
61
Anders Bredahl
Kock
and
Timo
Teräsvirta
4
Forecasting with DSGE Models
89
Kai Christoffel, Günter Coenen,
and
Anders Warne
5
Forecasting Economic Time Series Using Unobserved
Components Time Series Models
129
Siem
Jan Koopman
and Marius
Ooms
6
Improving the Role of Judgment in Economic Forecasting
163
Paul Goodwin,
Dilek Önkal,
and Michael Lawrence
PART II. DATA ISSUES
7
Nowcasting
193
Marta Bańbura,
Domenico Giannone,
and Lucrezia Reichlin
8
Forecasting with Mixed-Frequency Data
225
Elena
Andreou,
Eric Ghysels, and Andros Kourtellos
9
Forecasting with
Real-Time
Data Vintages
247
Dean Croushore
PART III. FORECASTING AND
STRUCTURAL BREAKS
10
Forecasting from Misspecified Models in the Presence of
Unanticipated Location Shifts
271
Michael P. Clements and David F. Hendry
VÍ
CONTENTS
11
Forecasting Breaks and Forecasting During Breaks
315
Jennifer L. Castle, Nicholas W. P. Fawcett, and David F. Hendry
12
Forecast Combinations
355
Marco Aiolfi,
Carlos Capistrán,
and Allan
Timmermann
PART IV. FORECAST EVALUATION
13
Multiple Forecast Model Evaluation
391
Valentina
Corradi
and Walter Distaso
14
Testing for Unconditional Predictive Ability
415
Todd E. Clark and Michael W. McCracken
15
Testing Conditional Predictive Ability
441
Raffaella Giacomini
16
Interpreting and Combining Heterogeneous Survey Forecasts
457
Charles
F. Manski
17
Analyzing Three-Dimensional Panel Data of Forecasts
473
Antony Davies, Kajal Lahiri, and Xuguang Sheng
PART V. FINANCIAL FORECASTING
18
Forecasting Financial Time Series
499
Terence
С
Mills
19
Forecasting Volatility Using High-Frequency Data
525
Peter
Reinhard Hansen
and Asger Lunde
PART VI. SPECIAL INTEREST AREAS
20
Economic Value of Weather and Climate Forecasts
559
Richard W. Katz and Jeffrey K.
Lazo
21
Long-Horizon Growth Forecasting and Demography
585
Thomas Lindh
22
Forecasting the Energy Markets
607
Derek W. Bunn and Nektaria V. Karakatsani
23
Models for Health Care
625
Andrew M. Jones
24
Election Forecasting
655
Michael S. Lewis-Beck and Charles Tien
25
Marketing and Sales
673
Philip Hans
Frånses
Index
691
This handbook provides up-to-date cov¬
erage of both new and well-established
fields in the sphere of economic forecast¬
ing. The chapters are written by world
experts in their respective fields, and
provide authoritative yet accessible ac¬
counts of the key concepts, subject matter,
and techniques in a number of diverse but
related areas. It covers the ways in which
the availability of ever more plentiful data
and computational power have been used
in forecasting, in terms of the frequency
of observations., the number of variables,
and the use of multiple data vintages.
Greater data availability has been coupled
with developments in statistical theory
and economic analysis to allow more
elaborate and complicated models to be
entertained; the volume provides explana¬
tions and critiques of these developments.
These include factor models, DSGE mod¬
els, restricted vector autoregressions, and
non-linear models, as well as models for
handling data observed at mixed frequen¬
cies, high-frequency data, multiple data
vintages, methods for forecasting when
there are structural breaks, and how
breaks might be forecast. Also covered are
areas that are less commonly associated
with economic forecasting, such as weather
forecasting, health economics, long-horizon
growth forecasting, and political elections.
Econometric forecasting has important
contributions to make in these areas along
with how their developments inform the
mainstream.
The Oxford Handbooks series is a major
new initiative in academic publishing.
Each volume offers an authoritative and
state-of-the-art survey of current think¬
ing and research in a particular subject
area. Specially commissioned essays
from leading international figures in the
discipline offer critical examinations of
the progress and direction of debates.
Oxford Handbooks provide scholars and
graduate students with compelling new
perspectives upon a wide range of subjects
in the humanities and social sciences.
|
| any_adam_object | 1 |
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| dewey-full | 338.5/442 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.5/442 |
| dewey-search | 338.5/442 |
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| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| isbn | 9780195398649 |
| language | English |
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| spelling | The Oxford handbook of economic forecasting ed. by Michael P. Clements ... Economic forecasting Handbook of economic forecasting Oxford [u.a.] Oxford Univ. Press 2011 XV, 712 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wirtschaft (DE-588)4066399-1 gnd rswk-swf Wirtschaftsmodell (DE-588)4079348-5 gnd rswk-swf Wirtschaftsforschung (DE-588)4124477-1 gnd rswk-swf Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wirtschaftsforschung (DE-588)4124477-1 s Prognoseverfahren (DE-588)4358095-6 s DE-604 Wirtschaft (DE-588)4066399-1 s Wirtschaftsmodell (DE-588)4079348-5 s b DE-604 Clements, Michael P. (DE-588)170916014 edt Digitalisierung UB Bamberg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024381694&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024381694&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | The Oxford handbook of economic forecasting Economic forecasting Wirtschaft (DE-588)4066399-1 gnd Wirtschaftsmodell (DE-588)4079348-5 gnd Wirtschaftsforschung (DE-588)4124477-1 gnd Prognoseverfahren (DE-588)4358095-6 gnd |
| subject_GND | (DE-588)4066399-1 (DE-588)4079348-5 (DE-588)4124477-1 (DE-588)4358095-6 (DE-588)4143413-4 |
| title | The Oxford handbook of economic forecasting |
| title_alt | Economic forecasting Handbook of economic forecasting |
| title_auth | The Oxford handbook of economic forecasting |
| title_exact_search | The Oxford handbook of economic forecasting |
| title_full | The Oxford handbook of economic forecasting ed. by Michael P. Clements ... |
| title_fullStr | The Oxford handbook of economic forecasting ed. by Michael P. Clements ... |
| title_full_unstemmed | The Oxford handbook of economic forecasting ed. by Michael P. Clements ... |
| title_short | The Oxford handbook of economic forecasting |
| title_sort | the oxford handbook of economic forecasting |
| topic | Economic forecasting Wirtschaft (DE-588)4066399-1 gnd Wirtschaftsmodell (DE-588)4079348-5 gnd Wirtschaftsforschung (DE-588)4124477-1 gnd Prognoseverfahren (DE-588)4358095-6 gnd |
| topic_facet | Economic forecasting Wirtschaft Wirtschaftsmodell Wirtschaftsforschung Prognoseverfahren Aufsatzsammlung |
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